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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Engle, Robert F."
~person:"Fritsch, Michael"
~person:"Timmermann, Allan"
~subject:"Schätzung"
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Time series analysis
United States
Schätzung
Estimation
9
USA
7
Theorie
5
Theory
5
Forecasting model
4
Prognoseverfahren
4
Bankenkrise
3
Banking crisis
3
Bank risk
2
Bankenaufsicht
2
Banking supervision
2
Bankrisiko
2
Business cycle
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2
EU countries
2
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Financial analysis
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Stress test
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Stresstest
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Systemic risk
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1950-2013
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1959-2002
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1962-2011
1
1986-2008
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2008
1
2011-2013
1
Aktienindex
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Graue Literatur
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Non-commercial literature
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English
9
Author
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Engle, Robert F.
Fritsch, Michael
Timmermann, Allan
Massa, Massimo
22
Rose, Andrew
20
Marcellino, Massimiliano
19
Ours, Jan C. van
18
Rodríguez-Pose, Andrés
17
Favero, Carlo A.
13
Lechner, Michael
13
Gerlach, Stefan
12
Guiso, Luigi
12
Kilian, Lutz
12
Minford, Patrick
12
Van Reenen, John
12
Jappelli, Tullio
11
Pischke, Jörn-Steffen
10
Alesina, Alberto
9
Burgess, Simon M.
9
Forni, Mario
9
Zhang, Hong
9
Artis, Michael J.
8
Ghysels, Eric
8
Giavazzi, Francesco
8
Haskel, Jonathan
8
Ichino, Andrea
8
Kramarz, Francis
8
Sarno, Lucio
8
Teulings, Coen N.
8
Zimmermann, Klaus F.
8
Zweimüller, Josef
8
Berg, Gerard J. van den
7
Bloom, Nicholas
7
Gambetti, Luca
7
Giannetti, Mariassunta
7
Lalive, Rafael
7
Lettau, Martin
7
Pistaferri, Luigi
7
Redding, Stephen
7
Schivardi, Fabiano
7
Schularick, Moritz
7
Wickens, Michael R.
7
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Department of Economics, University of California San Diego
18
Freiberger Arbeitspapiere
15
Working paper / National Bureau of Economic Research, Inc.
11
Freiberg working papers
8
NBER working paper series
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Jena economic research papers
6
Discussion paper series / IZA
5
NBER Working Paper
5
Small business economics : an entrepreneurship journal
5
Discussion paper series / LSE Financial Markets Group
4
IZA Discussion Paper
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of econometrics
3
Papers on entrepreneurship, growth and public policy
3
Regional studies
3
SOEPpaper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working papers / Brandeis University, Department of Economics and International Business School
3
CESifo working papers
2
Cambridge working papers in economics
2
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
2
DAE working paper
2
DIW Berlin Discussion Paper
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper in financial economics : FE
2
Discussion papers / CEPR
2
Empirische Analysen zum Gründungsgeschehen in Deutschland : mit 55 Tabellen
2
Forecasting volatility in the financial markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Regional studies : official journal of the Regional Studies Association
2
Research policy : policy, management and economic studies of science, technology and innovation
2
Review of industrial organization : RIO
2
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
2
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ECONIS (ZBW)
9
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1
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
3
Runs on money market funds
Schmidt, Lawrence
;
Timmermann, Allan
;
Wermers, Russ
-
2014
Persistent link: https://www.econbiz.de/10010363565
Saved in:
4
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
7
Understanding analysts' earnings expectations : biases, nonlinearities and predictability
Aiolfi, Marco
;
Giudice Rodriguez, Marius del
; …
-
2010
Persistent link: https://www.econbiz.de/10003945518
Saved in:
8
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
9
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
Saved in:
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