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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Aktienmarkt"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation"
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United States
Aktienmarkt
Prognoseverfahren
Volatility
Estimation
240
Schätzung
236
Theorie
122
Theory
122
Business cycle
49
Konjunktur
49
Monetary policy
47
Geldpolitik
46
Schock
46
Shock
46
USA
43
VAR model
38
VAR-Modell
38
Time series analysis
30
Volatilität
30
Zeitreihenanalyse
30
Bayes-Statistik
29
Bayesian inference
29
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
Capital income
21
Kapitaleinkommen
21
Forecasting model
19
Inflation
18
Portfolio selection
17
Portfolio-Management
17
Risk
17
State space model
17
Zustandsraummodell
17
Börsenkurs
16
Markov chain
16
Markov-Kette
16
Share price
16
Estimation theory
15
Risikoprämie
15
Risk premium
15
Schätztheorie
15
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1
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Article
85
Type of publication (narrower categories)
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Article in journal
Book review
Conference proceedings
Aufsatz in Zeitschrift
85
Language
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English
85
Author
All
Ireland, Peter N.
2
Liu, Xiaochun
2
Long, Huaigang
2
Zaremba, Adam
2
Alessandrini, Diana
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Arouri, Mohamed
1
Aruoba, S. Borağan
1
Bali, Turan G.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Berger, Tino
1
Bianchi, Robert
1
Bocola, Luigi
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Born, Benjamin
1
Boswijk, Herman Peter
1
Bu, Di
1
Cakici, Nusret
1
Calvino, Flavio
1
Casares, Miguel
1
Chauvet, Marcelle
1
Chen, Baoline
1
Chen, Pu
1
Chen, Yi-Hsuan
1
Chen, Yong
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Christoffel, Kai
1
Clements, Michael P.
1
Click, Reid William
1
Cogan, John F.
1
Coroneo, Laura
1
Criscuolo, Chiara
1
Cwik, Tobias
1
De Graeve, Ferre
1
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Published in...
All
Journal of economic dynamics & control
Applied economics
454
Applied economics letters
291
Economic modelling
255
Finance research letters
230
International review of economics & finance : IREF
219
Applied financial economics
203
Energy economics
203
International review of financial analysis
203
Journal of banking & finance
198
Journal of econometrics
186
Journal of international money and finance
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
The review of economics and statistics
174
The North American journal of economics and finance : a journal of financial economics studies
172
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
International journal of forecasting
166
Economics letters
162
Journal of empirical finance
157
The American economic review
157
The journal of finance : the journal of the American Finance Association
155
Journal of applied econometrics
138
Journal of financial economics
135
Journal of international financial markets, institutions & money
134
The journal of futures markets
131
Research in international business and finance
124
Journal of forecasting
119
The European journal of finance
103
Journal of money, credit and banking : JMCB
99
Journal of financial and quantitative analysis : JFQA
95
The review of financial studies
95
International journal of finance & economics : IJFE
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
Review of quantitative finance and accounting
91
Journal of risk and financial management : JRFM
87
Journal of monetary economics
86
Journal of macroeconomics
85
Pacific-Basin finance journal
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
82
Journal of political economy
77
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ECONIS (ZBW)
85
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85
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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
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
3
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:
4
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:
5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
8
Disciplining expectations and the forward guidance puzzle
Müller, Tobias
;
Christoffel, Kai
;
Mazelis, Falk
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
Saved in:
9
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:
10
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
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