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subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Pereira, T. Themido"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Time series analysis"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Schätztheorie
Theorie
Time series analysis
Theory
18
USA
5
Zeitreihenanalyse
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Exchange rate
2
Hedging
2
Kapitaleinkommen
2
Saisonale Schwankungen
2
Seasonal variations
2
Volatility
2
Volatilität
2
Wechselkurs
2
Yield curve
2
Zinsstruktur
2
1959-1995
1
1961-1997
1
1986-1995
1
Autocorrelation
1
Autokorrelation
1
Bruttoinlandsprodukt
1
Business cycle
1
Business cycle theory
1
Börsenkurs
1
Causality analysis
1
Dauer
1
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Book / Working Paper
16
Article
2
Type of publication (narrower categories)
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Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Article in journal
3
Aufsatz in Zeitschrift
3
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
18
Author
All
Engle, Robert F.
Franses, Philip Hans
Pereira, T. Themido
Nijkamp, Peter
35
Rietveld, Piet
19
Bergh, Jeroen C. J. M. van den
14
Dekker, Rommert
14
Zhang, Shuzhong
13
Serletis, Apostolos
12
Verhoef, Erik T.
12
Sturm, Jos F.
11
Turnovsky, Stephen J.
10
Haan, Laurens de
9
Hommes, Cars H.
9
Houba, Harold
9
Rosenberg, Joshua V.
9
Winden, Frans A. A. M. van
9
Vries, Casper G. de
8
Barnett, William A.
7
Frenk, Johannes G.
7
Heijdra, Ben J.
7
Hinich, Melvin J.
7
Kleijn, Marcel J.
7
Laan, Gerard van der
7
Lai, Ching-chong
7
Sundaram, Rangarajan K.
7
Acharya, Viral V.
6
Berg, Gerard J. van den
6
Boot, Arnoud W. A.
6
Dijk, Herman K. van
6
Gallegati, Mauro
6
Gersbach, Hans
6
Hughes Hallett, Andrew
6
Sonnemans, Joep
6
Boucekkine, Raouf
5
Bullard, James Brian
5
Chen, Shu-Hua
5
Chu, Angus C.
5
Daníelsson, Jón
5
Di Bartolomeo, Giovanni
5
Dijk, Frans van
5
Evans, George W.
5
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Published in...
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Macroeconomic dynamics
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion paper / Tinbergen Institute
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working paper / National Bureau of Economic Research, Inc.
13
ERIM report series research in management
12
Economics letters
11
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Journal of applied econometrics
8
Journal of econometrics
8
Journal of forecasting
8
NBER Working Paper
7
NBER working paper series
7
Working paper series / University of Zurich, Department of Economics
7
Advanced texts in econometrics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of economics and statistics
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Econometrics : open access journal
2
IHS economics series : working paper
2
Journal of monetary economics
2
Journal of urban economics
2
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Source
All
ECONIS (ZBW)
18
Showing
1
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10
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18
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1
Special issue on nonlinear modeling of multivariate macroeconomic relations
Franses, Philip Hans
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001625147
Saved in:
2
Multivariate star analysis of money-output relationship
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
Saved in:
3
Modeling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
3
(
1999
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
5
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
9
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
10
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
1
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