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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~subject:"EU countries"
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Time series analysis
United States
EU countries
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
Estimation theory
40
Schätztheorie
40
Welt
39
World
39
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
29
Panel study
29
Volatility
24
Volatilität
24
VAR model
23
VAR-Modell
23
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Deutschland
21
Germany
21
Großbritannien
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Regression analysis
21
Regressionsanalyse
21
United Kingdom
21
Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
Economic growth
16
Wirtschaftswachstum
16
EU-Staaten
15
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Undetermined
33
Free
1
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Article
130
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130
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130
Collection of articles of several authors
1
Conference paper
1
Country report
1
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1
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1
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1
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Language
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English
130
Author
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Eickmeier, Sandra
2
Fleissig, Adrian R.
2
Herwartz, Helmut
2
Koop, Gary
2
Li, Mingliang
2
Mavroeidis, Sophocles
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
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Athanasopoulos, George
1
Augurzky, Boris
1
Bae, Youngsoo
1
Bai, Jushan
1
Bai, Yu
1
Bailey, Natalia
1
Banerjee, Anindya
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
Working paper / National Bureau of Economic Research, Inc.
1,499
Discussion paper series / IZA
513
Discussion paper / Centre for Economic Policy Research
470
Applied economics
407
CESifo working papers
319
Applied economics letters
263
Economic modelling
225
Working paper
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
NBER working paper series
176
The review of economics and statistics
173
Finance and economics discussion series
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Journal of econometrics
164
Economics letters
157
The American economic review
153
The journal of finance : the journal of the American Finance Association
149
Journal of international money and finance
130
Applied financial economics
128
Discussion paper
127
Discussion paper / Tinbergen Institute
121
NBER Working Paper
118
Working paper series / European Central Bank
116
International review of economics & finance : IREF
111
Energy economics
105
Journal of banking & finance
98
Journal of money, credit and banking : JMCB
95
Kiel working paper
93
The review of financial studies
93
International journal of forecasting
91
Journal of macroeconomics
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
The North American journal of economics and finance : a journal of financial economics studies
88
Discussion papers / Deutsches Institut für Wirtschaftsforschung
87
The journal of futures markets
86
Journal of economic dynamics & control
82
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
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ECONIS (ZBW)
130
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11
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:
12
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
Saved in:
13
Loan supply shocks and the business cycle
Gambetti, Luca
;
Musso, Alberto
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 764-782
Persistent link: https://www.econbiz.de/10011862202
Saved in:
14
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
15
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
16
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
17
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
18
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
19
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:
20
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:
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