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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~subject:"EU countries"
~subject:"Monetary policy"
~subject:"USA"
~subject:"Wechselkurs"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation"
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United States
EU countries
Monetary policy
USA
Wechselkurs
Estimation
610
Schätzung
610
Theorie
227
Theory
227
Capital income
134
Kapitaleinkommen
134
Forecasting model
88
Prognoseverfahren
88
Risikoprämie
79
Risk premium
79
CAPM
78
Börsenkurs
67
Share price
67
Volatility
61
Volatilität
61
Welt
59
World
59
Estimation theory
49
Schätztheorie
49
Time series analysis
47
Zeitreihenanalyse
47
Portfolio selection
45
Portfolio-Management
45
Yield curve
38
Zinsstruktur
38
Risk
34
Risiko
32
Aktienmarkt
31
Großbritannien
31
Panel
31
Panel study
31
Stock market
31
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31
Bayes-Statistik
27
Bayesian inference
27
Capital market returns
27
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27
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25
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1
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Article
182
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
182
Collection of articles of several authors
1
Conference paper
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Country report
1
Konferenzbeitrag
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1
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English
182
Author
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Marcellino, Massimiliano
5
Pesaran, M. Hashem
3
Booth, James R.
2
Campbell, John Y.
2
Chesher, Andrew
2
Della Corte, Pasquale
2
Eickmeier, Sandra
2
Fleissig, Adrian R.
2
Frazzini, Andrea
2
Herwartz, Helmut
2
Hong, Harrison G.
2
Kapetanios, George
2
Kimmel, Robert
2
Koop, Gary
2
Lamont, Owen A.
2
Li, Mingliang
2
Lo, Andrew W.
2
Malmendier, Ulrike
2
Mavroeidis, Sophocles
2
Phillips, Peter C. B.
2
Santa-Clara, Pedro
2
Schwaab, Bernd
2
Serletis, Apostolos
2
Stein, Jeremy C.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Whitelaw, Robert F.
2
Aassve, Arnstein
1
Abel, Joshua
1
Abo-Zaid, Salem
1
Altavilla, Carlo
1
An, Zidong
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Asness, Cliff
1
Athanasopoulos, George
1
Audrino, Francesco
1
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Journal of applied econometrics
Journal of financial economics
Applied economics
438
Applied economics letters
263
Economic modelling
241
Journal of international money and finance
234
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
The review of economics and statistics
171
The American economic review
155
The journal of finance : the journal of the American Finance Association
148
International review of economics & finance : IREF
143
Economics letters
141
Applied financial economics
139
Journal of macroeconomics
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of money, credit and banking : JMCB
108
Journal of banking & finance
103
Journal of monetary economics
99
Journal of economic dynamics & control
95
The review of financial studies
95
International journal of finance & economics : IJFE
89
The journal of futures markets
85
European economic review : EER
84
Journal of international financial markets, institutions & money
84
Energy economics
80
American economic journal : a journal of the American Economic Association
79
Journal of political economy
76
Journal of financial and quantitative analysis : JFQA
74
Journal of international economics
74
Macroeconomic dynamics
71
Finance research letters
70
Southern economic journal
70
The empirical economics letters : a monthly international journal of economics
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
International review of financial analysis
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Journal of econometrics
64
Open economies review
64
International journal of economics and financial issues : IJEFI
62
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ECONIS (ZBW)
182
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182
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
Saved in:
3
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
6
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
7
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
Saved in:
8
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
9
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
10
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
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