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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
640
Schätzung
640
Theorie
260
Theory
260
USA
150
Geldpolitik
70
Monetary policy
70
Welt
67
World
67
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62
Shock
62
VAR model
61
VAR-Modell
61
Zeitreihenanalyse
60
Business cycle
53
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53
Estimation theory
49
Schätztheorie
49
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48
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48
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46
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46
Wirtschaftswachstum
46
Panel study
44
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43
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42
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39
Bayesian inference
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35
Deutschland
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Germany
35
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English
223
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Clark, Todd E.
3
Biolsi, Christopher
2
Carriero, Andrea
2
Chesher, Andrew
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dées, Stéphane
2
Engsted, Tom
2
Fleissig, Adrian R.
2
Hughes Hallett, Andrew
2
Kapetanios, George
2
Keating, John William
2
Koop, Gary
2
Li, Mingliang
2
Ma, Jun
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
Phillips, Peter C. B.
2
Russell, Bill
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
Aguiar-Conraria, Luís
1
Ahelegbey, Daniel Felix
1
Altavilla, Carlo
1
Amano, Robert A.
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Antzulatos, Angelos A.
1
Anzuini, Alessio
1
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Journal of applied econometrics
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
273
CESifo working papers
254
Economic modelling
239
NBER working paper series
233
Working paper
219
Energy economics
216
Journal of econometrics
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Economics letters
179
Finance and economics discussion series
178
International review of economics & finance : IREF
176
The review of economics and statistics
176
NBER Working Paper
169
Applied financial economics
168
Finance research letters
168
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of international money and finance
149
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
131
The journal of futures markets
123
Discussion paper / Tinbergen Institute
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
110
International journal of forecasting
108
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
Journal of economic dynamics & control
92
Research in international business and finance
92
The review of financial studies
92
International journal of finance & economics : IJFE
87
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ECONIS (ZBW)
223
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41
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
42
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
43
Unobserved selection heterogeneity and the gender wage gap
Machado, Cecilia
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1348-1366
Persistent link: https://www.econbiz.de/10011862750
Saved in:
44
Costly financial intermediation and excess consumption volatility
Sapci, Ayse
- In:
Journal of macroeconomics
51
(
2017
),
pp. 97-114
Persistent link: https://www.econbiz.de/10011752358
Saved in:
45
What's so great about the Great Moderation?
Keating, John William
;
Valcarcel, Victor J.
- In:
Journal of macroeconomics
51
(
2017
),
pp. 115-142
Persistent link: https://www.econbiz.de/10011752360
Saved in:
46
Global macroeconomic uncertainty
Berger, Tino
;
Grabert, Sibylle
;
Kempa, Bernd
- In:
Journal of macroeconomics
53
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
Saved in:
47
Variability in the effects of uncertainty shocks : new stylized facts from OECD countries
Choi, Sangyup
- In:
Journal of macroeconomics
53
(
2017
),
pp. 127-144
Persistent link: https://www.econbiz.de/10011753430
Saved in:
48
The cyclicality of fiscal policy : new evidence from unobserved components approach
Bashar, Omar Haider Mohammad Nazmul
;
Bhattacharya, Prasad S.
- In:
Journal of macroeconomics
53
(
2017
),
pp. 222-234
Persistent link: https://www.econbiz.de/10011753436
Saved in:
49
Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
Saved in:
50
A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 551-565
Persistent link: https://www.econbiz.de/10011642631
Saved in:
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