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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Macroeconomics and finance in emerging market economies"
~isPartOf:"Sveriges Riksbank working paper series"
~subject:"Prognoseverfahren"
~subject:"Sweden"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Monetary policy
Zinspolitik
Prognoseverfahren
Sweden
Estimation
770
Schätzung
761
Theorie
294
Theory
294
Estimation theory
233
Schätztheorie
233
Volatility
148
Volatilität
148
Time series analysis
146
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146
Nichtparametrisches Verfahren
109
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109
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102
Panel study
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97
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Fan, Jianqing
3
Kim, Donggyu
3
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2
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2
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2
Bollerslev, Tim
2
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2
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2
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2
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2
Long, Huaigang
2
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2
Muduli, Silu
2
Pattanaik, Sitikantha
2
Patton, Andrew J.
2
Rodrigues, Paulo M. M.
2
Schorfheide, Frank
2
Sánchez-Fung, José R.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Zaremba, Adam
2
Akosah, Nana Kwame
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
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Anderson, Richard G.
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Anoop K Suresh
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1
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1
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1
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1
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1
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1
Bekaert, Geert
1
Belongia, Michael T.
1
Bennedsen, Mikkel
1
Bhatt, Vipul
1
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1
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Journal of econometrics
Journal of economic dynamics & control
Macroeconomics and finance in emerging market economies
Sveriges Riksbank working paper series
Applied economics
165
International journal of forecasting
157
Economic modelling
150
Finance research letters
109
Journal of forecasting
109
Applied economics letters
102
Journal of banking & finance
99
Journal of international money and finance
99
Economics letters
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
International review of economics & finance : IREF
86
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of macroeconomics
73
Journal of empirical finance
72
Journal of financial economics
64
Energy economics
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of money, credit and banking : JMCB
55
Journal of monetary economics
54
Journal of applied econometrics
49
Journal of international financial markets, institutions & money
44
Macroeconomic dynamics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
International journal of finance & economics : IJFE
40
Pacific-Basin finance journal
39
The European journal of finance
35
Applied financial economics
34
European economic review : EER
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
International journal of economics and finance
32
Research in international business and finance
30
Journal of risk and financial management : JRFM
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Open economies review
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
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ECONIS (ZBW)
142
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142
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1
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
2
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
6
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
9
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
10
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
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