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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Afonso, António"
~person:"Blundell, Richard W."
~person:"Brooks, Robert"
~person:"Chang, Tsangyao"
~person:"Karanassou, Marika"
~person:"Li, Qi"
~person:"MacDonald, Ronald"
~person:"Pesaran, M. Hashem"
~person:"Puhani, Patrick A."
~person:"Rycx, François"
~person:"Su, Chi-Wei"
~person:"Zaremba, Adam"
~subject:"Schätzung"
~subject:"Unemployment"
~type:"article"
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Time series analysis
United States
Schätzung
Unemployment
Estimation
29
Panel
6
Panel study
6
Capital income
5
Kapitaleinkommen
5
Börsenkurs
4
Cointegration
4
Economic growth
4
Einheitswurzeltest
4
Exchange rate
4
Kointegration
4
OECD countries
4
OECD-Staaten
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Theory
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Unit root test
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Estimation theory
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Schätztheorie
3
Statistical test
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Statistischer Test
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Structural break
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Strukturbruch
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asset pricing
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29
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29
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29
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Afonso, António
Blundell, Richard W.
Brooks, Robert
Chang, Tsangyao
Karanassou, Marika
Li, Qi
MacDonald, Ronald
Pesaran, M. Hashem
Puhani, Patrick A.
Rycx, François
Su, Chi-Wei
Zaremba, Adam
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
14
Gil-Alaña, Luis A.
11
Gupta, Rangan
9
Zhu, Huiming
9
Umar, Zaghum
8
Narayan, Paresh Kumar
7
Selvanathan, Saroja
6
Turner, Paul
6
Yoon, Seong-min
6
French, Michael T.
5
Kandil, Magda
5
Salim, Ruhul A.
5
Sosvilla-Rivero, Simón
5
Su, Liangjun
5
Weber, Enzo
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Berument, Hakan
4
Blazsek, Szabolcs
4
Cassou, Steven Peter
4
Chowdhury, Abdur R.
4
Franses, Philip Hans
4
Gao, Jiti
4
Goel, Rajeev K.
4
Hammoudeh, Shawkat
4
Jacobs, Jan
4
Löthgren, Mickael
4
Ma, Feng
4
McAleer, Michael
4
Payne, James E.
4
Schmidt, Martin B.
4
Shumway, C. Richard
4
Silvapulle, Paramsothy
4
Tawadros, George B.
4
Thornton, James
4
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Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics letters
48
Journal of international financial markets, institutions & money
13
The empirical economics letters : a monthly international journal of economics
11
Economic modelling
10
Journal of applied econometrics
10
Economic research
9
International review of economics & finance : IREF
8
Journal of international money and finance
8
Applied financial economics
7
Economics letters
7
International journal of finance & economics : IJFE
7
Journal of econometrics
7
International journal of economics
6
Open economies review
6
Pacific-Basin finance journal
6
International review of financial analysis
5
Journal of banking & finance
5
Journal of empirical finance
5
The South African journal of economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic systems
4
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of international trade & economic development
4
Applied economics quarterly
3
Argumenta oeconomica
3
Australian economic papers
3
Defence and peace economics
3
Econometric reviews
3
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global finance journal
3
International journal of manpower
3
Japan and the world economy : international journal of theory and policy
3
Quantitative economics : QE ; journal of the Econometric Society
3
Romanian journal of economic forecasting
3
The review of economics and statistics
3
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ECONIS (ZBW)
29
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1
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
2
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
3
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
4
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
5
The nexus between fiscal and current account imbalances in OECD economies
Afonso, António
;
Opoku, Philemon Kwame
- In:
Applied economics
55
(
2023
)
13
,
pp. 1389-1406
Persistent link: https://www.econbiz.de/10013554920
Saved in:
6
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
7
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
8
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum
;
Riaz, Yasir
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
18
,
pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
Saved in:
9
Nonparametric panel estimation of labor supply
Ju, Gaosheng
;
Gan, Li
;
Li, Qi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 260-274
Persistent link: https://www.econbiz.de/10012176622
Saved in:
10
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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