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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Southern economic journal"
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Time series analysis
United States
Estimation
614
Schätzung
614
USA
235
Theorie
217
Theory
217
Welt
62
World
62
Estimation theory
46
Forecasting model
46
Prognoseverfahren
46
Schätztheorie
46
Volatility
41
Volatilität
41
Capital income
38
Kapitaleinkommen
38
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
4
Santa-Clara, Pedro
3
Bollerslev, Tim
2
Carriero, Andrea
2
Chemmanur, Thomas J.
2
Chesher, Andrew
2
Clark, Todd E.
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Engsted, Tom
2
Fang, Wen-shwo
2
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2
Koop, Gary
2
Li, Mingliang
2
Maio, Paulo
2
Mavroeidis, Sophocles
2
McMillin, W. Douglas
2
McNown, Robert F.
2
Miller, Stephen M.
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Post, Thierry
2
Ritter, Jay
2
Schmidt, Martin B.
2
Serletis, Apostolos
2
Sola, Martin
2
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2
Urbain, Jean-Pierre
2
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2
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2
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2
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1
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1
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1
Ahelegbey, Daniel Felix
1
Ahn, Dong-Hyun
1
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1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, David A.
1
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Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
Southern economic journal
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
Applied economics letters
211
CESifo working papers
211
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
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163
Economic modelling
158
NBER working paper series
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
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103
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99
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
86
International journal of forecasting
84
International review of economics & finance : IREF
82
Discussion paper
81
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 economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Journal of labor economics
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ECONIS (ZBW)
258
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
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2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
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3
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:
4
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:
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
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
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8
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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9
Match quality and divorce among naturalized U.S. citizens
Dziadula, Eva
- In:
Southern economic journal
89
(
2022
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10013382418
Saved in:
10
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
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