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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~subject:"EU countries"
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Time series analysis
United States
EU countries
Estimation
796
Schätzung
795
Theorie
262
Theory
262
USA
149
Capital income
146
Kapitaleinkommen
146
Forecasting model
107
Prognoseverfahren
107
Volatility
107
Volatilität
107
Börsenkurs
103
Share price
103
Welt
85
World
85
Estimation theory
68
Schätztheorie
68
Portfolio selection
66
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66
Risikoprämie
64
Risk premium
64
Zeitreihenanalyse
60
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48
Aktienmarkt
47
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47
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44
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44
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43
EU-Staaten
42
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41
Panel study
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39
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228
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English
228
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Ammann, Manuel
2
Anderson, Heather M.
2
Beyer, Andreas
2
Carriero, Andrea
2
Chesher, Andrew
2
Chiang, Raymond
2
Clark, Todd E.
2
Dewachter, Hans
2
Dungey, Mardi H.
2
Eickmeier, Sandra
2
Elton, Edwin J.
2
Feng, Guohua
2
Fleissig, Adrian R.
2
Gruber, Martin Jay
2
Herwartz, Helmut
2
Härdle, Wolfgang
2
Iania, Leonardo
2
Koop, Gary
2
Li, Mingliang
2
Lyrio, Marco
2
Matousek, Roman
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
Okunev, John
2
Phillips, Peter C. B.
2
Pozzi, Lorenzo
2
Serletis, Apostolos
2
Sibbertsen, Philipp
2
Sola, Martin
2
St.-Amour, Pascal
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Abbritti, Mirko
1
Abel, Joshua
1
Afonso, António
1
Agrawal, Deepak
1
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Journal of applied econometrics
Journal of banking & finance
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
319
Applied economics letters
263
Economic modelling
225
Working paper
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
NBER working paper series
176
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
130
Applied financial economics
128
Discussion paper
127
Discussion paper / Tinbergen Institute
121
NBER Working Paper
118
Working paper series / European Central Bank
116
International review of economics & finance : IREF
111
Energy economics
105
Journal of money, credit and banking : JMCB
95
Kiel working paper
93
The review of financial studies
93
International journal of forecasting
91
Journal of macroeconomics
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
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
86
Journal of economic dynamics & control
82
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)
228
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1
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:
2
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:
3
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:
4
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
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