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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Time series analysis
United States
Schätztheorie
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
Business cycle
53
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53
Forecasting model
48
Prognoseverfahren
48
Economic growth
46
Estimation theory
46
Wirtschaftswachstum
46
Panel
44
Inflation
43
Panel study
42
Volatility
42
Bayes-Statistik
39
Bayesian inference
39
Cointegration
35
Deutschland
35
Germany
35
Kointegration
35
EU countries
33
EU-Staaten
33
Großbritannien
32
United Kingdom
32
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English
258
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
6
Koop, Gary
4
Clark, Todd E.
3
Doppelhofer, Gernot
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Bianchi, Marco
2
Biolsi, Christopher
2
Blundell, Richard W.
2
Carriero, Andrea
2
Chesher, Andrew
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dées, Stéphane
2
Engsted, Tom
2
Escanciano, Juan Carlos
2
Fleissig, Adrian R.
2
Hautsch, Nikolaus
2
Hughes Hallett, Andrew
2
Kapetanios, George
2
Keating, John William
2
Li, Mingliang
2
Ma, Jun
2
McAleer, Michael
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
Pendakur, Krishna
2
Phillips, Peter C. B.
2
Russell, Bill
2
Serletis, Apostolos
2
Smith, L. Vanessa
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
Aguiar-Conraria, Luís
1
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Journal of applied econometrics
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,541
Discussion paper series / IZA
497
Applied economics
472
Discussion paper / Centre for Economic Policy Research
435
Journal of econometrics
338
Applied economics letters
311
CESifo working papers
275
Economic modelling
268
NBER working paper series
265
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Economics letters
258
Working paper
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
234
Energy economics
214
NBER Working Paper
211
Finance and economics discussion series
188
The review of economics and statistics
179
International review of economics & finance : IREF
175
Applied financial economics
174
Journal of banking & finance
162
Finance research letters
157
Journal of international money and finance
156
The American economic review
154
The journal of finance : the journal of the American Finance Association
153
The North American journal of economics and finance : a journal of financial economics studies
147
Discussion paper / Tinbergen Institute
140
International review of financial analysis
132
Discussion paper
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
The journal of futures markets
123
Journal of empirical finance
119
International journal of forecasting
116
Econometric reviews
101
Journal of economic dynamics & control
99
Journal of money, credit and banking : JMCB
98
Journal of international financial markets, institutions & money
97
The review of financial studies
93
Journal of financial economics
91
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ECONIS (ZBW)
258
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
4
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
5
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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6
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:
7
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
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8
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
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9
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
Saved in:
10
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
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