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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~subject:"Cointegration"
~subject:"Kointegration"
~subject:"Regression analysis"
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Time series analysis
United States
Cointegration
Kointegration
Regression analysis
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
Geldpolitik
103
Monetary policy
103
Börsenkurs
99
Share price
99
Estimation theory
96
Schätztheorie
96
EU countries
95
EU-Staaten
95
Forecasting model
93
Prognoseverfahren
93
Aktienmarkt
91
Stock market
91
VAR model
91
VAR-Modell
91
Capital income
89
Kapitaleinkommen
89
Schock
85
Shock
85
Business cycle
81
Konjunktur
81
Regressionsanalyse
66
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English
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
5
Arčabić, Vladimir
4
Lee, Chien-chiang
4
Sola, Martin
4
Doppelhofer, Gernot
3
Gil-Alaña, Luis A.
3
Huang, Zhuo
3
Jalil, Abdul
3
Jiang, Cuixia
3
Koop, Gary
3
Lee, Junsoo
3
Nazlıoğlu, Şaban
3
Papell, David H.
3
Paradiso, Antonio
3
Psaradakis, Zacharias G.
3
Strachan, Rodney W.
3
Tiwari, Aviral Kumar
3
Urbain, Jean-Pierre
3
Weeks, Melvyn
3
Xu, Qifa
3
Apergēs, Nikolaos
2
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
Clark, Todd E.
2
Demetrescu, Matei
2
Fan, Jingwen
2
Fleissig, Adrian R.
2
Francois, John Nana
2
Gaglianone, Wagner Piazza
2
Hall, Stephen G.
2
Hook, Law Siong
2
Hsu, Chi-Sheng
2
Idrees, Muhammad
2
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Economic modelling
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,497
Discussion paper series / IZA
516
Applied economics
480
Discussion paper / Centre for Economic Policy Research
410
Applied economics letters
324
CESifo working papers
269
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
248
Journal of econometrics
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Working paper
200
Economics letters
182
NBER working paper series
176
The review of economics and statistics
173
Finance and economics discussion series
171
Energy economics
167
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
International review of economics & finance : IREF
135
Applied financial economics
128
The empirical economics letters : a monthly international journal of economics
126
NBER Working Paper
118
Discussion paper / Tinbergen Institute
117
Journal of international money and finance
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of economics and financial issues : IJEFI
105
Discussion paper
102
International Journal of Energy Economics and Policy : IJEEP
102
International journal of forecasting
98
Journal of banking & finance
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Journal of macroeconomics
92
The review of financial studies
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International journal of economics and finance
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Journal of money, credit and banking : JMCB
91
The journal of futures markets
90
Finance research letters
89
Journal of economic dynamics & control
82
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
424
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1
Nonlinear dynamics of Kimchi premium
Seo, Myung Hwan
;
Koo, Bonsoo
;
Yang, Yangzhuoran Fin
- In:
Economic modelling
135
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549082
Saved in:
2
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
9
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
10
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
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