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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~subject:"EU countries"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Time series analysis
United States
EU countries
United Kingdom
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
27
Panel study
27
Volatility
24
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
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22
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22
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22
VAR-Modell
22
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21
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21
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21
Regression analysis
21
Regressionsanalyse
21
Nichtparametrisches Verfahren
20
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20
Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
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16
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16
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142
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English
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Blundell, Richard W.
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Eickmeier, Sandra
2
Fleissig, Adrian R.
2
Koop, Gary
2
Li, Mingliang
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Abel, Joshua
1
Ahelegbey, Daniel Felix
1
Alessie, Rob
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
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1
Augurzky, Boris
1
Bae, Youngsoo
1
Bai, Jushan
1
Bai, Yu
1
Bailey, Natalia
1
Banerjee, Anindya
1
Barigozzi, Matteo
1
Baumeister, Christiane
1
Baxter, J. L.
1
Bearse, Peter M.
1
Beck, Günter W.
1
Bekdache, Basma
1
Belzil, Christian
1
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Journal of applied econometrics
Applied economics
499
Applied economics letters
280
Economic modelling
238
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
224
The review of economics and statistics
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Journal of econometrics
171
Economics letters
170
Applied financial economics
162
The American economic review
162
The journal of finance : the journal of the American Finance Association
151
Journal of international money and finance
141
International review of economics & finance : IREF
113
Journal of banking & finance
107
Energy economics
105
Journal of money, credit and banking : JMCB
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
The journal of futures markets
96
Journal of macroeconomics
95
The review of financial studies
94
The North American journal of economics and finance : a journal of financial economics studies
92
International journal of forecasting
91
Journal of economic dynamics & control
85
European economic review : EER
82
American economic journal : a journal of the American Economic Association
78
Journal of monetary economics
77
Journal of political economy
77
Journal of financial and quantitative analysis : JFQA
76
Oxford bulletin of economics and statistics
76
Finance research letters
73
The economic journal : the journal of the Royal Economic Society
73
International journal of finance & economics : IJFE
70
Southern economic journal
68
Journal of financial economics
67
Macroeconomic dynamics
66
Journal of labor economics
65
International review of financial analysis
64
Journal of empirical finance
64
Journal of forecasting
64
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ECONIS (ZBW)
142
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
8
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
9
Transitions at different moments in time : a spatial probit approach
Elhorst, J. Paul
;
Heijnen, Pim
;
Samarina, Anna
;
Jacobs, Jan
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 422-439
Persistent link: https://www.econbiz.de/10011690252
Saved in:
10
Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.
;
Musolesi, Antonio
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
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