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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"EU countries"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
EU countries
Estimation
987
Schätzung
986
Theorie
336
Theory
336
USA
228
Capital income
161
Kapitaleinkommen
161
Forecasting model
126
Prognoseverfahren
126
Volatility
123
Volatilität
123
Börsenkurs
112
Share price
112
Welt
103
World
103
Risikoprämie
74
Risk premium
74
Zeitreihenanalyse
72
Estimation theory
71
Schätztheorie
71
Portfolio selection
68
Portfolio-Management
68
Geldpolitik
64
Monetary policy
64
Yield curve
63
Zinsstruktur
63
Schock
57
Shock
57
CAPM
56
Bank
54
Aktienmarkt
52
Stock market
52
VAR model
51
VAR-Modell
51
EU-Staaten
49
Deutschland
46
Germany
46
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Undetermined
68
Free
2
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Article
321
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Article in journal
320
Aufsatz in Zeitschrift
320
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Country report
1
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1
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1
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English
321
Author
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Marcellino, Massimiliano
7
Kilian, Lutz
4
Pesaran, M. Hashem
4
Fleissig, Adrian R.
3
Nelson, Charles R.
3
Pozzi, Lorenzo
3
Ammann, Manuel
2
Anderson, Heather M.
2
Banerjee, Anindya
2
Beyer, Andreas
2
Calem, Paul Seth
2
Carpenter, Seth B.
2
Carriero, Andrea
2
Chan, Joshua
2
Chesher, Andrew
2
Chiang, Raymond
2
Clark, Todd E.
2
Croushore, Dean Darrell
2
Demiralp, Selva
2
Dewachter, Hans
2
Dungey, Mardi H.
2
Eickmeier, Sandra
2
Elton, Edwin J.
2
Elyasiani, Elyas
2
Feng, Guohua
2
Fève, Patrick
2
Gruber, Martin Jay
2
Guo, Hui
2
Härdle, Wolfgang
2
Iania, Leonardo
2
Ireland, Peter N.
2
Koop, Gary
2
Li, Mingliang
2
Lyrio, Marco
2
Ma, Jun
2
Mark, Nelson C.
2
Matousek, Roman
2
Nelson, Edward
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
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Journal of applied econometrics
Journal of banking & finance
Journal of money, credit and banking : JMCB
Working paper / National Bureau of Economic Research, Inc.
1,499
Discussion paper series / IZA
513
Discussion paper / Centre for Economic Policy Research
470
Applied economics
407
CESifo working papers
317
Applied economics letters
260
Economic modelling
223
Working paper
209
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
NBER working paper series
173
The review of economics and statistics
173
Finance and economics discussion series
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Journal of econometrics
164
Economics letters
157
The American economic review
153
The journal of finance : the journal of the American Finance Association
149
Journal of international money and finance
129
Applied financial economics
128
Discussion paper
127
Discussion paper / Tinbergen Institute
121
NBER Working Paper
118
Working paper series / European Central Bank
115
International review of economics & finance : IREF
107
Energy economics
104
Kiel working paper
93
The review of financial studies
93
Journal of macroeconomics
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
International journal of forecasting
88
The North American journal of economics and finance : a journal of financial economics studies
88
Discussion papers / Deutsches Institut für Wirtschaftsforschung
87
The journal of futures markets
85
Journal of economic dynamics & control
81
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
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ECONIS (ZBW)
321
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1
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:
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
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:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
7
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
8
Heterogeneity in euro area monetary policy transmission : results from a large multicountry BVAR model
Mandler, Martin
;
Scharnagl, Michael
;
Volz, Ute
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 627-649
Persistent link: https://www.econbiz.de/10013167491
Saved in:
9
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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