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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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United States
Börsenkurs
Time series analysis
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
Volatility
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
Prognoseverfahren
19
Inflation
18
Portfolio selection
17
Portfolio-Management
17
Risk
17
State space model
17
Zustandsraummodell
17
Markov chain
16
Markov-Kette
16
Share price
16
Estimation theory
15
Risikoprämie
15
Risk premium
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English
83
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Aguiar-Conraria, Luís
2
Berger, Tino
2
Chan, Joshua
2
Everaert, Gerdie
2
Hommes, Cars H.
2
Ireland, Peter N.
2
Martins, Manuel Mota Freitas
2
Soares, Maria Joana
2
Ahn, Hie Joo
1
Amir Ahmadi, Pooyan
1
Anderson, Heather Margot
1
Anderson, Richard G.
1
Bali, Turan G.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Boswijk, Herman Peter
1
Bu, Di
1
Caravello, Tomas E.
1
Casares, Miguel
1
Chauvet, Marcelle
1
Chen, Baoline
1
Chen, Yi-Hsuan
1
Chen, Yong
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Click, Reid William
1
Cogan, John F.
1
Cwik, Tobias
1
De Graeve, Ferre
1
Dendramis, Yiannis
1
Domowitz, Ian
1
Du, Kai
1
Duca, John V.
1
Ellington, Michael
1
Fan, Minyou
1
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1
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Journal of economic dynamics & control
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
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)
83
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21
The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
22
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
23
The extensive margin of trade and monetary policy
Imura, Yuko
;
Shukayev, Malik
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 417-441
Persistent link: https://www.econbiz.de/10012130999
Saved in:
24
Investor expectations, earnings management, and asset prices
Du, Kai
- In:
Journal of economic dynamics & control
105
(
2019
),
pp. 134-157
Persistent link: https://www.econbiz.de/10012131947
Saved in:
25
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
26
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
27
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
28
The case for Divisia monetary statistics : a Bayesian time-varying approach
Ellington, Michael
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012004934
Saved in:
29
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
30
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
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