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subject:"Theorie"
type:"article"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Cointegration"
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Theorie
Cointegration
Estimation
543
Schätzung
543
Theory
231
USA
127
United States
127
Time series analysis
63
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63
VAR model
54
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247
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Serletis, Apostolos
6
Clark, Todd E.
4
Fleissig, Adrian R.
4
Pesaran, M. Hashem
4
Marcellino, Massimiliano
3
Phillips, Peter C. B.
3
Urbain, Jean-Pierre
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Xu, Libo
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2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
De Peretti, Philippe
2
Escribano, Álvaro
2
Francis, Neville
2
Gallant, A. Ronald
2
Hafner, Christian M.
2
Jones, Barry E.
2
Kilian, Lutz
2
Koop, Gary
2
Lucas, André
2
Lütkepohl, Helmut
2
Martin, Gael M.
2
Nielsen, Morten Ørregaard
2
Psaradakis, Zacharias G.
2
Robin, Jean-Marc
2
Seater, John J.
2
Sola, Martin
2
Vahid, Farshid
2
Wolters, Jürgen
2
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1
Abbate, Angela
1
Abo-Zaid, Salem
1
Acerenza, Santiago
1
Acosta Ormaechea, Santiago Leonardo Enrique
1
Ahn, Hie Joo
1
Akira Toda, Alexis
1
Allon, Gad
1
Altavilla, Carlo
1
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Journal of applied econometrics
Macroeconomic dynamics
Applied economics
419
Economic modelling
290
Applied economics letters
251
Economics letters
231
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Journal of econometrics
176
Journal of international money and finance
170
International review of economics & finance : IREF
160
Energy economics
134
Journal of banking & finance
131
Journal of macroeconomics
130
Journal of economic dynamics & control
128
The review of economics and statistics
113
Applied financial economics
111
The empirical economics letters : a monthly international journal of economics
110
International journal of economics and financial issues : IJEFI
109
Journal of empirical finance
104
Journal of monetary economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
Finance research letters
97
International journal of finance & economics : IJFE
96
International Journal of Energy Economics and Policy : IJEEP
94
International journal of economics and finance
93
European economic review : EER
92
International journal of forecasting
91
Journal of international economics
89
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of urban economics
86
Journal of financial economics
85
The journal of finance : the journal of the American Finance Association
85
Econometric reviews
83
The American economic review
78
Journal of money, credit and banking : JMCB
77
The economic journal : the journal of the Royal Economic Society
77
Journal of forecasting
76
The Canadian journal of economics
74
American journal of agricultural economics
72
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ECONIS (ZBW)
247
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
9
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
10
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
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