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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Geldpolitik"
~subject:"Volatilität"
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Estimation theory
Schätzung
Geldpolitik
Volatilität
Theorie
1,675
Theory
1,675
Estimation
194
Schätztheorie
161
Time series analysis
116
Zeitreihenanalyse
116
USA
108
United States
108
Forecasting model
63
Prognoseverfahren
63
Monetary policy
57
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Gouriéroux, Christian
21
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Jasiak, Joann
10
Comte, Fabienne
7
Robin, Jean-Marc
7
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6
Guerre, Emmanuel
6
Monfort, Alain
6
Berred, Alexandre M.
5
Chang, Tsangyao
5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Gil-Alaña, Luis A.
5
Hristache, Marian
5
Philippe, Anne
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Crépon, Bruno
4
Lardjane, Salim
4
Magnac, Thierry
4
Patilea, Valentin
4
Renault, Eric
4
Salanié, Bernard
4
Touzi, Nizar
4
Visser, Michael S.
4
Bertail, Patrice
3
Caporale, Guglielmo Maria
3
Casella, George
3
Gayraud, Ghislaine
3
Hardouin, C.
3
Laurent, Jean-Paul
3
Lieberman, Offer
3
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Applied economics letters
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
1,162
NBER working paper series
1,125
NBER Working Paper
1,063
Economics letters
806
Discussion paper / Centre for Economic Policy Research
759
Journal of econometrics
601
Journal of monetary economics
462
Journal of economic dynamics & control
453
Applied economics
434
CESifo working papers
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
372
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362
Journal of macroeconomics
352
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341
Journal of international money and finance
318
Econometric theory
312
Journal of money, credit and banking : JMCB
303
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
295
Working paper series / European Central Bank
294
Journal of applied econometrics
289
Discussion papers / CEPR
284
Discussion paper / Tinbergen Institute
283
Macroeconomic dynamics
272
Discussion paper
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IMF working papers
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Journal of banking & finance
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Finance and economics discussion series
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European economic review : EER
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The review of economics and statistics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
223
IMF working paper
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Europäische Hochschulschriften / 5
206
International review of economics & finance : IREF
196
Journal of international economics
174
The American economic review
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
430
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1
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
2
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
3
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
Saved in:
4
Testing an IV method for reducing quality bias in demand systems estimations
Vigani, Mauro
;
Dudu, Hasan
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3034-3038
Persistent link: https://www.econbiz.de/10014441356
Saved in:
5
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
Saved in:
6
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
Saved in:
7
Estimates of a "Pandemic Taylor rule" loss function
Sonora, Robert
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2040-2045
Persistent link: https://www.econbiz.de/10014324867
Saved in:
8
Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Elias, Christopher J.
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1218-1221
Persistent link: https://www.econbiz.de/10014303846
Saved in:
9
Multifactor Keynesian models of the long-term interest rate
Akram, Tanweer
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1222-1227
Persistent link: https://www.econbiz.de/10014303847
Saved in:
10
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
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