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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Economics letters"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The review of financial studies"
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Time series analysis
United States
Estimation
1,756
Schätzung
1,750
Theorie
551
Theory
551
USA
486
Welt
234
World
234
Geldpolitik
180
Monetary policy
180
Volatility
166
Volatilität
166
Capital income
162
Kapitaleinkommen
162
Estimation theory
145
Schätztheorie
145
Schock
143
Shock
143
Forecasting model
134
Prognoseverfahren
134
Inflation
129
Exchange rate
127
Wechselkurs
127
Business cycle
122
Konjunktur
122
VAR model
122
VAR-Modell
121
Börsenkurs
117
Share price
117
Zeitreihenanalyse
117
Panel
113
Panel study
113
Yield curve
96
Zinsstruktur
96
Kaufkraftparität
93
Purchasing power parity
93
Risikoprämie
91
Risk premium
91
Impact assessment
90
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155
Undetermined
121
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Article
409
Book / Working Paper
169
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Article in journal
406
Aufsatz in Zeitschrift
406
Arbeitspapier
169
Working Paper
169
Graue Literatur
167
Non-commercial literature
167
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English
578
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Zhou, Hao
9
Kim, Don H.
7
D'Amico, Stefania
6
Li, Geng
6
Berger, Allen N.
5
Han, Song
5
Bekaert, Geert
4
Bollerslev, Tim
4
Carpenter, Seth B.
4
Demiralp, Selva
4
Falato, Antonio
4
Gupta, Rangan
4
Laubach, Thomas
4
Nalewaik, Jeremy
4
Roberts, John M.
4
Shan, Hui
4
Tetlow, Robert
4
Vidangos, Ivan
4
Wei, Min
4
Ang, Andrew
3
Bali, Turan G.
3
Chan, Joshua
3
Downing, Chris
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kelly, Bryan T.
3
Kilian, Lutz
3
López-Salido, José David
3
Molloy, Raven S.
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Stanton, Richard
3
Stulz, René M.
3
Whelan, Karl
3
Williams, John C.
3
Österholm, Pär
3
Aizcorbe, Ana M.
2
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Federal Reserve System / Division of Research and Statistics
8
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Economics letters
Finance and economics discussion series
Journal of international money and finance
Journal of money, credit and banking : JMCB
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
CESifo working papers
211
Applied economics letters
209
The review of economics and statistics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
Working paper
162
Economic modelling
157
NBER working paper series
156
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
118
Journal of applied econometrics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
85
International journal of forecasting
82
Discussion paper
81
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 economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
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ECONIS (ZBW)
578
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1
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10
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578
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1
Inflation and real activity over the business cycle
Bianchi, Francesco
;
Nicolò, Giovanni
;
Song, Dongho
-
2023
Persistent link: https://www.econbiz.de/10014384491
Saved in:
2
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
3
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
Saved in:
4
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
5
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
7
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
8
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
9
Inflation and real GDP growth in the U.S. : demand or supply driven?
Chang, Jui-chuan Della
;
Jansen, Dennis W.
;
Pagliacci, …
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460681
Saved in:
10
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
Saved in:
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