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subject:"Kapitaleinkommen"
subject:"Portfolio selection"
~isPartOf:"Economics letters"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR model"
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Kapitaleinkommen
Portfolio selection
Prognoseverfahren
Shock
VAR model
Estimation
696
Schätzung
691
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213
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213
Estimation theory
110
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Gupta, Rangan
3
Österholm, Pär
3
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2
Blanco Arroyo, Omar
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2
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2
Dergiades, Theologos
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2
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2
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Economics letters
Applied economics
267
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
241
Finance research letters
229
Economic modelling
225
Journal of banking & finance
212
NBER Working Paper
203
International review of economics & finance : IREF
194
International review of financial analysis
184
Working paper
181
Discussion paper / Centre for Economic Policy Research
180
Applied economics letters
172
CESifo working papers
165
International journal of forecasting
164
Journal of empirical finance
160
Journal of international money and finance
147
The North American journal of economics and finance : a journal of financial economics studies
144
Journal of financial economics
143
Energy economics
139
Discussion papers / CEPR
132
Applied financial economics
122
Journal of forecasting
118
Journal of econometrics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of international financial markets, institutions & money
112
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102
The European journal of finance
101
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100
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84
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81
Pacific-Basin finance journal
81
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79
International journal of finance & economics : IJFE
78
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
154
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1
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
2
Expectations, structural breaks and the recent surge in inflation
Gründler, Daniel
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505138
Saved in:
3
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
5
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
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6
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
7
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
8
Inflation and real GDP growth in the U.S. : demand or supply driven?
Chang, Jui-chuan Della
;
Jansen, Dennis W.
;
Pagliacci, …
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460681
Saved in:
9
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
10
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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