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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~type:"article"
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Time series analysis
United States
Estimation
496
Schätzung
496
Theorie
173
Theory
173
USA
170
Welt
54
World
54
Forecasting model
46
Prognoseverfahren
46
Estimation theory
45
Schätztheorie
45
Capital income
38
Kapitaleinkommen
38
Volatility
37
Volatilität
37
Zeitreihenanalyse
35
Börsenkurs
34
Share price
34
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30
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30
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25
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Capital market returns
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23
Regression analysis
23
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22
Monte-Carlo-Simulation
22
Nichtparametrisches Verfahren
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Article in journal
193
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1
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193
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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.
2
Fleissig, Adrian R.
2
Koop, Gary
2
Li, Mingliang
2
Maio, Paulo
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Post, Thierry
2
Ritter, Jay
2
Serletis, Apostolos
2
Sola, Martin
2
Sorescu, Sorin M.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wu, Liuren
2
Aassve, Arnstein
1
Agarwal, Vikas
1
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1
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1
Allee, John M.
1
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1
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1
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1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Athanasopoulos, George
1
Augurzky, Boris
1
Babbs, Simon H.
1
Bae, Youngsoo
1
Bai, Jennie
1
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Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
Applied economics
337
Applied economics letters
211
The review of economics and statistics
172
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
Economic modelling
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
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
83
International review of economics & finance : IREF
82
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
Southern economic journal
65
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Macroeconomic dynamics
53
Journal of empirical finance
52
Finance research letters
51
American journal of agricultural economics
50
Journal of human resources : JHR
49
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ECONIS (ZBW)
193
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193
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
9
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
Saved in:
10
Board ancestral diversity and firm-performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1117-1155
Persistent link: https://www.econbiz.de/10012139387
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