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subject:"Game theory"
subject:"Incomplete information"
~person:"Almeida, Heitor"
~person:"Bartram, Söhnke M."
~person:"Clark, Todd E."
~person:"Corsetti, Giancarlo"
~person:"Dew-Becker, Ian"
~person:"Kelly, Bryan T."
~person:"Rossi, Barbara"
~subject:"Alpha"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Game theory
Incomplete information
Alpha
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USA
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104
Theory
104
Prognoseverfahren
28
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16
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15
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15
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13
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11
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Aufsatz in Zeitschrift
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145
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145
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143
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143
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49
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4
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48
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Almeida, Heitor
Bartram, Söhnke M.
Clark, Todd E.
Corsetti, Giancarlo
Dew-Becker, Ian
Kelly, Bryan T.
Rossi, Barbara
Gupta, Rangan
57
Fabozzi, Frank J.
56
Franses, Philip Hans
51
Güth, Werner
48
Timmermann, Allan
46
Gil-Alaña, Luis A.
43
Caporale, Guglielmo Maria
41
Clements, Michael P.
40
Samuelson, Larry
39
Fudenberg, Drew
38
Diebold, Francis X.
37
Kumbhakar, Subal
36
MacDonald, Ronald
36
Serletis, Apostolos
36
Moosa, Imad A.
35
Taylor, Mark P.
33
Bahmani-Oskooee, Mohsen
31
Bollerslev, Tim
31
Jarrow, Robert A.
31
Korn, Ralf
31
Pierdzioch, Christian
31
Satchell, Stephen
31
Wong, Wing Keung
31
Hendry, David F.
30
Levine, David K.
30
Binmore, Ken
29
Heckman, James J.
29
Koop, Gary
28
Petropoulos, Fotios
28
Tijs, Stef
28
Wohar, Mark E.
28
Escobar, Marcos
27
Marcellino, Massimiliano
27
Palfrey, Thomas R.
27
Koopman, Siem Jan
26
Peel, David
26
Roth, Alvin E.
26
Chavas, Jean-Paul
25
Hsing, Yu
25
Li, Duan
25
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Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
5
Cambridge working papers in economics
3
Cambridge-INET working papers
3
Journal of financial economics
3
Journal of forecasting
3
Journal of economic dynamics & control
2
Journal of monetary economics
2
The quarterly journal of economics
2
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2
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1
Economia politica : journal of analytical and institutional economics
1
Economic inquiry : journal of the Western Economic Association International
1
Handbook of monetary economics ; Vol. 3,B
1
International economic review
1
International journal of forecasting
1
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1
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ECONIS (ZBW)
49
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1
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49
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1
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
2
Exchange rate misalignment and external imbalances : what is the optimal monetary policy response?
Corsetti, Giancarlo
;
Dedola, Luca
;
Leduc, Sylvain
- In:
Journal of international economics
144
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014384666
Saved in:
3
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
One money, many markets : a factor model approach to monetary policy in the euro area with high-frequency identification
Corsetti, Giancarlo
;
Duarte, Joao B.
;
Mann, Samuel
-
2018
-
This draft: February 2018
Persistent link: https://www.econbiz.de/10012667750
Saved in:
6
Exchange rate misalignment, capital flows, and optimal monetary policy trade-offs
Corsetti, Giancarlo
;
Dedola, Luca
;
Leduc, Sylvain
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10012667791
Saved in:
7
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
8
Text selection
Kelly, Bryan T.
;
Manela, Asaf
;
Moreira, Alan
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 859-879
Persistent link: https://www.econbiz.de/10012653195
Saved in:
9
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
10
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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