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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Article in journal"
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Estimation
Theorie
355
Theory
355
Schätzung
103
Time series analysis
101
Zeitreihenanalyse
101
Volatility
47
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47
Nichtlineare Regression
46
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46
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44
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33
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103
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Marcellino, Massimiliano
3
Barnett, William A.
2
Carriero, Andrea
2
Clark, Todd E.
2
Fabozzi, Frank J.
2
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2
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Martin, Vance
2
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2
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1
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1
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1
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1
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1
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1
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1
An, Zidong
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1
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Journal of applied econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
124
Economics letters
99
Applied economics
89
International review of economics & finance : IREF
82
Journal of econometrics
76
Journal of economic dynamics & control
76
Finance research letters
75
Applied economics letters
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of empirical finance
58
Journal of international money and finance
58
Macroeconomic dynamics
57
International journal of forecasting
56
Journal of macroeconomics
55
Journal of banking & finance
53
Energy economics
50
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
47
Journal of financial economics
40
Journal of monetary economics
39
European economic review : EER
38
Journal of international economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Econometric reviews
32
Review of economic dynamics
30
Quantitative finance
28
International journal of finance & economics : IJFE
26
European journal of operational research : EJOR
25
The B.E. journal of macroeconomics
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The European journal of finance
25
Computational economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of forecasting
22
Structural change and economic dynamics : SC+ED
22
Journal of international financial markets, institutions & money
21
Labour economics : official journal of the European Association of Labour Economists
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Open economies review
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ECONIS (ZBW)
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1
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:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
4
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
5
Welfare cost of inflation, when credit card transaction services are included among monetary services
Barnett, William A.
;
Park, Sohee
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 463-479
Persistent link: https://www.econbiz.de/10014632031
Saved in:
6
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
Saved in:
7
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
8
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
9
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
10
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
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