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source:"econis"
subject:"Estimation"
~person:"Belke, Ansgar"
~person:"Harvey, Campbell R."
~person:"Pesaran, M. Hashem"
~subject:"Time series analysis"
~subject:"Welt"
~type_genre:"Article in journal"
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Estimation
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152
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152
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22
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22
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18
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Belke, Ansgar
Harvey, Campbell R.
Pesaran, M. Hashem
Phillips, Peter C. B.
65
Franses, Philip Hans
58
Gil-Alaña, Luis A.
53
Caporale, Guglielmo Maria
37
Gupta, Rangan
34
Koop, Gary
31
Kumbhakar, Subal
29
Perron, Pierre
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Serletis, Apostolos
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Taylor, Robert
29
Leybourne, Stephen James
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Koopman, Siem Jan
27
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25
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25
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Moosa, Imad A.
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23
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Mills, Terence C.
23
Bahmani-Oskooee, Mohsen
22
Engle, Robert F.
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Hecq, Alain W. J.
22
Chang, Tsangyao
21
Taylor, Mark P.
21
Bollerslev, Tim
20
Marcellino, Massimiliano
20
Newbold, Paul
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Peel, David
20
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19
Hyndman, Rob J.
19
MacDonald, Ronald
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
Härdle, Wolfgang
18
Jawadi, Fredj
18
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Journal of applied econometrics
6
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6
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3
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2
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2
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2
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ECONIS (ZBW)
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1
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
2
Savings-investment and the current account : more measurement error than identity
Beckmann, Joscha
;
Belke, Ansgar
;
Gros, Daniel
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433248
Saved in:
3
Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US : a SEIVAR-based analysis
Belke, Ansgar
;
Goemans, Pascal
- In:
Journal of economic studies
49
(
2022
)
4
,
pp. 623-646
Persistent link: https://www.econbiz.de/10013352758
Saved in:
4
Introduction to the special issue on "Exchange Rates, Financial Integration and Uncertainty"
Belke, Ansgar
- In:
Open economies review
31
(
2020
)
2
,
pp. 213-217
Persistent link: https://www.econbiz.de/10012229741
Saved in:
5
Forecasting ECB policy rates with different monetary policy rules
Belke, Ansgar
;
Klose, Jens
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 138-152
Persistent link: https://www.econbiz.de/10012137395
Saved in:
6
The impact of volatility targeting
Harvey, Campbell R.
;
Hoyle, Edward
;
Korgaonkar, Russell
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 14-33
Persistent link: https://www.econbiz.de/10011980656
Saved in:
7
International spillovers in global asset markets
Belke, Ansgar
;
Dubova, Irina
- In:
Economic systems
42
(
2018
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10012126027
Saved in:
8
The impact of policy uncertainty on macro variables : an SVAR-based empirical analysis for EU countries
Kronen, Dominik
;
Belke, Ansgar
- In:
Review of economics
68
(
2017
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10011943959
Saved in:
9
Theory and practice of GVAR modelling
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of economic surveys
30
(
2016
)
1
,
pp. 165-197
Persistent link: https://www.econbiz.de/10011553146
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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