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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Estimation
1,748
Schätzung
1,744
Theorie
428
Theory
428
USA
277
Welt
173
World
173
Zeitreihenanalyse
140
Börsenkurs
136
Share price
136
Volatility
129
Volatilität
129
Panel
121
Panel study
121
Cointegration
119
Kointegration
119
Business cycle
116
Konjunktur
116
Kaufkraftparität
113
Purchasing power parity
113
Capital income
112
Kapitaleinkommen
112
Estimation theory
108
Schätztheorie
108
Economic growth
107
Wirtschaftswachstum
107
Forecasting model
104
Prognoseverfahren
104
Monetary policy
100
Geldpolitik
99
Aktienmarkt
91
Stock market
91
VAR model
91
VAR-Modell
91
Schock
90
Shock
90
Deutschland
85
Germany
85
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Undetermined
123
Free
3
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Article
399
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Article in journal
Arbeitspapier
432
Working Paper
432
Graue Literatur
423
Non-commercial literature
423
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399
Systematic review
2
Übersichtsarbeit
2
Collection of articles of several authors
1
Conference paper
1
Country report
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399
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
6
Marcellino, Massimiliano
6
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Gupta, Rangan
4
Pesaran, M. Hashem
4
Tiwari, Aviral Kumar
4
Chan, Joshua
3
Everaert, Gerdie
3
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Aguiar-Conraria, Luís
2
Beltratti, Andrea
2
Benati, Luca
2
Berger, Tino
2
Bhaskara Rao, Buddhavarapu
2
Bollerslev, Tim
2
Carcel, Hector
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Cook, Steven
2
Fleissig, Adrian R.
2
Haley, M. Ryan
2
Hanck, Christoph
2
Ireland, Peter N.
2
Jawadi, Fredj
2
Kapetanios, George
2
Koop, Gary
2
Kumbhakar, Subal
2
Langot, François
2
Li, Mingliang
2
Liu, Dingming
2
Martins, Manuel Mota Freitas
2
McKenzie, Jordi
2
Moosa, Imad A.
2
Morley, Bruce
2
Nieh, Chien-chung
2
Nielsen, Morten Ørregaard
2
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Applied economics letters
Discussion paper series / IZA
Journal of applied econometrics
Journal of economic dynamics & control
Applied economics
337
The review of economics and statistics
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of econometrics
162
Economic modelling
157
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
135
Applied financial economics
117
Journal of international money and finance
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
85
The journal of futures markets
85
International journal of forecasting
82
International review of economics & finance : IREF
81
Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
64
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Macroeconomic dynamics
53
Finance research letters
51
American journal of agricultural economics
50
Journal of empirical finance
50
Journal of human resources : JHR
49
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ECONIS (ZBW)
399
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399
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
9
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
10
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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