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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Estimation
602
Schätzung
598
Theorie
265
Theory
265
USA
139
Zeitreihenanalyse
65
Schock
61
Shock
61
VAR model
61
VAR-Modell
61
Monetary policy
60
Business cycle
59
Geldpolitik
59
Konjunktur
59
Estimation theory
55
Schätztheorie
55
Volatility
54
Volatilität
54
Welt
52
World
52
Bayes-Statistik
51
Bayesian inference
51
Forecasting model
49
Prognoseverfahren
49
Panel
32
Panel study
32
Inflation
29
Markov chain
29
Markov-Kette
29
Capital income
28
Großbritannien
28
Kapitaleinkommen
28
United Kingdom
28
EU countries
27
EU-Staaten
27
Impact assessment
27
Wirkungsanalyse
27
Deutschland
26
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Undetermined
62
Free
2
Type of publication
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Article
191
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Collection of articles of several authors
Article in journal
191
Conference paper
1
Country report
1
Konferenzbeitrag
1
Länderbericht
1
Sammelwerk
1
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Language
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English
191
Author
All
Marcellino, Massimiliano
6
Pesaran, M. Hashem
4
Chan, Joshua
3
Everaert, Gerdie
3
Aguiar-Conraria, Luís
2
Benati, Luca
2
Berger, Tino
2
Bollerslev, Tim
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Ireland, Peter N.
2
Kapetanios, George
2
Koop, Gary
2
Langot, François
2
Li, Mingliang
2
Martins, Manuel Mota Freitas
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Pozzi, Lorenzo
2
Serletis, Apostolos
2
Smith, Gregor W.
2
Soares, Maria Joana
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Ahelegbey, Daniel Felix
1
Ahn, Hie Joo
1
Altavilla, Carlo
1
Amir Ahmadi, Pooyan
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Anderson, Richard G.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
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Journal of applied econometrics
Journal of economic dynamics & control
Applied economics
337
Applied economics letters
211
The review of economics and statistics
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of econometrics
162
Economic modelling
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
135
Applied financial economics
117
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
The journal of futures markets
86
Energy economics
85
International journal of forecasting
84
International review of economics & finance : IREF
83
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 macroeconomics
72
Journal of monetary economics
70
Southern economic journal
64
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
Finance research letters
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Macroeconomic dynamics
53
Journal of empirical finance
51
American journal of agricultural economics
50
Journal of human resources : JHR
49
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ECONIS (ZBW)
191
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1
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10
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191
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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
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
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:
5
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:
6
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:
7
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
8
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
9
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
10
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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