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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / University of Heidelberg, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Fujiwara, Ippei"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Robinson, Tim"
~subject:"Bewertung"
~subject:"Estimation"
~subject:"Panel study"
~subject:"Theorie"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Bewertung
Estimation
Panel study
Theorie
Time varying parameters
Zustandsraummodell
Theory
33
Time series analysis
13
Schätzung
10
Börsenkurs
6
Share price
6
Capital income
5
Geldpolitik
5
Kapitaleinkommen
5
Monetary policy
5
Volatility
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Volatilität
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Correlation
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Korrelation
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Shock
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ARCH-Modell
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Cointegration
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Multivariate Analyse
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Prognoseverfahren
3
Schätztheorie
3
USA
3
United States
3
1972-1996
2
Aktienmarkt
2
DSGE model
2
DSGE-Modell
2
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2
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2
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Free
19
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4
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23
Article
10
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Non-commercial literature
22
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17
Working Paper
17
Article in journal
10
Aufsatz in Zeitschrift
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English
33
Author
All
Newbold, Paul
Dungey, Mardi H.
Fujiwara, Ippei
Kapetanios, George
Karanasos, Menelaos
Robinson, Tim
Pesaran, M. Hashem
34
Linton, Oliver
16
Oechssler, Joerg
15
Chan, Joshua
12
Harvey, Andrew C.
12
Mills, Terence C.
12
Newbery, David M. G.
12
Harvey, David I.
11
Jamasb, Tooraj
11
Schnedler, Wendelin
11
Goyal, Sanjeev
10
Leybourne, Stephen James
10
Pagan, Adrian R.
10
Pollitt, Michael G.
10
Ritz, Robert A.
10
Aidt, Toke
9
Corsetti, Giancarlo
9
Faber, Malte
9
Lien, Da-hsiang Donald
9
Moosa, Imad A.
9
Satchell, Stephen
9
Castelnuovo, Efrem
8
Gil-Alaña, Luis A.
8
Green, Christopher J.
8
Irmen, Andreas
8
Koop, Gary
8
McKibbin, Warwick J.
8
Taylor, Mark P.
8
Tyers, Rodney
8
Ueda, Kozo
8
Chadha, Jagjit
7
Eichberger, Jürgen
7
Haque, Qazi
7
Kollmann, Robert
7
Neuhoff, Karsten
7
Sengupta, Jati K.
7
Sgroi, Daniel
7
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University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
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Applied economics
CAMA working paper series
Cambridge working papers in economics
Discussion paper series / University of Heidelberg, Department of Economics
Economic research paper / Loughborough University, Department of Economics
International review of financial analysis
Journal of empirical finance
Working paper
16
Economics letters
12
IMES discussion paper series / Englische Ausgabe
10
Journal of econometrics
10
CAMA Working Paper
9
Discussion papers / National Institute of Economic and Social Research
9
Globalization and Monetary Policy Institute Working Paper
7
Journal of economic dynamics & control
7
Discussion papers in economics
6
The econometrics journal
6
Bank of England Working Paper
5
CESifo working papers
5
Econometric theory
5
Journal of applied econometrics
5
Journal of monetary economics
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Melbourne Institute Working Paper
4
Oxford bulletin of economics and statistics
4
RIETI discussion paper
4
Research discussion paper / Reserve Bank of Australia
4
Discussion paper series / IZA
3
Discussion papers in economics / School of Economics
3
Essays on financial time series models
3
International journal of central banking : IJCB
3
Journal of macroeconomics
3
Journal of the Japanese and international economies : an international journal ; JJIE
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / European Central Bank ; Eurosystem
3
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ECONIS (ZBW)
33
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1
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
2
Too many shocks spoil the interpretation
Pagan, Adrian R.
;
Robinson, Tim
-
2020
Persistent link: https://www.econbiz.de/10012225079
Saved in:
3
Private news and monetary policy : forward guidance as Bayesian persuasion
Fujiwara, Ippei
;
Waki, Yuichiro
-
2019
Persistent link: https://www.econbiz.de/10012224691
Saved in:
4
Critically assessing estimated DSGE models : a case study of a multi-sector model
Liu, X.
;
Pagan, Adrian R.
;
Robinson, Tim
-
2018
Persistent link: https://www.econbiz.de/10012201933
Saved in:
5
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
6
Dealing with time-inconsistency : inflation targeting vs. exchange rate targeting
Davis, Scott
;
Fujiwara, Ippei
;
Wang, Jiao
-
2017
Persistent link: https://www.econbiz.de/10011747106
Saved in:
7
Big data analytics : a new perspective
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011455779
Saved in:
8
Sustainable international monetary policy cooperation
Fujiwara, Ippei
;
Kam, Timothy
;
Sunakawa, Takeki
-
2016
Persistent link: https://www.econbiz.de/10011757219
Saved in:
9
A note on imperfect creidibility
Fujiwara, Ippei
;
Kam, Timothy
;
Sunakawa, Takeki
-
2016
Persistent link: https://www.econbiz.de/10011756370
Saved in:
10
Using multiple correspondence analysis for finance : a tool for assessing financial inclusion
Dungey, Mardi H.
;
Doko Tchatoka, Firmin
;
Yanotti, María B.
- In:
International review of financial analysis
59
(
2018
),
pp. 212-222
Persistent link: https://www.econbiz.de/10012006959
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