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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theory"
~subject:"VAR model"
~type:"article"
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Kapitaleinkommen
Nichtparametrisches Verfahren
Theory
VAR model
Estimation
393
Schätzung
393
Theorie
153
USA
113
United States
113
Time series analysis
72
Zeitreihenanalyse
72
Geldpolitik
58
Monetary policy
58
Volatility
58
Volatilität
58
Capital income
44
Schock
39
Shock
39
Business cycle
38
Estimation theory
38
Konjunktur
38
Schätztheorie
38
VAR-Modell
38
Inflation
37
Forecasting model
34
Prognoseverfahren
34
Cointegration
33
Kointegration
33
Nichtlineare Regression
32
Nonlinear regression
32
Yield curve
32
Zinsstruktur
32
Markov chain
28
Markov-Kette
28
ARCH model
26
ARCH-Modell
26
Börsenkurs
26
Share price
26
Welt
26
World
26
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22
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125
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5
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Article in journal
208
Aufsatz in Zeitschrift
208
Language
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English
Author
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Kim, Chang-jin
4
Fabozzi, Frank J.
3
Gupta, Rangan
3
Morley, James C.
3
Semmler, Willi
3
Serletis, Apostolos
3
Buch, Claudia M.
2
Chan, Joshua
2
Eickmeier, Sandra
2
Fazzari, Steven M.
2
Franses, Philip Hans
2
Guo, Hui
2
Ireland, Peter N.
2
Jawadi, Fredj
2
Koop, Gary
2
Lanne, Markku
2
Ma, Jun
2
Marcellino, Massimiliano
2
Martin, Vance
2
McAdam, Peter
2
Olmo, Jose
2
Panovska, Irina
2
Park, Cheolbeom
2
Peersman, Gert
2
Popiel, Michal Ksawery
2
Psaradakis, Zacharias G.
2
Ramsey, James B.
2
Račev, Svetlozar T.
2
Sarkar, Saikat
2
Sola, Martin
2
Strachan, Rodney W.
2
Tzavalis, Elias
2
Wohar, Mark E.
2
Abbate, Angela
1
Abdymomunov, Azamat
1
Ackert, Lucy F.
1
Ahmed, Haydory Akbar
1
Ahmed, Shaghil
1
Alexandre, Fernando
1
Aloy, Marcel
1
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Journal of money, credit and banking : JMCB
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
469
Economics letters
318
Economic modelling
316
Journal of econometrics
283
Applied economics letters
279
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
International review of economics & finance : IREF
228
Journal of banking & finance
228
Journal of international money and finance
225
Finance research letters
204
Journal of empirical finance
187
Applied financial economics
176
International review of financial analysis
176
Journal of applied econometrics
171
Journal of financial economics
170
Energy economics
161
Journal of economic dynamics & control
155
The North American journal of economics and finance : a journal of financial economics studies
153
Journal of macroeconomics
146
Journal of international financial markets, institutions & money
117
The European journal of finance
114
The review of economics and statistics
113
International journal of forecasting
108
International journal of finance & economics : IJFE
107
European economic review : EER
106
Macroeconomic dynamics
106
Journal of monetary economics
104
The journal of finance : the journal of the American Finance Association
103
Journal of forecasting
99
Journal of international economics
95
Econometric reviews
93
Research in international business and finance
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
89
Journal of urban economics
87
International journal of economics and finance
84
Review of quantitative finance and accounting
82
Journal of risk and financial management : JRFM
81
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ECONIS (ZBW)
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
Saved in:
3
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
4
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
5
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
6
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
7
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
8
News shocks, business cycles, and the disinflation puzzle
Bouakez, Hafedh
;
Kemoe, Laurent
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2115-2151
Persistent link: https://www.econbiz.de/10014436139
Saved in:
9
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
10
Conditional equity premium and aggregate corporate investment
Guo, Hui
;
Qiu, Buhui
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 251-295
Persistent link: https://www.econbiz.de/10014305964
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