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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Time series analysis
United States
Forecasting model
Estimation
429
Schätzung
429
Theorie
187
Theory
187
Zeitreihenanalyse
88
Geldpolitik
77
Monetary policy
77
Business cycle
72
Konjunktur
72
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69
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69
VAR model
65
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Schock
57
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47
Bayes-Statistik
42
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38
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144
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English
144
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Gupta, Rangan
5
Liu, Xiaochun
3
Lovcha, Yuliya
3
Perez-Laborda, Alejandro
3
Wohar, Mark E.
3
Biolsi, Christopher
2
Boubaker, Heni
2
Canarella, Giorgio
2
Crowley, Patrick M.
2
Donayre, Luiggi
2
Dufrénot, Gilles
2
Hughes Hallett, Andrew
2
Leiva-Leon, Danilo
2
Ma, Jun
2
Martin, Vance
2
Miller, Stephen M.
2
Pavlidis, Efthymios G.
2
Peel, David
2
Péguin-Feissolle, Anne
2
Sarkar, Saikat
2
Afonso, António
1
Agnello, Luca
1
Aguiar-Conraria, Luís
1
Ahmed, Ali M.
1
Ahmed, Haydory Akbar
1
Aloy, Marcel
1
Anzuini, Alessio
1
Apergēs, Nikolaos
1
Aristidou, Chrystalleni
1
Audrino, Francesco
1
Bacchiocchi, Emanuele
1
Bahramian, Pejman
1
Bak, Yuhyeon
1
Banerjee, Anurag Narayan
1
Bashar, Omar Haider Mohammad Nazmul
1
Baumeister, Christiane
1
Baur, Dirk G.
1
Bec, Frédérique
1
Becker, Ralf
1
Belaire-Franch, Jorge
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Journal of macroeconomics
Macroeconomic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
133
Economic modelling
131
Finance research letters
120
Journal of econometrics
114
International journal of forecasting
107
Energy economics
98
Applied economics letters
84
International review of economics & finance : IREF
83
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
64
Journal of empirical finance
61
American economic journal : a journal of the American Economic Association
54
Journal of financial economics
47
Journal of economic dynamics & control
45
Journal of forecasting
41
Journal of international money and finance
39
Research in international business and finance
39
Journal of applied econometrics
38
Pacific-Basin finance journal
36
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
Academy of Management journal : AMJ
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
27
Computational economics
26
Quantitative finance
26
International journal of finance & economics : IJFE
23
Journal of financial and quantitative analysis : JFQA
21
Journal of financial markets
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
144
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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
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
Saved in:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
The more, the better? : forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model
Huang, MeiChi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10014247351
Saved in:
6
Are the forecasts of professionals compatible with the taylor rule? : evidence from the euro area
Czudaj, Robert
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 698-717
Persistent link: https://www.econbiz.de/10014247547
Saved in:
7
A sectoral approach to measuring output gap : evidence from 20 US Sectors over 1948-2020
Tercioğlu, Remzi Bariș
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 1115-1137
Persistent link: https://www.econbiz.de/10014306714
Saved in:
8
Central bank credibility and inflation expectations : a microfounded forecasting approach
Issler, João Victor
;
Soares, Ana Flávia
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1268-1288
Persistent link: https://www.econbiz.de/10014306744
Saved in:
9
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:
10
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
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