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subject:"United States"
type:"article"
~person:"Diebold, Francis X."
~person:"Ferson, Wayne E."
~subject:"Diskontierung"
~subject:"Wirtschaftswachstum"
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United States
Diskontierung
Wirtschaftswachstum
Theorie
86
Theory
86
Forecasting model
32
Prognoseverfahren
32
USA
31
Capital income
21
Kapitaleinkommen
21
CAPM
20
Volatility
15
Volatilität
15
Time series analysis
13
Zeitreihenanalyse
13
Portfolio selection
12
Portfolio-Management
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Estimation
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Estimation theory
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Schätztheorie
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Econometrics
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Risk
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33
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Diebold, Francis X.
Ferson, Wayne E.
Heckman, James J.
31
Aghion, Philippe
27
Turnovsky, Stephen J.
26
Gupta, Rangan
24
Hall, Robert Ernest
24
Acemoglu, Daron
23
Chavas, Jean-Paul
23
Batabyal, Amitrajeet A.
22
Audretsch, David B.
21
Afonso, Oscar
20
Glaeser, Edward L.
20
Barro, Robert J.
19
Christiano, Lawrence J.
19
Chu, Angus C.
19
Dutt, Amitava Krishna
19
Fabozzi, Frank J.
19
Howitt, Peter
19
Levine, Ross
19
Stock, James H.
19
Bucci, Alberto
18
Auerbach, Alan J.
17
Stein, Jeremy C.
17
Uri, Noel Dean
17
Caballero, Ricardo J.
16
Cutler, David M.
16
Prettner, Klaus
16
Strulik, Holger
16
Cebula, Richard J.
15
Durlauf, Steven N.
15
Eichenbaum, Martin S.
15
Hubbard, R. Glenn
15
Jorgenson, Dale Weldeau
15
Kumbhakar, Subal
15
Lai, Ching-chong
15
Laibson, David I.
15
Laporte, Gilbert
15
Lo, Andrew W.
15
Miceli, Thomas J.
15
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The journal of finance : the journal of the American Finance Association
6
Journal of financial economics
3
The review of economics and statistics
3
Financial markets and asset pricing
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of business : B
2
The review of financial studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Finance
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of political economy
1
Research in finance
1
Review of asset pricing studies
1
Symposium on developments in business cycle research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The Handbook of risk
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The review of economic studies
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ECONIS (ZBW)
33
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33
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1
Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331
Saved in:
2
The Rap on the RAPs
Ferson, Wayne E.
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 177-178
Persistent link: https://www.econbiz.de/10010249040
Saved in:
3
The "out-of-sample" performance of long run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh
;
Xie, Biqin
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
Saved in:
4
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
5
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
6
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
7
Real-time measurement of business conditions
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Scotti, Chiara
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 417-427
Persistent link: https://www.econbiz.de/10003913323
Saved in:
8
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
9
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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