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subject:"Schätztheorie"
~person:"MacDonald, Ronald"
~person:"Robinson, Peter M."
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"United Kingdom"
~type:"article"
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Schätztheorie
ARCH-Modell
Theorie
United Kingdom
Theory
126
Exchange rate
25
Wechselkurs
25
Purchasing power parity
23
Kaufkraftparität
22
Estimation theory
20
Time series analysis
20
Zeitreihenanalyse
20
Estimation
17
Schätzung
17
USA
14
United States
14
Welt
14
World
14
Cointegration
13
Großbritannien
13
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13
Monetary approach to exchange rates
12
Monetäre Wechselkurstheorie
12
Devisenmarkt
11
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11
US dollar
11
US-Dollar
11
Deutschland
10
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10
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10
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9
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Yen
9
Deutsche Mark
8
Exchange rate theory
7
Forecasting model
7
Japan
7
Prognoseverfahren
7
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7
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121
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108
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16
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5
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5
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3
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English
125
French
1
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MacDonald, Ronald
Robinson, Peter M.
Güth, Werner
184
Nijkamp, Peter
182
Pestieau, Pierre
174
Creedy, John
171
Beladi, Hamid
170
Stiglitz, Joseph E.
169
Frey, Bruno S.
162
Fabozzi, Frank J.
148
Tirole, Jean
148
Phillips, Peter C. B.
146
Lai, Ching-chong
145
Long, Ngo Van
141
Thisse, Jacques-François
141
Broll, Udo
140
Marjit, Sugata
140
Cremer, Helmuth
138
Turnovsky, Stephen J.
132
Laffont, Jean-Jacques
128
Lambertini, Luca
128
Färe, Rolf
127
Acemoglu, Daron
120
Mukherjee, Arijit
119
Aghion, Philippe
116
Stark, Oded
116
Buchanan, James M.
114
Andersen, Torben M.
112
Jarrow, Robert A.
111
Laporte, Gilbert
111
Batabyal, Amitrajeet A.
110
Gersbach, Hans
109
Shogren, Jason F.
109
Smith, Vernon L.
107
Devereux, Michael B.
106
Cheng, T. C. E.
105
Quiggin, John C.
105
Bossert, Walter
104
Miceli, Thomas J.
104
Tsionas, Efthymios G.
104
Franses, Philip Hans
102
Hodgson, Geoffrey M.
102
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of econometrics
9
Econometric theory
8
Journal of international money and finance
6
Staff papers / International Monetary Fund
5
The Manchester School of Economic and Social Studies
5
Applied financial economics
4
Economics letters
4
Equilibrium exchange rates
4
Journal of international financial markets, institutions & money
4
Oxford bulletin of economics and statistics
4
Bulletin of economic research
3
Open economies review
3
The economic journal : the journal of the Royal Economic Society
3
The review of economic studies
3
Australian economic papers
2
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2
Economica
2
Journal of economic surveys
2
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1
Bank i kredyt
1
Central Europe towards Monetary Union : macroeconomic underpinnings and financial reputation
1
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Currency and competitiveness in Europe
1
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1
Economie & prévision : EP
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
Emergo : journal of transforming economies and societies
1
Exchange rates and macroeconomic dynamics
1
Global finance journal
1
Greek economic review
1
IMF staff papers
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
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ECONIS (ZBW)
126
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
3
A hybrid approach to exchange rates : how do macro news and order flow affect exchange rate volatility?
Zhang, Guangfeng
;
Marsh, Ian
;
MacDonald, Ronald
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011718725
Saved in:
4
Half-lives of currencies and aggregation bias
Kunkler, Michael
;
MacDonald, Ronald
- In:
Economics letters
135
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011434874
Saved in:
5
Refined tests for spatial correlation
Robinson, Peter M.
;
Rossi, Francesca
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10011545542
Saved in:
6
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
7
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
8
Real exchange rates, the trade balance and net foreign assets : long-run relationships and measures of misalignment
Zhang, Guangfeng
;
MacDonald, Ronald
- In:
Open economies review
25
(
2014
)
4
,
pp. 635-653
Persistent link: https://www.econbiz.de/10010411939
Saved in:
9
Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of empirical finance
22
(
2013
),
pp. 52-66
Persistent link: https://www.econbiz.de/10009768431
Saved in:
10
Nominal interest rates and stationarity
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Review of quantitative finance and accounting
40
(
2013
)
4
,
pp. 741-745
Persistent link: https://www.econbiz.de/10009739600
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