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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Journal of applied econometrics"
~subject:"Panel study"
~subject:"Time series analysis"
~subject:"Volatilität"
~type:"article"
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Monetary policy
Zinspolitik
Panel study
Time series analysis
Volatilität
Estimation
361
Schätzung
361
Theorie
143
Theory
143
USA
96
United States
96
Estimation theory
40
Schätztheorie
40
Welt
39
World
39
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
29
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VAR model
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Bayesian inference
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Monte Carlo simulation
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Nichtparametrisches Verfahren
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21
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18
Kointegration
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92
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Marcellino, Massimiliano
5
Baltagi, Badi H.
3
Clark, Todd E.
3
Pesaran, M. Hashem
3
Carriero, Andrea
2
Chang, Sheng-kai
2
Egger, Peter
2
Harding, Matthew C.
2
Jones, Andrew M.
2
Kapetanios, George
2
Kesina, Michaela
2
Nielsen, Morten Ørregaard
2
Shin, Yongcheol
2
Urbain, Jean-Pierre
2
Abo-Zaid, Salem
1
Ahelegbey, Daniel Felix
1
Akay, Alpaslan
1
Amisano, Gianni
1
An, Zidong
1
Andersen, Torben
1
Ando, Tomohiro
1
Babii, Andrii
1
Bai, Jushan
1
Bai, Yu
1
Bailey, Natalia
1
Ball, Ryan T.
1
Banerjee, Anindya
1
Baum, Christopher F.
1
Baxter, J. L.
1
Beck, Günter W.
1
Bekdache, Basma
1
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1
Beyer, Andreas
1
Bianchi, Marco
1
Billio, Monica
1
Billé, Anna Gloria
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Bresson, Georges
1
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Journal of applied econometrics
Applied economics
372
Economic modelling
367
Applied economics letters
271
Journal of econometrics
245
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
238
Economics letters
237
Energy economics
236
International review of economics & finance : IREF
196
Finance research letters
175
Journal of international money and finance
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
The North American journal of economics and finance : a journal of financial economics studies
147
International review of financial analysis
134
Journal of banking & finance
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
The empirical economics letters : a monthly international journal of economics
113
Applied financial economics
108
International journal of forecasting
106
Journal of macroeconomics
106
Journal of empirical finance
105
International journal of finance & economics : IJFE
101
Research in international business and finance
100
Journal of international financial markets, institutions & money
98
Journal of economic dynamics & control
90
International journal of economics and financial issues : IJEFI
89
Journal of risk and financial management : JRFM
87
International Journal of Energy Economics and Policy : IJEEP
82
International journal of economics and finance
82
Cogent economics & finance
78
Econometric reviews
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Macroeconomic dynamics
77
Journal of forecasting
75
Empirical economics : a quarterly journal of the Institute for Advanced Studies
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
The journal of futures markets
68
The European journal of finance
67
Journal of monetary economics
63
Theoretical and applied economics : GAER review
62
Journal of money, credit and banking : JMCB
58
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ECONIS (ZBW)
92
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1
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
4
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
5
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
8
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
10
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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