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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Lütkepohl, Helmut"
~person:"Post, Thierry"
~person:"Yitzhaki, Shlomo"
~subject:"Konjunktur"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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Theory
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5
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5
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5
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Christiano, Lawrence J.
Lütkepohl, Helmut
Post, Thierry
Yitzhaki, Shlomo
Hommes, Cars H.
19
Kort, Peter M.
18
Gallegati, Mauro
12
Brock, William A.
11
Turnovsky, Stephen J.
11
Westerhoff, Frank H.
11
Arifovic, Jasmina
9
Chiarella, Carl
9
Feichtinger, Gustav
9
Ghysels, Eric
9
Long, Ngo Van
9
Timmermann, Allan
9
Den Haan, Wouter J.
8
Diebold, Francis X.
8
He, Xue-zhong
8
Ireland, Peter N.
8
Jørgensen, Steffen
8
Koop, Gary
8
Pesaran, M. Hashem
8
Bhattacharya, Joydeep
7
Boucekkine, Raouf
7
Dawid, Herbert
7
Farmer, J. Doyne
7
Gregory, Allan W.
7
Harvey, Andrew C.
7
Heijdra, Ben J.
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Hughes Hallett, Andrew
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Judd, Kenneth L.
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Lillo, Fabrizio
7
Lioui, Abraham
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7
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7
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6
Canova, Fabio
6
Chatterjee, Santanu
6
Diks, Cees G. H.
6
Engle, Robert F.
6
Engwerda, Jacob Christiaan
6
Evans, George W.
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Journal of econometrics
11
Econometric theory
10
Economics letters
9
The American economic review
8
Journal of monetary economics
7
Federal Reserve Bank of Minneapolis quarterly review
6
International journal of forecasting
4
Journal of banking & finance
4
Journal of money, credit and banking : JMCB
4
Journal of productivity analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The econometrics journal
4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European economic review : EER
3
Journal of political economy
3
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3
Oxford bulletin of economics and statistics
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The review of economics and statistics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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European journal of political economy
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Journal of economic theory
2
Macroeconomic dynamics
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Research on economic inequality : a research annual
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Review of quantitative finance and accounting
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American economic journal : a journal of the American Economic Association
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Handbook of monetary economics ; Vol. 3,A
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International Seminar on Macroeconomics
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International statistical review : a journal of the International Statistical Institute and its associations
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ECONIS (ZBW)
17
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1
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
2
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
3
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
4
Introducing financial frictions and unemployment into a small open economy model
Christiano, Lawrence J.
;
Trabandt, Mathias
;
Walentin, Karl
- In:
Journal of economic dynamics & control
35
(
2011
)
12
,
pp. 1999-2041
Persistent link: https://www.econbiz.de/10009413521
Saved in:
5
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
6
Who does not respond in the household expenditure survey : an exercise in extended Gini regressions
Schechtman, Edna
;
Yitzhaki, Shlomo
;
Artsev, Yevgeny
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10003754188
Saved in:
7
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
8
Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.
;
Fisher, Jonas D. M.
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1179-1232
Persistent link: https://www.econbiz.de/10001474594
Saved in:
9
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Saved in:
10
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
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