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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of political economy"
~person:"Campbell, John Y."
~person:"Fudenberg, Drew"
~person:"Gupta, Rangan"
~person:"Nelson, Daniel B."
~person:"Ploberger, Werner"
~subject:"Equilibrium theory"
~subject:"Estimation theory"
~subject:"Fiscal policy"
~subject:"Geldpolitik"
~subject:"Produktivität"
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Monetary policy
United States
Equilibrium theory
Estimation theory
Fiscal policy
Geldpolitik
Produktivität
Theorie
33
Theory
33
Time series analysis
9
Zeitreihenanalyse
9
Schätztheorie
8
USA
8
Game theory
5
Spieltheorie
5
CAPM
4
Forecasting model
4
Prognoseverfahren
4
Statistical theory
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Statistische Methodenlehre
4
Gleichgewichtstheorie
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Volatility
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Volatilität
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forecasting
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Aktienmarkt
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Business cycle
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Einkommenshypothese
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Incomplete information
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Konjunktur
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Unvollkommene Information
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1871-1990
1
1895-1995
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Campbell, John Y.
Fudenberg, Drew
Gupta, Rangan
Nelson, Daniel B.
Ploberger, Werner
Andrews, Donald W. K.
18
Newey, Whitney K.
14
Kehoe, Patrick J.
11
Phillips, Peter C. B.
9
Horowitz, Joel
8
Imbens, Guido
8
Robinson, Peter M.
7
Chernozhukov, Victor
6
Heckman, James J.
6
Stock, James H.
6
Altonji, Joseph G.
5
Chari, Varadarajan V.
5
Jovanovic, Boyan
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Angrist, Joshua D.
4
Bai, Jushan
4
Christiano, Lawrence J.
4
Dufour, Jean-Marie
4
Eichenbaum, Martin S.
4
Hahn, Jinyong
4
Hirano, Keisuke
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Pakes, Ariel
4
Perron, Pierre
4
Smith, Richard J.
4
White, Halbert
4
Alvarez, Fernando
3
Atkeson, Andrew
3
Beaudry, Paul
3
Berry, Steven
3
Bollerslev, Tim
3
Cameron, Stephen V.
3
Chiappori, Pierre-André
3
Cochrane, John H.
3
Davidson, Russell
3
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Applied economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of political economy
Discussion paper series / Harvard Institute of Economic Research
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of economic theory
7
Working papers / University of Connecticut, Department of Economics
4
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
3
Department of Economics working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of macroeconomics
2
Annals of financial economics
1
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Economics letters
1
Finance research letters
1
Handbook of econometrics ; Vol. 4
1
IFA working paper
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Información comercial española / Cuadernos económicos
1
International business and economics research journal
1
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
MIT Press series on economic learning and social evolution
1
National Bureau of Economic Research Conference Report
1
Panoeconomicus
1
Research in international business and finance
1
Research paper / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
Forecasting US consumer price index : does nonlinearity matter?
Álvarez-Díaz, Marcos
;
Gupta, Rangan
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4462-4475
Persistent link: https://www.econbiz.de/10011640110
Saved in:
2
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
3
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
Gupta, Rangan
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4677-4697
Persistent link: https://www.econbiz.de/10010225005
Saved in:
4
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Chochrane, John Howland
- In:
Journal of political economy
107
(
1999
)
2
,
pp. 205-251
Persistent link: https://www.econbiz.de/10001371434
Saved in:
5
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
6
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
7
Understanding risk and return
Campbell, John Y.
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 298-345
Persistent link: https://www.econbiz.de/10001198651
Saved in:
8
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
9
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
10
Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1383-1414
Persistent link: https://www.econbiz.de/10001173449
Saved in:
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