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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~subject:"Business cycle"
~subject:"Volatilität"
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Time series analysis
United States
Business cycle
Volatilität
Estimation
631
Schätzung
631
Theorie
259
Theory
259
USA
149
Geldpolitik
68
Monetary policy
68
Welt
67
World
67
Zeitreihenanalyse
60
Schock
59
Shock
59
VAR model
59
VAR-Modell
59
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53
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48
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48
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46
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46
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46
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46
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44
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43
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42
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42
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39
Bayesian inference
39
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35
Deutschland
35
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35
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35
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33
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33
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32
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32
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English
251
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Clark, Todd E.
3
Biolsi, Christopher
2
Carriero, Andrea
2
Chesher, Andrew
2
Choi, Sangyup
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dées, Stéphane
2
Engsted, Tom
2
Fleissig, Adrian R.
2
Garratt, Anthony
2
Hughes Hallett, Andrew
2
Kapetanios, George
2
Keating, John William
2
Koop, Gary
2
Li, Mingliang
2
Ma, Jun
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
Phillips, Peter C. B.
2
Russell, Bill
2
Scharler, Johann
2
Serletis, Apostolos
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Vilasuso, Jon R.
2
Wel, Michel van der
2
Wohar, Mark E.
2
Aassve, Arnstein
1
Abo-Zaid, Salem
1
Aguiar-Conraria, Luís
1
Ahelegbey, Daniel Felix
1
Almosova, Anna
1
Altavilla, Carlo
1
Amano, Robert A.
1
An, Zidong
1
Andersen, Torben
1
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Journal of applied econometrics
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,564
Discussion paper series / IZA
519
Applied economics
479
Discussion paper / Centre for Economic Policy Research
463
NBER working paper series
325
Applied economics letters
308
CESifo working papers
301
Economic modelling
282
NBER Working Paper
262
Working paper
227
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
213
Economics letters
211
Energy economics
211
Journal of econometrics
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Finance and economics discussion series
189
International review of economics & finance : IREF
178
The review of economics and statistics
176
Applied financial economics
169
The American economic review
158
Journal of international money and finance
155
Finance research letters
154
Journal of banking & finance
154
The journal of finance : the journal of the American Finance Association
152
The North American journal of economics and finance : a journal of financial economics studies
149
Discussion paper / Tinbergen Institute
138
International review of financial analysis
133
The journal of futures markets
121
Journal of economic dynamics & control
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
116
Discussion paper
115
Journal of empirical finance
113
Journal of money, credit and banking : JMCB
111
International journal of forecasting
110
Journal of monetary economics
109
Journal of international financial markets, institutions & money
100
The review of financial studies
94
Research in international business and finance
92
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ECONIS (ZBW)
251
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251
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1
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
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
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:
5
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
6
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
7
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
Saved in:
8
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
9
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
10
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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