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subject:"United States"
type_genre:"Article in journal"
~person:"Basu, Susanto"
~person:"Hsing, Yu"
~person:"Koopman, Siem Jan"
~subject:"Correlation"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation"
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United States
Correlation
Estimation
82
Schätzung
82
USA
33
Theorie
27
Theory
27
Exchange rate
16
Time series analysis
16
Zeitreihenanalyse
16
Wechselkurs
15
Interest rate
11
Zins
11
Volatility
10
Volatilität
10
Geldpolitik
9
Monetary policy
9
Bruttoinlandsprodukt
8
Gross domestic product
8
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Factor analysis
6
Faktorenanalyse
6
Geldnachfrage
6
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6
J-curve
6
Money demand
6
Oil price
6
Productivity
6
Produktivität
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Ölpreis
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ARCH model
5
ARCH-Modell
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Kaufkraftparität
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National income
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Nationaleinkommen
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Article
36
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Article in journal
Aufsatz im Buch
Arbeitspapier
34
Working Paper
34
Aufsatz in Zeitschrift
33
Graue Literatur
33
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33
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English
36
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Basu, Susanto
Hsing, Yu
Koopman, Siem Jan
Gupta, Rangan
53
Bahmani-Oskooee, Mohsen
32
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
23
Heckman, James J.
15
Apergēs, Nikolaos
13
Bollerslev, Tim
13
Payne, James E.
13
Serletis, Apostolos
13
Balcilar, Mehmet
12
Belke, Ansgar
12
Cebula, Richard J.
12
Neumark, David
12
Sarno, Lucio
12
Tiwari, Aviral Kumar
12
Chang, Tsangyao
10
Cheung, Yin-Wong
10
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hammoudeh, Shawkat
10
Hess, Gregory D.
10
Miller, Stephen M.
10
Stock, James H.
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
Blundell, Richard W.
9
Gruber, Jonathan
9
Haltiwanger, John C.
9
Hamori, Shigeyuki
9
Hegerty, Scott W.
9
Lo, Andrew W.
9
Lubik, Thomas A.
9
McMillan, David G.
9
Millimet, Daniel L.
9
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International journal of transport economics : IJTE
2
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
2
American economic journal : a journal of the American Economic Association
1
Applied economics
1
Applied economics letters
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Economia internazionale
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Global economic review
1
International journal of economic policy in emerging economies
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic research
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of monetary economics
1
Journal of political economy
1
Journal of social and economic policy
1
Journal of transnational management : the official journal of the International Management Development Association
1
Journal of urban economics
1
Measuring capital in the new economy
1
New developments in productivity analysis
1
Nonlinear time series analysis of business cycles
1
The American economic review
1
The journal of applied business research
1
The journal of economics
1
The quarterly journal of economics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
36
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36
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1
Are price-cost markups rising in the United States? : a discussion of the evidence
Basu, Susanto
- In:
The journal of economic perspectives : EP ; a journal …
33
(
2019
)
3
,
pp. 3-22
Persistent link: https://www.econbiz.de/10012139654
Saved in:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
5
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
6
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
7
Some evidence on the importance of sticky wages
Barattieri, Alessandro
;
Basu, Susanto
;
Gottschalk, Peter
- In:
American economic journal : a journal of the American …
6
(
2014
)
1
,
pp. 70-101
Persistent link: https://www.econbiz.de/10010245300
Saved in:
8
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
9
Observation-driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew
;
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, …
- In:
The review of economics and statistics
96
(
2014
)
5
,
pp. 898-915
Persistent link: https://www.econbiz.de/10010470540
Saved in:
10
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
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