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isPartOf:"Journal of applied econometrics"
subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Prognoseverfahren
Estimation theory
Forecasting model
Estimation
664
Schätzung
664
Theorie
202
Theory
202
USA
140
United States
140
Volatility
120
Volatilität
120
Capital income
96
Kapitaleinkommen
96
Börsenkurs
95
Share price
95
Welt
81
World
81
Time series analysis
69
Zeitreihenanalyse
69
Aktienmarkt
66
Stock market
66
Cointegration
51
Kointegration
51
VAR model
51
VAR-Modell
51
Schätztheorie
50
ARCH model
49
ARCH-Modell
49
Exchange rate
49
Wechselkurs
49
Panel
43
Panel study
43
Geldpolitik
40
Monetary policy
40
Regression analysis
39
Regressionsanalyse
39
Spillover effect
39
Spillover-Effekt
39
Bayes-Statistik
36
Bayesian inference
36
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Free
6
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Article
123
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Aufsatz in Zeitschrift
123
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English
123
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Gupta, Rangan
5
Clark, Todd E.
4
Dai, Zhifeng
4
Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Weeks, Melvyn
3
Blundell, Richard W.
2
Carriero, Andrea
2
Croushore, Dean Darrell
2
Escanciano, Juan Carlos
2
Hautsch, Nikolaus
2
Koop, Gary
2
Lima, Luiz Renato
2
Liu, Qiang
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Pendakur, Krishna
2
Strachan, Rodney W.
2
Wel, Michel van der
2
Wohar, Mark E.
2
Abel, Joshua
1
Ahmad, Nasir
1
Akay, Alpaslan
1
Alemany, Nuria
1
Allen, David E.
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Auer, Benjamin R.
1
Babii, Andrii
1
Bai, Yu
1
Bailey, Natalia
1
Ball, Ryan T.
1
Baumeister, Christiane
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
258
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
International journal of forecasting
155
Economics letters
147
Applied economics
120
Journal of forecasting
117
Economic modelling
114
Applied economics letters
110
Journal of banking & finance
103
Finance research letters
101
NBER Working Paper
94
NBER working paper series
87
Journal of empirical finance
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Working paper
83
Working paper / National Bureau of Economic Research, Inc.
79
Discussion paper / Centre for Economic Policy Research
74
Econometric reviews
72
Energy economics
70
Discussion paper / Tinbergen Institute
68
International review of financial analysis
68
Discussion paper series / IZA
67
CESifo working papers
65
Journal of financial economics
64
International review of economics & finance : IREF
59
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Discussion paper
47
Discussion papers / CEPR
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of international money and finance
45
Finance and economics discussion series
43
Working paper / Department of Econometrics and Business Statistics, Monash University
41
IZA Discussion Paper
37
Econometrics : open access journal
36
Journal of risk and financial management : JRFM
36
SFB 649 discussion paper
36
The European journal of finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
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ECONIS (ZBW)
123
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
9
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
10
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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