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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The American economic review"
~subject:"Forecasting model"
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Time series analysis
United States
Forecasting model
Estimation
338
Schätzung
334
Theorie
106
Theory
106
USA
94
Impact assessment
52
Wirkungsanalyse
52
Business cycle
47
Konjunktur
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Monetary policy
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Schock
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Shock
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VAR model
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VAR-Modell
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Bayes-Statistik
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Bayesian inference
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131
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Aguiar-Conraria, Luís
2
Autor, David H.
2
Berger, Tino
2
Cascaldi-Garcia, Danilo
2
Chan, Joshua
2
Deryugina, Tatyana
2
Everaert, Gerdie
2
Haltiwanger, John C.
2
Kahn, Lisa B.
2
Kurmann, André
2
Levitt, Steven D.
2
Long, Huaigang
2
Martins, Manuel Mota Freitas
2
Otrok, Christopher M.
2
Schanzenbach, Diane Whitmore
2
Schulhofer-Wohl, Sam
2
Shapiro, Joseph S.
2
Soares, Maria Joana
2
Turner, Lesley J.
2
Walker, Reed
2
Zaremba, Adam
2
Adam, Klaus
1
Ahn, Hie Joo
1
Aizer, Anna
1
Almeida, Caio
1
Almond, Douglas
1
Amir Ahmadi, Pooyan
1
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1
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Antràs, Pol
1
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1
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Barnichon, Regis
1
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1
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1
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1
Bianchi, Robert
1
Bils, Mark
1
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1
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American economic journal : a journal of the American Economic Association
Journal of economic dynamics & control
The American economic review
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Finance research letters
128
Journal of econometrics
114
International journal of forecasting
110
Energy economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
87
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of banking & finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
Journal of empirical finance
62
Journal of financial economics
47
Discussion papers / CEPR
46
Journal of forecasting
42
Journal of international money and finance
40
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
39
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
32
Journal of macroeconomics
31
Academy of Management journal : AMJ
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
27
Quantitative finance
26
International journal of finance & economics : IJFE
25
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ECONIS (ZBW)
131
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1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
3
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
4
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
9
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
10
Disciplining expectations and the forward guidance puzzle
Müller, Tobias
;
Christoffel, Kai
;
Mazelis, Falk
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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