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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~subject:"Aktienmarkt"
~subject:"Cointegration"
~subject:"Kointegration"
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Time series analysis
United States
Aktienmarkt
Cointegration
Kointegration
Estimation
1,194
Schätzung
1,193
Theorie
337
Theory
337
USA
161
Welt
155
World
155
Volatility
140
Volatilität
140
Panel
139
Panel study
139
Zeitreihenanalyse
135
Economic growth
108
Wirtschaftswachstum
107
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103
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103
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99
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99
Estimation theory
96
Schätztheorie
96
EU countries
95
EU-Staaten
95
Forecasting model
93
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93
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91
VAR model
91
VAR-Modell
91
Capital income
89
Kapitaleinkommen
89
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85
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85
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81
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81
Regression analysis
66
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
5
Arčabić, Vladimir
4
Lee, Chien-chiang
4
Narayan, Seema
4
Sola, Martin
4
Tiwari, Aviral Kumar
4
Arouri, Mohamed
3
Gil-Alaña, Luis A.
3
Huang, Zhuo
3
Jalil, Abdul
3
Koop, Gary
3
Lee, Junsoo
3
Nazlıoğlu, Şaban
3
Papell, David H.
3
Paradiso, Antonio
3
Psaradakis, Zacharias G.
3
Serletis, Apostolos
3
Urbain, Jean-Pierre
3
Bacchiocchi, Emanuele
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Carriero, Andrea
2
Casarin, Roberto
2
Chang, Chun Ping
2
Chen, Shyh-Wei
2
Chesher, Andrew
2
Chien, Mei-Se
2
Clark, Todd E.
2
Demetrescu, Matei
2
Fan, Jingwen
2
Fleissig, Adrian R.
2
Francois, John Nana
2
Gaglianone, Wagner Piazza
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Hall, Stephen G.
2
Hamori, Shigeyuki
2
Hatemi-J, Abdulnasser
2
Hsu, Chi-Sheng
2
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Economic modelling
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,511
Applied economics
495
Discussion paper series / IZA
440
Discussion paper / Centre for Economic Policy Research
415
Applied economics letters
349
CESifo working papers
264
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
NBER working paper series
206
Working paper
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
International review of economics & finance : IREF
180
Journal of econometrics
175
The review of economics and statistics
173
Applied financial economics
171
Finance and economics discussion series
170
Energy economics
167
Finance research letters
167
Economics letters
163
The American economic review
153
The journal of finance : the journal of the American Finance Association
150
NBER Working Paper
143
The North American journal of economics and finance : a journal of financial economics studies
139
Journal of international money and finance
134
International review of financial analysis
124
The empirical economics letters : a monthly international journal of economics
122
International journal of economics and financial issues : IJEFI
121
Journal of banking & finance
121
Discussion paper / Tinbergen Institute
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
International journal of economics and finance
106
Research in international business and finance
105
International Journal of Energy Economics and Policy : IJEEP
104
Journal of international financial markets, institutions & money
103
International journal of finance & economics : IJFE
100
The journal of futures markets
97
Discussion paper
96
Journal of money, credit and banking : JMCB
93
The review of financial studies
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ECONIS (ZBW)
434
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1
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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2
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:
3
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
Saved in:
4
Income inequality and household debt : a U.S. state-level spatial analysis
Vijverberg, Chu-ping C.
- In:
Economic modelling
138
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549248
Saved in:
5
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:
6
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
7
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
8
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
9
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
10
CO2 emissions, energy consumption, and economic growth : determining the stability of the 3E relationship
González, María A.
;
Montañés, Antonio
- In:
Economic modelling
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384314
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