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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~subject:"Panel study"
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Time series analysis
United States
Panel study
Estimation
957
Schätzung
955
Theorie
278
Theory
278
Welt
198
World
198
Volatility
185
Volatilität
185
Capital income
175
Kapitaleinkommen
175
Exchange rate
154
Wechselkurs
152
Börsenkurs
142
Share price
142
USA
120
Stock market
119
Aktienmarkt
118
Geldpolitik
95
Monetary policy
95
Forecasting model
91
Prognoseverfahren
91
Kaufkraftparität
90
Purchasing power parity
90
Schock
77
Shock
77
EU countries
72
EU-Staaten
72
Risk
71
Risikoprämie
70
Risk premium
70
Risiko
69
Cointegration
68
Kointegration
67
Zeitreihenanalyse
65
VAR model
64
VAR-Modell
63
ARCH model
62
ARCH-Modell
62
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1
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Article
232
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232
Aufsatz in Zeitschrift
232
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English
232
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Balcilar, Mehmet
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Wahab, Mamoud S.
3
Wohar, Mark E.
3
Xie, Zixiong
3
Afonso, António
2
Ahmad, Wasim
2
Amano, Robert A.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Tsangyao
2
Cheikh, Nidhaleddine Ben
2
Chiu, Yi-bin
2
Christopulos, Dēmētrēs K.
2
Holmes, Mark J.
2
Jalles, João Tovar
2
Lai, Kon-sun
2
Lee, Chien-chiang
2
Lyons, Richard K.
2
MacDonald, Ronald
2
Miller, Stephen M.
2
Otero, Jesús G.
2
Panagiōtidēs, Theodōros
2
Papell, David H.
2
Peel, David
2
Salisu, Afees A.
2
Wu, Chunchi
2
Wu, Jyh-lin
2
Wu, Po-chin
2
Zaied, Younes Ben
2
Ōgaki, Masao
2
Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
Adarov, Amat
1
Ahmad, Ahmad Hassan
1
Ahrens, Ralf
1
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International review of economics & finance : IREF
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
1,497
Discussion paper series / IZA
531
Applied economics
443
Discussion paper / Centre for Economic Policy Research
407
Applied economics letters
291
CESifo working papers
291
Economic modelling
260
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
244
Journal of econometrics
243
Economics letters
217
Working paper
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
NBER working paper series
178
The review of economics and statistics
174
Finance and economics discussion series
171
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Journal of applied econometrics
146
Energy economics
144
NBER Working Paper
124
Applied financial economics
123
Discussion paper / Tinbergen Institute
121
The empirical economics letters : a monthly international journal of economics
108
Discussion paper
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The review of financial studies
92
Journal of money, credit and banking : JMCB
90
The North American journal of economics and finance : a journal of financial economics studies
90
International journal of forecasting
87
Journal of banking & finance
87
The journal of futures markets
87
IZA Discussion Paper
86
Journal of macroeconomics
84
Discussion papers / Deutsches Institut für Wirtschaftsforschung
81
Econometric reviews
78
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Finance research letters
75
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ECONIS (ZBW)
232
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
Effects of common prosperity on China's education expenditure : empirical analysis based on CFPS quasi-micro panel data
Wang, Huizong
;
Liu, Huijie
;
Fu, Qiang
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 440-455
Persistent link: https://www.econbiz.de/10014492167
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
5
The incentive effects of the macro tax burden on economic growth : a negative or positive incentive effect? : analysis based on panel data
Zhang, Xiekui
;
Huang, Yihan
;
Wei, Fenglan
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 128-147
Persistent link: https://www.econbiz.de/10014535331
Saved in:
6
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
7
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
8
Does macro-prudential regulation lead to low interest rate? : an empirical analysis based on the transnational panel model
Yang, Yuanyuan
;
Liu, Yuxin
;
Yin, Lei
;
Wang, Jianjun
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014583513
Saved in:
9
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
10
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
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