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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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United States
Börsenkurs
Time series analysis
Estimation
432
Schätzung
428
Theorie
165
Theory
165
USA
83
Volatility
69
Volatilität
69
Capital income
65
Kapitaleinkommen
65
Business cycle
61
Konjunktur
60
Monetary policy
59
Share price
59
Geldpolitik
58
Schock
54
Shock
54
VAR model
48
VAR-Modell
48
Aktienmarkt
43
Stock market
43
Zeitreihenanalyse
42
Forecasting model
41
Prognoseverfahren
41
Bayes-Statistik
32
Bayesian inference
32
Risk
30
Portfolio selection
29
Portfolio-Management
29
Welt
29
World
29
Inflation
26
Risiko
26
Risikoprämie
26
Risk premium
26
CAPM
25
Cointegration
25
Kointegration
25
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1
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Article
162
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
162
Language
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English
162
Author
All
Bohl, Martin T.
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Aguiar-Conraria, Luís
2
Berger, Tino
2
Chan, Joshua
2
Demirer, Rıza
2
Everaert, Gerdie
2
Guidolin, Massimo
2
Hommes, Cars H.
2
Ireland, Peter N.
2
Martins, Manuel Mota Freitas
2
Poza, Carlos
2
Roubaud, David
2
Siklos, Pierre L.
2
Soares, Maria Joana
2
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Ahn, Hie Joo
1
Albulescu, C. T.
1
Alhadab, Mohammad
1
Ali, Syed Riaz Mahmood
1
Amir Ahmadi, Pooyan
1
Anderson, Heather Margot
1
Anderson, Randy I.
1
Anderson, Richard G.
1
Aramonte, Sirio
1
Bahmani-Oskooee, Mohsen
1
Baker, H. Kent
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bathia, Deven
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Berger, Mark C.
1
Białkowski, Je̜drzej
1
Bollerslev, Tim
1
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Published in...
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Journal of economic dynamics & control
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
419
Applied economics letters
296
Economic modelling
226
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Applied financial economics
178
Finance research letters
172
The review of economics and statistics
172
International review of economics & finance : IREF
167
Journal of banking & finance
160
The journal of finance : the journal of the American Finance Association
157
Economics letters
155
The American economic review
152
The North American journal of economics and finance : a journal of financial economics studies
139
Energy economics
136
International review of financial analysis
134
Journal of applied econometrics
123
Journal of international money and finance
117
Journal of empirical finance
116
The journal of futures markets
110
Journal of international financial markets, institutions & money
100
Journal of financial economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The review of financial studies
96
International journal of forecasting
95
Journal of money, credit and banking : JMCB
93
Review of quantitative finance and accounting
88
Research in international business and finance
84
Journal of financial and quantitative analysis : JFQA
82
International journal of finance & economics : IJFE
81
Journal of monetary economics
76
Journal of political economy
76
Journal of risk and financial management : JRFM
76
American economic journal : a journal of the American Economic Association
75
Journal of forecasting
75
Journal of macroeconomics
75
The empirical economics letters : a monthly international journal of economics
69
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ECONIS (ZBW)
162
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1
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162
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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
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
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
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
5
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
6
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
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:
9
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:
10
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
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