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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of macroeconomics"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
382
Schätzung
382
Theorie
115
Theory
115
Geldpolitik
60
Monetary policy
60
Business cycle
53
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Gupta, Rangan
6
Meng, Ming
3
Wohar, Mark E.
3
Aguiar-Conraria, Luís
2
Biolsi, Christopher
2
Crowley, Patrick M.
2
Glocker, Christian
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Hughes Hallett, Andrew
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Lee, Hyejin
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Finance research letters
134
Applied economics
133
Economic modelling
132
Journal of econometrics
114
Energy economics
111
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
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
International review of financial analysis
65
Journal of empirical finance
62
American economic journal : a journal of the American Economic Association
54
Discussion papers / CEPR
49
Journal of economic dynamics & control
48
Journal of financial economics
47
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42
Journal of international money and finance
40
Academy of Management journal : AMJ
39
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
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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
The American economic review
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
International journal of finance & economics : IJFE
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Journal of financial econometrics
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ECONIS (ZBW)
96
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1
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96
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1
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
2
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
3
Unconventional monetary policy announcements and information shocks in the U.S.
Breitenlechner, Max
;
Gründler, Daniel
;
Scharler, Johann
- In:
Journal of macroeconomics
67
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012628064
Saved in:
4
Labor productivity forecasts based on a Beveridge-Nelson filter : Is there statistical evidence for a slowdown?
Biolsi, Christopher
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013274611
Saved in:
5
Time-varying uncertainty and variance risk premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013274639
Saved in:
6
Temporal disaggregation of business dynamics : new evidence for U.S. economy
Rossi, Lorenza
;
Zanetti Chini, Emilio
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013274647
Saved in:
7
State-dependent biases and the quality of China's preliminary GDP announcements
Yang, Lixiong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2663-2687
Persistent link: https://www.econbiz.de/10012498622
Saved in:
8
On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Ge, Xinyu
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
Saved in:
9
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
10
Are there asymmetric relations between real interest rates and agricultural commodity prices? : testing for threshold effects of US real interest rates and adjusted wheat, corn, an...
Castro Campos, Bente
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 371-394
Persistent link: https://www.econbiz.de/10012253225
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