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subject:"Prognoseverfahren"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~subject:"United States"
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Prognoseverfahren
United States
Estimation
619
Schätzung
619
Theorie
248
Theory
248
Capital income
172
Kapitaleinkommen
172
USA
147
Estimation theory
138
Schätztheorie
138
Forecasting model
109
Time series analysis
107
Zeitreihenanalyse
107
Volatility
98
Volatilität
98
CAPM
94
Börsenkurs
89
Risikoprämie
89
Risk premium
89
Share price
89
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Portfolio selection
58
Portfolio-Management
58
Regression analysis
43
Regressionsanalyse
43
Yield curve
41
Zinsstruktur
41
Risk
40
Aktienmarkt
39
Stock market
39
Risiko
38
Stochastic process
33
Stochastischer Prozess
33
Bayes-Statistik
32
Bayesian inference
32
Factor analysis
30
Faktorenanalyse
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Panel
28
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1
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English
241
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Bollerslev, Tim
4
Bali, Turan G.
3
Franses, Philip Hans
3
Jacobs, Kris
3
Lo, Andrew W.
3
Moskowitz, Tobias J.
3
Nagel, Stefan
3
Ravazzolo, Francesco
3
Tamoni, Andrea
3
Todorov, Viktor
3
Bai, Jennie
2
Bandi, Federico M.
2
Bekaert, Geert
2
Booth, James R.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Carrasco, Marine
2
Chan, Joshua
2
Diebold, Francis X.
2
Enders, Walter
2
Engle, Robert F.
2
Frazzini, Andrea
2
Ghysels, Eric
2
Hong, Harrison G.
2
Huang, Shiyang
2
Huber, Florian
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Koop, Gary
2
Lamont, Owen A.
2
Leybourne, Stephen James
2
Lin, Tse-Chun
2
Lobato, Ignacio N.
2
Lucas, André
2
Malmendier, Ulrike
2
Marcellino, Massimiliano
2
Mariano, Roberto S.
2
McCabe, Brendan Peter Martin
2
Paye, Bradley S.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
1,507
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
419
Applied economics
320
NBER working paper series
190
Applied economics letters
188
Finance and economics discussion series
183
CESifo working papers
182
The review of economics and statistics
172
International journal of forecasting
162
Working paper
162
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
NBER Working Paper
131
Economic modelling
124
Journal of banking & finance
124
Journal of applied econometrics
118
Applied financial economics
117
Journal of econometrics
114
Journal of forecasting
113
Economics letters
112
Journal of international money and finance
108
Finance research letters
105
The journal of futures markets
101
The review of financial studies
94
International review of economics & finance : IREF
92
Journal of money, credit and banking : JMCB
90
Discussion paper
86
Energy economics
86
Journal of financial and quantitative analysis : JFQA
86
International review of financial analysis
85
Journal of empirical finance
85
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Discussion paper / Tinbergen Institute
71
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ECONIS (ZBW)
241
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1
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
2
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
3
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
4
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
5
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
6
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
7
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
8
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
9
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
10
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
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