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isPartOf:"Journal of applied econometrics"
subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"VAR model"
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Prognoseverfahren
Theorie
VAR model
Estimation
362
Schätzung
362
Theory
143
USA
96
United States
96
Estimation theory
40
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40
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35
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Pesaran, M. Hashem
6
Clark, Todd E.
4
Marcellino, Massimiliano
4
Kilian, Lutz
3
Phillips, Peter C. B.
3
Banerjee, Anindya
2
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Martin, Gael M.
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Nielsen, Morten Ørregaard
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Psaradakis, Zacharias G.
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Robin, Jean-Marc
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Sola, Martin
2
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1
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1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
597
NBER working paper series
496
NBER Working Paper
464
Applied economics
427
Discussion paper / Centre for Economic Policy Research
396
CESifo working papers
297
Discussion paper series / IZA
297
Economic modelling
293
Economics letters
284
Working paper
282
Applied economics letters
234
Journal of econometrics
212
Journal of international money and finance
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Journal of banking & finance
186
International review of economics & finance : IREF
182
Finance research letters
173
International journal of forecasting
172
Discussion paper
168
Energy economics
159
Discussion papers / CEPR
157
Journal of economic dynamics & control
156
IZA Discussion Paper
155
Discussion paper / Tinbergen Institute
154
Journal of macroeconomics
151
Journal of empirical finance
145
Europäische Hochschulschriften / 5
138
Journal of forecasting
131
Journal of financial economics
126
International review of financial analysis
119
Applied financial economics
117
The review of economics and statistics
117
Macroeconomic dynamics
114
The North American journal of economics and finance : a journal of financial economics studies
114
European economic review : EER
108
IMF working papers
106
Journal of monetary economics
105
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ECONIS (ZBW)
171
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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
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
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
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
6
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
7
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:
8
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
9
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
10
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
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