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subject:"Time series analysis"
~isPartOf:"Macroeconomic dynamics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Theory"
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Time series analysis
Theorie
958
Theory
958
Geldpolitik
170
Monetary policy
170
Endogenes Wachstumsmodell
93
Endogenous growth model
93
Estimation
88
Schätzung
88
Economic growth
82
Wirtschaftswachstum
82
Overlapping Generations
79
Overlapping generations
79
Business cycle
78
Konjunktur
78
Schock
76
Shock
76
Finanzpolitik
64
Fiscal policy
64
USA
64
United States
64
Dynamic equilibrium
54
Dynamisches Gleichgewicht
54
Inflation
53
Neoclassical synthesis
53
Neoklassische Synthese
53
Rational expectations
53
Rationale Erwartung
53
Learning process
51
Lernprozess
51
Technischer Fortschritt
44
Technological change
44
Preisrigidität
43
Price stickiness
43
Volatility
38
Volatilität
38
Investition
36
Investment
36
Zeitreihenanalyse
36
Financial market
35
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3
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Article
35
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1
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Aufsatz in Zeitschrift
Article in journal
36
Mehrbändiges Werk
2
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2
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1
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1
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English
36
Author
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Hinich, Melvin J.
6
Morley, James C.
4
Kim, Chang-jin
3
Ghysels, Eric
2
Panovska, Irina B.
2
Piger, Jeremy Max
2
Wild, Phillip
2
Bac, Catherine
1
Barnett, William A.
1
Beaubrun-Diant, Kevin E.
1
Bekiros, Stelios D.
1
Blazsek, Szabolcs
1
Bonham, Carl Stanley
1
Chan, Joshua
1
Chao, John C.
1
Charles, Amélie
1
Chauvet, Marcelle
1
Chevet, Jean-Michel
1
Darné, Olivier
1
Escribano, Álvaro
1
Fout, Hamilton B.
1
Francis, Neville
1
Fuleky, Peter
1
Gallant, A. Ronald
1
Hewings, Geoffrey
1
Hirose, Yasuo
1
Hwu, Shih-Tang
1
Keating, John William
1
Kilian, Lutz
1
Kim, Jaeho
1
Kurozumi, Takushi
1
Lampart, Camille
1
Licht, Adrian
1
Liu, Xiaochun
1
Lovcha, Yuliya
1
Morier, Bruno
1
Ohanian, Lee E.
1
Paccagnini, Alessia
1
Perez-Laborda, Alejandro
1
Potter, Simon M.
1
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Published in...
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Macroeconomic dynamics
Journal of econometrics
323
International journal of forecasting
316
Economics letters
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Journal of forecasting
223
Econometric theory
190
Econometric reviews
126
Economic modelling
112
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
69
Journal of economic dynamics & control
66
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
51
The econometrics journal
47
European journal of operational research : EJOR
45
Econometrics : open access journal
42
The review of economics and statistics
41
Finance research letters
40
Journal of macroeconomics
40
Applied financial economics
30
Journal of economic surveys
30
Journal of the American Statistical Association : JASA
30
Journal of international money and finance
29
Risks : open access journal
29
Journal of time series econometrics
28
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
24
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ECONIS (ZBW)
36
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1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
2
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:
3
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
6
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
7
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
8
Is business cycle asymmetry intrinsic in industrialized economies?
Morley, James C.
;
Panovska, Irina B.
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1403-1436
Persistent link: https://www.econbiz.de/10012307285
Saved in:
9
Quantile-based asymmetric dynamics of real GDP growth
Liu, Xiaochun
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1960-1988
Persistent link: https://www.econbiz.de/10012404222
Saved in:
10
Testing stationarity with unobserved-components models
Morley, James C.
;
Panovska, Irina B.
;
Sinclair, Tara M.
- In:
Macroeconomic dynamics
21
(
2017
)
1
,
pp. 160-182
Persistent link: https://www.econbiz.de/10011686122
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