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subject:"EU countries"
subject:"Estimation"
~isPartOf:"DNB working paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Claessens, Stijn"
~person:"Lee, Gary G. J."
~person:"Pesaran, M. Hashem"
~person:"Ramey, Garey"
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EU countries
Estimation
Schätzung
10
Forecasting model
5
Prognoseverfahren
5
Theorie
4
Theory
4
USA
4
United States
4
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
1965-1999
2
Geldpolitik
2
Markov chain
2
Markov-Kette
2
Monetary policy
2
Phillips curve
2
Phillips-Kurve
2
Structural break
2
Strukturbruch
2
regime switching
2
1954-1997
1
1959-2002
1
1999-2006
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Arbeitsmarkttheorie
1
Arbeitsplatz
1
Auslandsinvestition
1
Autocorrelation
1
Autokorrelation
1
Business cycle
1
Börsenkurs
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Estimation theory
1
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10
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Arbeitspapier
6
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6
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6
Working Paper
6
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English
10
Author
All
Claessens, Stijn
Lee, Gary G. J.
Pesaran, M. Hashem
Ramey, Garey
Engle, Robert F.
13
Granger, C. W. J.
6
Timmermann, Allan
6
Bikker, Jacob A.
5
Den Haan, Wouter J.
3
End, Jan-Willem van den
3
Hamilton, James D.
3
Lewis, John
3
Spierdijk, Laura
3
Bernoth, Kerstin
2
Carson, Richard T.
2
Haan, Jakob de
2
Horen, Neeltje van
2
Hughes Hallett, Andrew
2
Kane, Alex
2
Noh, Jaesun
2
Owyang, Michael T.
2
Pick, Andreas
2
Ploeg, Frederick van der
2
Poelhekke, Steven
2
Ramey, Valerie A.
2
Rosenberg, Joshua V.
2
Russell, Jeffrey R.
2
Stanga, Irina
2
Sullivan, Ryan
2
White, Halbert
2
Alberini, Anna
1
Alsem, Karel Jan
1
Antonovics, Kate
1
Aparicio Acosta, Felipe M.
1
Barth, Marvin J.
1
Beck, Thorsten
1
Beetsma, Roel
1
Berk, Jan Marc
1
Betts, Julian R.
1
Beyer, Robert
1
Bierut, Beata
1
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DNB working paper
Discussion paper / Department of Economics, University of California San Diego
CESifo working papers
31
Cambridge working papers in economics
18
CESifo Working Paper Series
14
DAE working paper
13
Discussion paper series / IZA
9
IZA Discussion Paper
8
Journal of applied econometrics
8
CESifo Working Paper
5
Working paper series / European Central Bank
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
NBER working paper series
4
USC-INET Research Paper
4
Discussion paper / Centre for Economic Policy Research
3
IMF working paper
3
NBER Working Paper
3
CAMA working paper series
2
Discussion papers / CEPR
2
Discussion papers / Department of Economics, University of California San Diego
2
Discussion papers in economics
2
ECB Working Paper
2
ERF working papers series
2
Globalization Institute Working Paper
2
Globalization and Monetary Policy Institute Working Paper
2
IMF working papers
2
Journal of empirical finance
2
Policy research working paper
2
The American economic review
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
, Vol. , pp. -
1
A reader in international corporate finance ; Vol. 1
1
Banque de France Working Paper
1
Birkbeck working papers in economics and finance : BWPEF
1
Bundesbank Series 1 Discussion Paper
1
CAMA Working Paper
1
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ECONIS (ZBW)
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1
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
2
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2009
Persistent link: https://www.econbiz.de/10003816240
Saved in:
3
Being a foreigner among domestic banks : asset or liability?
Claessens, Stijn
;
Horen, Neeltje van
-
2009
Persistent link: https://www.econbiz.de/10003885425
Saved in:
4
Regime switching and monetary policy measurement
Owyang, Michael T.
;
Ramey, Garey
-
2003
Persistent link: https://www.econbiz.de/10001778115
Saved in:
5
Regime switching and monetary policy measurement
Owyang, Michael T.
;
Ramey, Garey
-
2001
Persistent link: https://www.econbiz.de/10001574557
Saved in:
6
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
7
Job destruction and propagation of shocks
Den Haan, Wouter J.
;
Ramey, Garey
;
Watson, Joel
-
1997
Persistent link: https://www.econbiz.de/10000970990
Saved in:
8
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
Saved in:
9
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
10
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
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