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subject:"Time series analysis"
subject:"United States"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~person:"Chan, Joshua"
~subject:"Inflationsrate"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Time series analysis
United States
Inflationsrate
Estimation
94
Schätzung
94
Volatility
47
Volatilität
47
Capital income
31
Kapitaleinkommen
31
Börsenkurs
27
Share price
27
Zeitreihenanalyse
27
Forecasting model
26
Prognoseverfahren
26
Theorie
26
Theory
26
USA
25
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Causality analysis
16
Kausalanalyse
16
VAR model
16
VAR-Modell
16
Welt
15
World
15
Aktienmarkt
13
Risiko
13
Risk
13
Stock market
13
Stochastic process
12
Stochastischer Prozess
12
Bayes-Statistik
11
Bayesian inference
11
Risikoprämie
11
Risk premium
11
Cointegration
9
Kointegration
9
Markov chain
9
Markov-Kette
9
State space model
9
Zustandsraummodell
9
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Undetermined
31
Free
2
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Article
49
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Bibliografie enthalten
Government document
Aufsatz in Zeitschrift
50
Graue Literatur
42
Non-commercial literature
42
Arbeitspapier
36
Working Paper
36
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1
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English
50
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Balcilar, Mehmet
Bollerslev, Tim
Chan, Joshua
Gil-Alaña, Luis A.
93
Gupta, Rangan
76
Caporale, Guglielmo Maria
51
Bahmani-Oskooee, Mohsen
43
Tiwari, Aviral Kumar
32
Chang, Tsangyao
31
Wohar, Mark E.
28
Moosa, Imad A.
26
Koopman, Siem Jan
17
Miller, Stephen M.
17
McAleer, Michael
16
Payne, James E.
15
Ranjbar, Omid
15
Salisu, Afees A.
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Heckman, James J.
14
Hsing, Yu
14
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Ramírez, Miguel D.
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Marcellino, Massimiliano
12
Narayan, Paresh Kumar
12
Neumark, David
12
Sarno, Lucio
12
Todorov, Viktor
12
Cheung, Yin-Wong
11
Diebold, Francis X.
11
Engle, Robert F.
11
Hegerty, Scott W.
11
Jawadi, Fredj
11
Li, Jia
11
Andersen, Torben
10
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
3
Journal of economic dynamics & control
3
Econometric reviews
2
Economics letters
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
The journal of finance : the journal of the American Finance Association
2
Applied economics
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economic review
1
International journal of forecasting
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Structural change and economic dynamics : SC+ED
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of developing areas
1
The review of financial studies
1
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ECONIS (ZBW)
50
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
6
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
9
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
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