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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Time series analysis
United States
Forecasting model
Regression analysis
Estimation
414
Schätzung
414
Theorie
155
Theory
155
Zeitreihenanalyse
84
Geldpolitik
64
Monetary policy
64
USA
63
Volatility
62
Volatilität
62
VAR model
56
VAR-Modell
56
Business cycle
54
Konjunktur
54
Estimation theory
44
Schock
44
Schätztheorie
44
Shock
44
Prognoseverfahren
43
Bayes-Statistik
40
Bayesian inference
40
Cointegration
40
Kointegration
40
Welt
33
World
33
Capital income
32
Kapitaleinkommen
32
Markov chain
31
Markov-Kette
31
Nichtlineare Regression
31
Nonlinear regression
31
Inflation
30
Panel
30
Panel study
30
Economic growth
29
Regressionsanalyse
29
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Article
180
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180
Conference paper
1
Konferenzbeitrag
1
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English
180
Author
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Gupta, Rangan
5
Marcellino, Massimiliano
4
Billio, Monica
2
Biolsi, Christopher
2
Boubaker, Heni
2
Canarella, Giorgio
2
Carriero, Andrea
2
Casarin, Roberto
2
Clark, Todd E.
2
Crowley, Patrick M.
2
Donayre, Luiggi
2
Dufrénot, Gilles
2
Hughes Hallett, Andrew
2
Koop, Gary
2
Liu, Xiaochun
2
Lovcha, Yuliya
2
Ma, Jun
2
Martin, Vance
2
Miller, Stephen M.
2
Perez-Laborda, Alejandro
2
Péguin-Feissolle, Anne
2
Sarkar, Saikat
2
Strachan, Rodney W.
2
Wohar, Mark E.
2
Abel, Joshua
1
Agnello, Luca
1
Aguiar-Conraria, Luís
1
Ahelegbey, Daniel Felix
1
Ahmed, Ali M.
1
Ahmed, Haydory Akbar
1
Aloy, Marcel
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
Ando, Tomohiro
1
Anzuini, Alessio
1
Apergēs, Nikolaos
1
Aristidou, Chrystalleni
1
Assidi, Nadia
1
Athanasopoulos, George
1
Audrino, Francesco
1
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Journal of applied econometrics
Journal of macroeconomics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
465
Discussion paper / Centre for Economic Policy Research
400
Journal of econometrics
159
Applied economics
158
Economic modelling
158
Finance research letters
133
Energy economics
117
International journal of forecasting
108
Applied economics letters
106
Economics letters
100
The North American journal of economics and finance : a journal of financial economics studies
96
International review of economics & finance : IREF
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
International review of financial analysis
71
Journal of banking & finance
69
Journal of empirical finance
65
American economic journal : a journal of the American Economic Association
54
Discussion papers / CEPR
54
Research in international business and finance
49
Journal of financial economics
47
Journal of economic dynamics & control
45
Journal of international money and finance
42
Journal of forecasting
41
SpringerLink / Bücher
40
Pacific-Basin finance journal
39
Econometric reviews
38
Journal of international financial markets, institutions & money
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
The review of financial studies
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
The American economic review
32
Computational economics
30
Journal of financial econometrics
30
Academy of Management journal : AMJ
28
International journal of finance & economics : IJFE
28
Quantitative finance
26
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ECONIS (ZBW)
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81
Modeling time-variation over the business cycle (1960-2017) : an international perspective
Martínez-García, Enrique
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011966119
Saved in:
82
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
83
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
84
Penalized quantile regression with semiparametric correlated effects : an application with heterogeneous preferences
Harding, Matthew C.
;
Lamarche, Carlos
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10011689797
Saved in:
85
Spotting the danger zone : forecasting financial crises with classification tree ensembles and many predictors
Ward, Felix
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011690208
Saved in:
86
Transitions at different moments in time : a spatial probit approach
Elhorst, J. Paul
;
Heijnen, Pim
;
Samarina, Anna
;
Jacobs, Jan
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 422-439
Persistent link: https://www.econbiz.de/10011690252
Saved in:
87
Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.
;
Musolesi, Antonio
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
Saved in:
88
Endogeneity bias and growth regressions
Hauk, William
- In:
Journal of macroeconomics
51
(
2017
),
pp. 143-161
Persistent link: https://www.econbiz.de/10011752367
Saved in:
89
The cyclicality of fiscal policy : new evidence from unobserved components approach
Bashar, Omar Haider Mohammad Nazmul
;
Bhattacharya, Prasad S.
- In:
Journal of macroeconomics
53
(
2017
),
pp. 222-234
Persistent link: https://www.econbiz.de/10011753436
Saved in:
90
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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