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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Impact assessment"
~subject:"Konjunktur"
~subject:"Zinsstruktur"
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Time series analysis
United States
Impact assessment
Konjunktur
Zinsstruktur
Estimation
530
Schätzung
526
USA
205
Theorie
195
Theory
195
Monetary policy
86
Geldpolitik
85
Business cycle
74
Schock
59
Shock
59
Capital income
53
Kapitaleinkommen
53
Inflation
52
Forecasting model
50
Prognoseverfahren
50
VAR model
49
VAR-Modell
49
Volatility
48
Volatilität
48
Yield curve
42
Zeitreihenanalyse
40
Börsenkurs
35
Share price
35
Bayes-Statistik
33
Bayesian inference
33
Risikoprämie
33
Risk premium
33
Dynamic equilibrium
29
Dynamisches Gleichgewicht
29
Estimation theory
29
Schätztheorie
29
Risk
28
Portfolio selection
26
Portfolio-Management
26
Interest rate
25
Risiko
25
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Free
178
Undetermined
75
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Book / Working Paper
203
Article
119
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Arbeitspapier
203
Working Paper
203
Graue Literatur
191
Non-commercial literature
191
Article in journal
119
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119
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1
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1
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English
322
Author
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Kim, Don H.
10
Zhou, Hao
8
D'Amico, Stefania
6
Laubach, Thomas
5
Li, Geng
5
Wei, Min
5
Berger, Allen N.
4
Bollerslev, Tim
4
Downing, Chris
4
Falato, Antonio
4
Han, Song
4
Roberts, John M.
4
Shan, Hui
4
Tetlow, Robert
4
Vidangos, Ivan
4
Carlson, Mark
3
Durham, J. Benson
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kiley, Michael T.
3
López-Salido, José David
3
Meisenzahl, Ralf R.
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Whelan, Karl
3
Williams, John C.
3
Wright, Jonathan H.
3
Aguiar-Conraria, Luís
2
Ahn, Hie Joo
2
Bachmann, Ruediger
2
Bali, Turan G.
2
Bansal, Ravi
2
Berge, Travis J.
2
Berger, Tino
2
Berkowitz, Jeremy
2
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Institution
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Federal Reserve System / Division of Research and Statistics
10
Published in...
All
Finance and economics discussion series
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
1,653
Discussion paper series / IZA
754
Discussion paper / Centre for Economic Policy Research
581
NBER working paper series
502
Applied economics
454
NBER Working Paper
432
CESifo working papers
364
Applied economics letters
301
Economic modelling
251
Working paper
242
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Economics letters
213
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
The review of economics and statistics
180
IZA Discussion Paper
179
The American economic review
174
The journal of finance : the journal of the American Finance Association
151
Discussion paper
147
Applied financial economics
140
Journal of applied econometrics
138
Journal of international money and finance
137
International review of economics & finance : IREF
134
Energy economics
129
Discussion paper / Tinbergen Institute
124
Journal of banking & finance
121
Journal of monetary economics
120
Journal of money, credit and banking : JMCB
117
Journal of macroeconomics
115
The North American journal of economics and finance : a journal of financial economics studies
110
ZEW discussion papers
109
Kiel working paper
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Finance research letters
104
The review of financial studies
101
Discussion papers / CEPR
98
International journal of forecasting
95
Working paper series / European Central Bank
95
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ECONIS (ZBW)
322
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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
Inflation and real activity over the business cycle
Bianchi, Francesco
;
Nicolò, Giovanni
;
Song, Dongho
-
2023
Persistent link: https://www.econbiz.de/10014384491
Saved in:
3
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
4
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
5
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
6
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
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
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
9
The effect of the PPPLF on PPP lending by commercial banks
Anbil, Sriya
;
Carlson, Mark
;
Styczynski, Mary-Frances
-
2021
Persistent link: https://www.econbiz.de/10012608827
Saved in:
10
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
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