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subject:"Theorie"
type:"article"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Cointegration"
~subject:"Markov chain"
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Theorie
Cointegration
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Estimation
645
Schätzung
640
Theory
253
Estimation theory
221
Schätztheorie
221
Time series analysis
143
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Phillips, Peter C. B.
6
Gallant, A. Ronald
5
Koop, Gary
5
Serletis, Apostolos
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Lütkepohl, Helmut
3
Pesaran, M. Hashem
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Shin, Yongcheol
3
Steel, Mark F. J.
3
Todorov, Viktor
3
Xu, Libo
3
Afonso, Oscar
2
Andersen, Torben
2
Asai, Manabu
2
Barigozzi, Matteo
2
Barnett, William A.
2
Chan, Joshua
2
De Peretti, Philippe
2
Dijk, Dick van
2
Eickmeier, Sandra
2
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2
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2
Fleissig, Adrian R.
2
Francis, Neville
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2
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2
Gao, Jiti
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2
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2
Harvey, Andrew C.
2
Heckman, James J.
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jones, Barry E.
2
Kutlu, Levent
2
Lee, Lung-fei
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Journal of econometrics
Macroeconomic dynamics
Applied economics
442
Economic modelling
307
Applied economics letters
263
Economics letters
238
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Journal of international money and finance
170
International review of economics & finance : IREF
168
Journal of applied econometrics
158
Energy economics
148
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138
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134
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129
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113
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112
The review of economics and statistics
112
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110
International journal of economics and financial issues : IJEFI
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Journal of monetary economics
99
Finance research letters
98
International journal of economics and finance
97
International journal of finance & economics : IJFE
96
International journal of forecasting
96
The North American journal of economics and finance : a journal of financial economics studies
95
European economic review : EER
94
International Journal of Energy Economics and Policy : IJEEP
94
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89
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86
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85
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Econometric reviews
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80
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80
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79
The American economic review
78
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76
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ECONIS (ZBW)
284
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
10
UK household-sector money demand and Divisia monetary aggregates in the new millennium
Fleissig, Adrian R.
;
Jones, Barry E.
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10014465382
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