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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type:"article"
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Estimation
Theorie
4,029
Theory
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Forecasting model
686
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686
Schätzung
654
Time series analysis
586
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654
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Gil-Alaña, Luis A.
4
Moosa, Imad A.
4
Bahmani-Oskooee, Mohsen
3
Dai, Zhifeng
3
Johnson, Paul A.
3
Karathanasopoulos, Andreas
3
Leybourne, Stephen James
3
Li, Jinfang
3
Löthgren, Mickael
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3
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3
Prat, Georges
3
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3
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3
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3
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3
Uctum, Remzi
3
Zeng, Zheng
3
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2
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2
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2
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2
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2
Carrasco, Marine
2
Cassou, Steven Peter
2
Chan, Joshua
2
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2
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2
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2
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2
Dutt, Swarna D.
2
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2
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2
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2
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2
García-Ferrer, Antonio
2
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2
Goodwin, Barry K.
2
Granger, C. W. J.
2
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Review of international economics
Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Economics letters
213
Economic modelling
194
Applied economics letters
169
Journal of econometrics
165
Journal of international money and finance
155
Journal of applied econometrics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of economic dynamics & control
123
International review of economics & finance : IREF
122
Journal of banking & finance
119
Journal of macroeconomics
117
The review of economics and statistics
112
Journal of empirical finance
100
Applied financial economics
95
Journal of monetary economics
95
European economic review : EER
90
International journal of forecasting
90
Journal of international economics
88
Macroeconomic dynamics
88
Journal of urban economics
86
The journal of finance : the journal of the American Finance Association
85
Journal of financial economics
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The American economic review
77
Energy economics
76
The economic journal : the journal of the Royal Economic Society
76
Journal of money, credit and banking : JMCB
75
Finance research letters
74
Econometric reviews
73
The Canadian journal of economics
72
American journal of agricultural economics
71
The European journal of finance
69
International journal of finance & economics : IJFE
67
International review of financial analysis
63
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
56
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ECONIS (ZBW)
654
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1
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654
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
5
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
6
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
7
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
8
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
9
Exogenous variations in public debt and the private output : addressing country heterogeneity and cross-sectional dependence in a large panel
Carvelli, Gianni
- In:
Applied economics
56
(
2024
)
16
,
pp. 1863-1884
Persistent link: https://www.econbiz.de/10014475182
Saved in:
10
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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