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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:"Forecasting model"
~subject:"USA"
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Prognoseverfahren
Forecasting model
USA
Estimation
669
Schätzung
669
Theorie
203
Theory
203
United States
141
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
Estimation theory
52
Schätztheorie
52
VAR model
52
VAR-Modell
52
Cointegration
51
Kointegration
51
ARCH model
49
ARCH-Modell
49
Exchange rate
49
Wechselkurs
49
Panel
45
Panel study
45
Geldpolitik
41
Monetary policy
41
Regression analysis
39
Regressionsanalyse
39
Spillover effect
39
Spillover-Effekt
39
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
100
Free
5
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Article
204
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Article in journal
204
Aufsatz in Zeitschrift
204
Collection of articles of several authors
1
Conference paper
1
Country report
1
Konferenzbeitrag
1
Länderbericht
1
Sammelwerk
1
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English
204
Author
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Gupta, Rangan
9
Marcellino, Massimiliano
6
Clark, Todd E.
5
Dai, Zhifeng
4
Pesaran, M. Hashem
4
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Carriero, Andrea
2
Chesher, Andrew
2
Croushore, Dean Darrell
2
Everaert, Gerdie
2
Fleissig, Adrian R.
2
Holt, Matthew T.
2
Li, Mingliang
2
Lima, Luiz Renato
2
Mavroeidis, Sophocles
2
McCracken, Michael W.
2
Phillips, Peter C. B.
2
Pozzi, Lorenzo
2
Serletis, Apostolos
2
Ur Rehman, Mobeen
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wel, Michel van der
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Aassve, Arnstein
1
Abel, Joshua
1
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Alemany, Nuria
1
Alomari, Mohammad
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Anjum, Hassan
1
Aragó, Vicent
1
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,509
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
420
Applied economics
320
NBER working paper series
191
Applied economics letters
189
CESifo working papers
183
Finance and economics discussion series
183
The review of economics and statistics
172
Working paper
163
International journal of forecasting
162
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
NBER Working Paper
131
Economic modelling
124
Journal of banking & finance
124
Applied financial economics
117
Finance research letters
114
Journal of econometrics
114
Journal of forecasting
113
Economics letters
112
Journal of international money and finance
108
Journal of financial economics
103
The journal of futures markets
101
International review of economics & finance : IREF
95
The review of financial studies
94
Journal of money, credit and banking : JMCB
90
Discussion paper
87
Energy economics
87
Journal of empirical finance
86
Journal of financial and quantitative analysis : JFQA
86
International review of financial analysis
85
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Discussion paper / Tinbergen Institute
71
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ECONIS (ZBW)
204
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
9
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
Saved in:
10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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