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subject:"Exchange rate"
subject:"USA"
~isPartOf:"Journal of applied econometrics"
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Exchange rate
USA
Estimation
357
Schätzung
357
Theorie
142
Theory
142
United States
95
Welt
39
World
39
Estimation theory
38
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38
Time series analysis
35
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35
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30
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30
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27
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27
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24
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24
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Marcellino, Massimiliano
4
Pesaran, M. Hashem
3
Chesher, Andrew
2
Fleissig, Adrian R.
2
Kapetanios, George
2
Li, Mingliang
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,522
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
417
Applied economics
312
NBER working paper series
197
CESifo working papers
196
Applied economics letters
172
The review of economics and statistics
170
Finance and economics discussion series
163
Journal of international money and finance
157
The American economic review
152
The journal of finance : the journal of the American Finance Association
146
Working paper
144
NBER Working Paper
135
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129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Economic modelling
107
The review of financial studies
93
International review of economics & finance : IREF
91
Economics letters
90
Journal of money, credit and banking : JMCB
87
The journal of futures markets
85
Discussion paper
82
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Southern economic journal
69
Journal of banking & finance
68
Journal of monetary economics
68
Journal of macroeconomics
67
International journal of finance & economics : IJFE
66
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
65
Journal of labor economics
61
Discussion paper / Tinbergen Institute
59
Journal of econometrics
59
Journal of international financial markets, institutions & money
59
Kiel working paper
58
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ECONIS (ZBW)
105
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21
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
Saved in:
22
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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23
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino
;
González Rozada, Martín
;
Sola, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
Saved in:
24
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
25
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
26
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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27
A new utility-consistent econometric approach to multivariate count data modeling
Bhat, Chandra R.
;
Paleti, Rajesh
;
Castro, Marisol
- In:
Journal of applied econometrics
30
(
2015
)
5
,
pp. 806-825
Persistent link: https://www.econbiz.de/10011334177
Saved in:
28
Replacing sample trimming with boundary correction in nonparametric estimation of first-price auctions
Hickman, Brent R.
;
Hubbard, Timothy P.
- In:
Journal of applied econometrics
30
(
2015
)
5
,
pp. 739-762
Persistent link: https://www.econbiz.de/10011334188
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29
Regression discontinuity applications with rounding errors in the running variable
Dong, Yingying
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 422-446
Persistent link: https://www.econbiz.de/10011327578
Saved in:
30
DSGE models in the frequency domain
Sala, Luca
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10011327619
Saved in:
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