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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
~subject:"VAR model"
~subject:"VAR-Modell"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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United States
Bayes-Statistik
VAR model
VAR-Modell
Estimation
240
Schätzung
236
Theorie
122
Theory
122
Business cycle
49
Konjunktur
49
Monetary policy
47
Geldpolitik
46
Schock
46
Shock
46
USA
43
Time series analysis
30
Volatility
30
Volatilität
30
Zeitreihenanalyse
30
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
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
97
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Article in journal
Bibliography included
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97
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English
97
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Berger, Tino
2
Born, Benjamin
2
Everaert, Gerdie
2
Ireland, Peter N.
2
Lütkepohl, Helmut
2
Mumtaz, Haroon
2
Zanetti, Francesco
2
Albis, Hippolyte d’
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Aruoba, S. Borağan
1
Bali, Turan G.
1
Baumeister, Christiane
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Bettendorf, Timo
1
Bhattarai, Saroj
1
Bianchi, Francesco
1
Bianchi, Giada
1
Bocola, Luigi
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Boswijk, Herman Peter
1
Boubtane, Ekrame
1
Bundick, Brent
1
Böhl, Gregor
1
Candelon, Bertrand
1
Canova, Fabio
1
Cantore, Cristiano
1
Casares, Miguel
1
Castelnuovo, Efrem
1
Chan, Joshua
1
Chang, Yoosoon
1
Chatterjee, Arpita
1
Chen, Baoline
1
Chen, Pu
1
Chen, Yong
1
Chen, Zhengyang
1
Chong, Terence Tai-Leung
1
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Journal of economic dynamics & control
Applied economics
320
Applied economics letters
174
The review of economics and statistics
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
Economic modelling
153
The American economic review
153
The journal of finance : the journal of the American Finance Association
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Economics letters
129
Journal of applied econometrics
124
Journal of international money and finance
117
Journal of econometrics
104
Applied financial economics
101
Journal of macroeconomics
99
Journal of money, credit and banking : JMCB
94
The review of financial studies
93
The journal of futures markets
88
Energy economics
81
Journal of monetary economics
80
American economic journal : a journal of the American Economic Association
78
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of banking & finance
74
International review of economics & finance : IREF
69
Macroeconomic dynamics
67
Southern economic journal
65
Journal of labor economics
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The quarterly journal of economics
56
European economic review : EER
54
Economic inquiry : journal of the Western Economic Association International
53
Journal of financial economics
53
Finance research letters
51
American journal of agricultural economics
50
Journal of human resources : JHR
49
Journal of public economics
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of urban economics
48
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ECONIS (ZBW)
97
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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
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
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:
4
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:
5
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
6
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
7
Beyond distance : the spatial relationships of European regional economic growth
Piribauer, Philipp
;
Glocker, Christian
;
Krisztin, Tamás
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479690
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
Time-variation in the effects of push and pull factors on portfolio flows : evidence from a Bayesian dynamic factor model
Bettendorf, Timo
;
Karadimitropoulou, Aikaterini
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014480350
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