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subject:"United States"
~person:"Granger, C. W. J."
~person:"MacDonald, Ronald"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"US dollar"
~type_genre:"Article in journal"
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United States
Prognoseverfahren
Schätztheorie
US dollar
Theorie
131
Theory
131
Time series analysis
25
Zeitreihenanalyse
25
Exchange rate
20
Wechselkurs
20
Forecasting model
18
USA
18
Estimation theory
17
Estimation
16
Purchasing power parity
16
Schätzung
16
Kaufkraftparität
15
Großbritannien
11
United Kingdom
11
Devisenmarkt
10
Foreign exchange market
10
Monetary approach to exchange rates
10
Monetäre Wechselkurstheorie
10
Rational expectations
10
Rationale Erwartung
10
Welt
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World
10
Deutschland
9
Germany
9
US-Dollar
9
Cointegration
8
Kointegration
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Yield curve
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Zinsstruktur
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Econometrics
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Japan
7
Volatility
7
Volatilität
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Yen
7
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27
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27
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26
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26
Aufsatz im Buch
5
Aufsatzsammlung
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2
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Granger, C. W. J.
MacDonald, Ronald
Franses, Philip Hans
53
Clements, Michael P.
40
Diebold, Francis X.
40
Gupta, Rangan
39
Phillips, Peter C. B.
38
Timmermann, Allan
35
Hendry, David F.
34
Heckman, James J.
33
Andrews, Donald W. K.
32
Pesaran, M. Hashem
32
Baltagi, Badi H.
30
Newey, Whitney K.
30
Swanson, Norman R.
29
Koop, Gary
28
Marcellino, Massimiliano
28
McAleer, Michael
28
Moosa, Imad A.
28
Petropoulos, Fotios
28
Bollerslev, Tim
27
Li, Qi
27
Pierdzioch, Christian
25
Ghysels, Eric
24
Hyndman, Rob J.
24
Makridakis, Spyros G.
24
Ullah, Aman
24
Chavas, Jean-Paul
23
Engle, Robert F.
22
Krämer, Walter
22
Wang, Yudong
22
Christiano, Lawrence J.
21
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Perron, Pierre
21
Satchell, Stephen
21
Stock, James H.
21
West, Kenneth D.
21
Gouriéroux, Christian
20
Linton, Oliver
20
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Journal of econometrics
5
International journal of forecasting
4
Journal of forecasting
4
Journal of international money and finance
4
Oxford bulletin of economics and statistics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international financial markets, institutions & money
3
Economics letters
2
Staff papers / International Monetary Fund
2
Annals of economics and finance
1
Applied financial economics
1
Australian economic papers
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economie & prévision : EP
1
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
1
Global finance journal
1
IMF staff papers
1
Información comercial española / Cuadernos económicos
1
Japan and the world economy : international journal of theory and policy
1
Journal of empirical finance
1
Journal of multinational financial management
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Nonparametric dynamic modelling
1
Open economies review
1
Oxford economic papers
1
Population : édition française : revue publiée par l'Institut national d'études démographiques
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Public finance
1
Spanish economic review : SER
1
Special issue on topics in applied econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
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ECONIS (ZBW)
53
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
3
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
4
Preface: Some thoughts on the future of forecasting
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
67
(
2005
),
pp. 707-711
Persistent link: https://www.econbiz.de/10003229047
Saved in:
5
Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen
MacDonald, Ronald
;
Marsh, Ian
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10001896665
Saved in:
6
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, C. W. J.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
Saved in:
7
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
8
Efficient market hypothesis and forecasting
Timmermann, Allan
;
Granger, C. W. J.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001918210
Saved in:
9
Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley
;
MacDonald, Ronald
- In:
Global finance journal
15
(
2004
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
Saved in:
10
International parity relationships between the USA and Japan
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Japan and the world economy : international journal of …
16
(
2004
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001871197
Saved in:
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