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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Macroeconomic dynamics"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United Kingdom"
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Theorie
Zeitreihenanalyse
Time series analysis
USA
United Kingdom
Estimation
619
Schätzung
618
Theory
210
Capital income
144
Kapitaleinkommen
144
Volatility
105
Volatilität
105
Börsenkurs
103
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103
Forecasting model
90
Prognoseverfahren
90
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84
Portfolio selection
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66
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47
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45
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40
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293
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Serletis, Apostolos
7
De Peretti, Philippe
3
Fleissig, Adrian R.
3
Liu, Xiaochun
3
Prokopczuk, Marcel
3
Seater, John J.
3
Xu, Libo
3
Afonso, Oscar
2
Ashley, Richard A.
2
Berger, Tino
2
Castelnuovo, Efrem
2
Chiang, Raymond
2
Clare, Andrew D.
2
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2
Elton, Edwin J.
2
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2
Feng, Guohua
2
Francis, Neville
2
Gallant, A. Ronald
2
Gil-Alaña, Luis A.
2
Giuli, Francesco
2
Gruber, Martin Jay
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Hinich, Melvin J.
2
Jones, Barry E.
2
Lovcha, Yuliya
2
Ma, Jun
2
Martins, Luís Filipe
2
Min, Byoung-Kyu
2
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2
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2
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2
Pozzi, Lorenzo
2
Rösch, Daniel
2
Shaffer, Sherrill
2
Shahmoradi, Asghar
2
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2
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Journal of banking & finance
Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
1,780
Discussion paper series / IZA
868
Discussion paper / Centre for Economic Policy Research
697
NBER working paper series
663
Applied economics
655
NBER Working Paper
569
CESifo working papers
437
Applied economics letters
373
Working paper
340
Economic modelling
316
Economics letters
300
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
290
IZA Discussion Paper
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of econometrics
251
Discussion paper
240
Journal of international money and finance
223
Journal of applied econometrics
215
The review of economics and statistics
212
Applied financial economics
210
Finance and economics discussion series
206
The American economic review
196
Discussion paper / Tinbergen Institute
188
International review of economics & finance : IREF
188
The journal of finance : the journal of the American Finance Association
165
Journal of economic dynamics & control
164
Journal of macroeconomics
158
Discussion papers / CEPR
157
Energy economics
154
Europäische Hochschulschriften / 5
146
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
Journal of empirical finance
130
Journal of monetary economics
130
Journal of money, credit and banking : JMCB
128
Finance research letters
127
International journal of forecasting
125
The North American journal of economics and finance : a journal of financial economics studies
125
CESifo Working Paper Series
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ECONIS (ZBW)
293
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1
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
2
Undesired monetary policy effects in a bubbly world
Ciccarone, Giuseppe
;
Giuli, Francesco
;
Marchetti, Enrico
; …
- In:
Macroeconomic dynamics
28
(
2024
)
4
,
pp. 913-945
Persistent link: https://www.econbiz.de/10015055125
Saved in:
3
Factor-augmented QVAR models : an observation-driven approach
Alanya-Beltran, Willy
- In:
Macroeconomic dynamics
28
(
2024
)
4
,
pp. 970-989
Persistent link: https://www.econbiz.de/10015055127
Saved in:
4
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
5
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
7
Bankruptcy costs, idiosyncratic risk, and long-run growth
Acosta Ormaechea, Santiago Leonardo Enrique
;
Morozumi, …
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1807-1842
Persistent link: https://www.econbiz.de/10014364403
Saved in:
8
Quantifying spillovers of coordinated investment stimulus in the EU
Pfeiffer, Philipp Ludwig
;
Varga, Janos
;
Veld, Jan in 't
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1843-1865
Persistent link: https://www.econbiz.de/10014364404
Saved in:
9
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
10
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
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