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subject:"Börsenkurs"
subject:"Financial analysis"
~person:"Bai, Jushan"
~person:"Dees, Stephane"
~person:"Hong, Harrison G."
~person:"Kim, Jeong-Ryeol"
~person:"Pesaran, M. Hashem"
~person:"Pettenuzzo, Davide"
~person:"Weber, Enzo"
~subject:"Aktienmarkt"
~subject:"Econometrics"
~subject:"Forecasting model"
~subject:"Managervergütung"
~subject:"Theory"
~subject:"VAR model"
~type:"article"
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Börsenkurs
Financial analysis
Aktienmarkt
Econometrics
Forecasting model
Managervergütung
Theory
VAR model
Estimation
69
Schätzung
69
Theorie
28
USA
19
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19
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15
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52
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Bai, Jushan
Dees, Stephane
Hong, Harrison G.
Kim, Jeong-Ryeol
Pesaran, M. Hashem
Pettenuzzo, Davide
Weber, Enzo
Gupta, Rangan
119
Gil-Alaña, Luis A.
55
Wohar, Mark E.
50
Caporale, Guglielmo Maria
49
Zaremba, Adam
49
Narayan, Paresh Kumar
43
Pierdzioch, Christian
42
Tiwari, Aviral Kumar
40
McMillan, David G.
39
Balcilar, Mehmet
33
Ma, Feng
33
Serletis, Apostolos
31
Wang, Yudong
29
Lee, Chien-chiang
27
McAleer, Michael
26
Moosa, Imad A.
26
Salisu, Afees A.
26
Zhang, Yaojie
26
Kumbhakar, Subal
25
Apergēs, Nikolaos
24
Bollerslev, Tim
23
Jawadi, Fredj
23
Brooks, Robert
22
Chiang, Thomas C.
22
Todorov, Viktor
22
MacDonald, Ronald
21
Xuan Vinh Vo
21
Bahmani-Oskooee, Mohsen
20
Bouri, Elie
20
Herwartz, Helmut
20
Sehgal, Sanjay
20
Koop, Gary
19
Westerlund, Joakim
19
Belke, Ansgar
18
Chang, Tsangyao
18
Demirer, Rıza
18
Ghysels, Eric
18
Kumar, Dilip
18
Shahzad, Syed Jawad Hussain
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Journal of econometrics
7
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
4
Economics letters
3
Applied economics
2
Economic modelling
2
Journal of banking & finance
2
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of economic forecasting ; 1
1
International journal of forecasting
1
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1
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1
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1
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1
Oxford bulletin of economics and statistics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The North American journal of economics and finance : a journal of financial economics studies
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
52
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
Labour market miracle, productivity debacle : measuring the effects of skill-biased and skill-neutral technical change
Hutter, Christian
;
Weber, Enzo
- In:
Economic modelling
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012797331
Saved in:
3
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
4
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Saved in:
5
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
7
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
8
Selection versus talent effects on firm value
Chang, Briana
;
Hong, Harrison G.
- In:
Journal of financial economics
133
(
2019
)
3
,
pp. 751-763
Persistent link: https://www.econbiz.de/10012166171
Saved in:
9
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
10
Mismatch and the forecasting performance of matching functions
Hutter, Christian
;
Weber, Enzo
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011771925
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