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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~subject:"Shock"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Shock
Estimation
563
Schätzung
562
Theorie
179
Theory
179
Volatility
131
Volatilität
131
Capital income
129
Kapitaleinkommen
129
Börsenkurs
97
Share price
97
Zeitreihenanalyse
86
Prognoseverfahren
80
Aktienmarkt
76
Stock market
76
Geldpolitik
67
Monetary policy
67
Welt
59
World
59
ARCH model
58
ARCH-Modell
58
Business cycle
55
Konjunktur
55
Risiko
54
Risk
54
USA
53
VAR model
53
VAR-Modell
53
Schock
49
Bayesian inference
39
Cointegration
39
Kointegration
39
Bayes-Statistik
38
Estimation theory
38
Markov chain
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Markov-Kette
38
Schätztheorie
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English
225
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Gupta, Rangan
6
Ma, Feng
6
Nonejad, Nima
3
Salisu, Afees A.
3
Baur, Dirk G.
2
Biolsi, Christopher
2
Boubaker, Heni
2
Canarella, Giorgio
2
Charles, Amélie
2
Choi, Sangyup
2
Coakley, Jerry
2
Crowley, Patrick M.
2
Darné, Olivier
2
Donayre, Luiggi
2
Dufrénot, Gilles
2
Fabozzi, Frank J.
2
Focardi, Sergio M.
2
Gong, Xue
2
Huang, Yisu
2
Hughes Hallett, Andrew
2
Kim, Jae H.
2
Koop, Gary
2
Liu, Xiaochun
2
Lovcha, Yuliya
2
Martin, Vance
2
Miller, Stephen M.
2
Panovska, Irina
2
Perez-Laborda, Alejandro
2
Péguin-Feissolle, Anne
2
Sarkar, Saikat
2
Scharler, Johann
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yarovaya, Larisa
2
Zaremba, Adam
2
Abrar, Afsheen
1
Agnello, Luca
1
Aguiar-Conraria, Luís
1
Aharon, David Y.
1
Ahmed, Ali M.
1
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International review of financial analysis
Journal of macroeconomics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
476
Discussion paper / Centre for Economic Policy Research
421
Economic modelling
175
Applied economics
159
Finance research letters
149
Energy economics
123
Journal of econometrics
117
Discussion papers / CEPR
113
Economics letters
110
International journal of forecasting
110
Applied economics letters
105
International review of economics & finance : IREF
102
The North American journal of economics and finance : a journal of financial economics studies
91
Journal of banking & finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of economic dynamics & control
69
Journal of international money and finance
69
Journal of empirical finance
64
American economic journal : a journal of the American Economic Association
56
Journal of financial economics
52
Research in international business and finance
44
Journal of forecasting
43
Journal of applied econometrics
42
Journal of international financial markets, institutions & money
41
Pacific-Basin finance journal
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
SpringerLink / Bücher
39
European economic review : EER
37
Macroeconomic dynamics
37
The review of financial studies
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
The American economic review
34
Econometric reviews
32
Academy of Management journal : AMJ
31
International journal of finance & economics : IJFE
30
Journal of monetary economics
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ECONIS (ZBW)
225
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1
The transmission of monetary policy shocks through the markets for reserves and money
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of macroeconomics
80
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558712
Saved in:
2
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
3
Unravelling the credit market shocks and investment dynamics : a theoretical and empirical perspective
Zabavnik, Darja
;
Verbič, Miroslav
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543987
Saved in:
4
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
5
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
6
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
7
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
8
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
9
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:
10
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
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