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subject:"Time series analysis"
~source:"econis"
~subject:"Asymmetrische Information"
~subject:"Estimation"
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Time series analysis
Asymmetrische Information
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Franses, Philip Hans
143
Phillips, Peter C. B.
142
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126
Koopman, Siem Jan
126
Caporale, Guglielmo Maria
118
Pesaran, M. Hashem
107
Härdle, Wolfgang
102
Lütkepohl, Helmut
87
Koop, Gary
79
McAleer, Michael
74
Marcellino, Massimiliano
69
Engle, Robert F.
68
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66
Teräsvirta, Timo
65
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60
Granger, C. W. J.
59
Herwartz, Helmut
59
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59
Harvey, Andrew C.
57
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57
Dijk, Herman K. van
56
Swanson, Norman R.
56
Heckman, James J.
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
54
Kilian, Lutz
53
Gao, Jiti
52
Hyndman, Rob J.
52
Bauwens, Luc
51
Ghysels, Eric
51
Hallin, Marc
49
Hendry, David F.
49
Gupta, Rangan
47
Hassler, Uwe
47
Kapetanios, George
47
Mills, Terence C.
47
Vives, Xavier
47
Kerschbamer, Rudolf
46
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45
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National Bureau of Economic Research
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67
European University Institute / Department of Economics
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Forschungsinstitut zur Zukunft der Arbeit
37
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
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Umeå universitet
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Center for Economic Research <Tilburg>
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Institut für Weltwirtschaft
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Federal Reserve System / Board of Governors
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Institut für Höhere Studien
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Verlag Dr. Kovač
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Edward Elgar Publishing
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Federal Reserve System / Division of Research and Statistics
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Eric Cuvillier <Firma>
7
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Working paper / National Bureau of Economic Research, Inc.
689
NBER working paper series
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Economics letters
564
NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
521
Journal of econometrics
444
Applied economics
397
CESifo working papers
359
International journal of forecasting
359
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
347
Discussion paper series / IZA
324
Economic modelling
303
Working paper
298
Discussion paper / Tinbergen Institute
292
Journal of forecasting
268
Applied economics letters
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Journal of economic theory
218
Journal of applied econometrics
208
Discussion papers / CEPR
205
Journal of economic dynamics & control
205
Econometric theory
204
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190
Journal of banking & finance
187
Journal of international money and finance
187
Europäische Hochschulschriften / 5
182
Econometric reviews
181
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
177
IZA Discussion Paper
169
International review of economics & finance : IREF
161
Journal of financial economics
154
Journal of macroeconomics
153
European economic review : EER
151
Journal of empirical finance
151
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
146
Journal of monetary economics
142
The review of economics and statistics
142
The American economic review
140
The journal of finance : the journal of the American Finance Association
140
Economic theory : official journal of the Society for the Advancement of Economic Theory
136
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ECONIS (ZBW)
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
7
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
8
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
The dual role of insurance in input use : mitigating risk versus curtailing incentives
Pietrobon, Davide
- In:
Journal of development economics
166
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014454493
Saved in:
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