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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~type_genre:"Bibliography included"
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United States
Börsenkurs
Estimation theory
Estimation
325
Schätzung
321
Theorie
169
Theory
169
USA
76
Business cycle
51
Konjunktur
51
Schock
50
Shock
50
Monetary policy
47
Geldpolitik
46
VAR model
40
VAR-Modell
40
Volatility
38
Volatilität
38
Time series analysis
36
Zeitreihenanalyse
36
Schätztheorie
31
Bayes-Statistik
29
Bayesian inference
29
Capital income
25
Kapitaleinkommen
25
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
Forecasting model
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Prognoseverfahren
21
Inflation
19
CAPM
18
Risikoprämie
18
Risk
18
Risk premium
18
Share price
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Portfolio selection
17
Portfolio-Management
17
State space model
17
Zustandsraummodell
17
Finanzpolitik
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Free
1
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Article
116
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
116
Language
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English
116
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Bollerslev, Tim
4
Andersen, Torben
2
Card, David E.
2
Davidson, Russell
2
Duclos, Jean-Yves
2
Hommes, Cars H.
2
Ireland, Peter N.
2
Lux, Thomas
2
Meghir, Costas
2
Philipson, Tomas J.
2
Todorov, Viktor
2
Almeida, Caio
1
Anderson, Heather Margot
1
Anderson, Richard G.
1
Bali, Turan G.
1
Barunik, Jozef
1
Baumeister, Christiane
1
Beaudry, Paul
1
Beltratti, Andrea
1
Belzil, Christian
1
Berger, Tino
1
Berry, Steven
1
Blomquist, Nils Sören
1
Blundell, Richard W.
1
Bordo, Michael D.
1
Boswijk, Herman Peter
1
Boudreault, Mathieu
1
Böhl, Gregor
1
Caballero, Ricardo J.
1
Caetano, Carolina
1
Caravello, Tomas E.
1
Casares, Miguel
1
Chamberlain, Gary
1
Chen, Baoline
1
Chen, Xiaohong
1
Chen, Yi-Hsuan
1
Chen, Yong
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of economic dynamics & control
Applied economics
381
Applied economics letters
280
Journal of econometrics
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
220
Economics letters
201
Economic modelling
191
The review of economics and statistics
174
Applied financial economics
170
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
170
Journal of banking & finance
165
The journal of finance : the journal of the American Finance Association
158
Finance research letters
153
The American economic review
153
International review of economics & finance : IREF
140
Journal of applied econometrics
132
International review of financial analysis
127
The North American journal of economics and finance : a journal of financial economics studies
125
Journal of empirical finance
115
Journal of international money and finance
112
The journal of futures markets
109
Energy economics
108
Journal of financial economics
97
The review of financial studies
97
Journal of international financial markets, institutions & money
93
Review of quantitative finance and accounting
93
Journal of money, credit and banking : JMCB
87
Journal of financial and quantitative analysis : JFQA
85
Econometric reviews
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of monetary economics
77
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of risk and financial management : JRFM
75
Research in international business and finance
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of finance & economics : IJFE
67
Journal of macroeconomics
65
Southern economic journal
65
The European journal of finance
65
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ECONIS (ZBW)
116
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
3
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
4
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
5
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
6
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
7
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
8
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
9
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
10
Consumption and hours in the United States and Europe
Fang, Lei
;
Yang, Fang
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013543141
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