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subject:"Kleine offene Volkswirtschaft"
subject:"Wohlfahrtsanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Zeitreihenanalyse"
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Kleine offene Volkswirtschaft
Wohlfahrtsanalyse
Zeitreihenanalyse
Theorie
2,174
Theory
2,174
Geldpolitik
358
Monetary policy
357
USA
302
United States
302
Estimation
270
Schätzung
270
Time series analysis
181
Estimation theory
175
Schätztheorie
175
Forecasting model
128
Konjunktur
128
Prognoseverfahren
128
Business cycle
126
Inflation
123
Volatilität
113
Volatility
112
Schock
110
Shock
110
Risiko
83
Risk
83
CAPM
79
Welt
78
World
78
Preisrigidität
74
Price stickiness
74
Finanzpolitik
72
Fiscal policy
72
VAR model
72
VAR-Modell
72
Financial market
64
Finanzmarkt
64
Economic growth
61
Wirtschaftswachstum
61
Neoclassical synthesis
60
Neoklassische Synthese
60
Capital income
58
Kapitaleinkommen
58
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Free
73
Undetermined
29
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Article
163
Book / Working Paper
71
Type of publication (narrower categories)
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Article in journal
163
Aufsatz in Zeitschrift
163
Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
Country report
1
Länderbericht
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
234
Author
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Podolskij, Mark
6
Grassi, Stefano
5
Haldrup, Niels
5
Johansen, Søren
5
Nielsen, Morten Ørregaard
5
Santucci de Magistris, Paolo
5
Kruse, Robinson
4
Pesaran, M. Hashem
4
Bredahl Kock, Anders
3
Dijk, Herman K. van
3
Ergemen, Yunus Emre
3
Kapetanios, George
3
Koop, Gary
3
Koopman, Siem Jan
3
Nonejad, Nima
3
Proietti, Tommaso
3
Teräsvirta, Timo
3
Bauwens, Luc
2
Carriero, Andrea
2
Cavenaile, Laurent
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
Davis, Scott
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engle, Robert F.
2
Engsted, Tom
2
Franses, Philip Hans
2
Guner, Nezih
2
Hall, Stephen G.
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Hillebrand, Eric
2
Jäger, Albert
2
Kaygusuz, Remzi
2
Kollmann, Robert
2
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CREATES research paper
Journal of applied econometrics
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
399
Economics letters
381
NBER working paper series
376
NBER Working Paper
366
Journal of econometrics
328
CESifo working papers
322
International journal of forecasting
317
Discussion paper / Centre for Economic Policy Research
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
224
Discussion paper / Tinbergen Institute
206
Economic modelling
205
Econometric theory
190
Working paper
162
Journal of economic dynamics & control
143
Econometric reviews
132
Journal of international economics
123
Applied economics
120
Journal of macroeconomics
118
Review of international economics
112
Discussion paper series / IZA
107
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
CESifo Working Paper Series
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of international money and finance
86
Applied economics letters
85
Discussion paper
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Macroeconomic dynamics
82
International review of economics & finance : IREF
81
Energy economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Working paper series
79
Computational economics
78
Journal of economics
74
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Source
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ECONIS (ZBW)
234
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31
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31
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
32
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
33
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
34
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
35
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
36
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
37
Forecasting the global mean sea level, a continuous-time state-space approach
Boldrini, Lorenzo
-
2015
Persistent link: https://www.econbiz.de/10011327705
Saved in:
38
The impact of the tax cut and jobs act on the spatial distribution of high productivity households and economic welfare
Coen-Pirani, Daniele
;
Sieg, Holger
- In:
Journal of monetary economics
105
(
2019
),
pp. 44-71
Persistent link: https://www.econbiz.de/10012266213
Saved in:
39
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
40
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
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