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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Time series analysis
United States
Estimation
492
Schätzung
492
Theorie
172
Theory
172
USA
169
Welt
54
World
54
Forecasting model
46
Prognoseverfahren
46
Estimation theory
43
Schätztheorie
43
Capital income
38
Kapitaleinkommen
38
Volatility
37
Volatilität
37
Zeitreihenanalyse
35
Börsenkurs
34
Share price
34
Panel
28
Panel study
28
CAPM
25
Deutschland
25
Germany
25
Yield curve
25
Zinsstruktur
25
Bayes-Statistik
24
Bayesian inference
24
Großbritannien
24
United Kingdom
24
VAR model
24
VAR-Modell
24
Capital market returns
23
Kapitalmarktrendite
23
Regression analysis
23
Regressionsanalyse
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Nichtparametrisches Verfahren
20
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43
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Article
192
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Article in journal
192
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192
Collection of articles of several authors
1
Conference paper
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English
192
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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
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
Ahelegbey, Daniel Felix
1
Ahn, Dong-Hyun
1
Allee, John M.
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Athanasopoulos, George
1
Augurzky, Boris
1
Babbs, Simon H.
1
Bae, Youngsoo
1
Bai, Jennie
1
Bai, Jushan
1
Bai, Yu
1
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Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
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
CESifo working papers
211
Applied economics letters
209
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
Working paper
162
Economic modelling
157
NBER working paper series
156
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
92
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
85
International journal of forecasting
82
Discussion paper
81
International review of economics & finance : IREF
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
Southern economic journal
65
Journal of labor economics
61
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ECONIS (ZBW)
192
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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
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
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:
7
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:
8
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:
9
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
Saved in:
10
Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
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