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subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Theory"
~subject:"USA"
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Volatilität
Aktienmarkt
Kaufkraftparität
Theory
USA
Estimation
362
Schätzung
362
Theorie
143
United States
96
Estimation theory
40
Schätztheorie
40
Welt
39
World
39
Time series analysis
35
Zeitreihenanalyse
35
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
5
Clark, Todd E.
4
Phillips, Peter C. B.
3
Sola, Martin
3
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Chesher, Andrew
2
Fleissig, Adrian R.
2
Kapetanios, George
2
Kilian, Lutz
2
Koop, Gary
2
Koopman, Siem Jan
2
Li, Mingliang
2
Lucas, André
2
Martin, Gael M.
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Psaradakis, Zacharias G.
2
Robin, Jean-Marc
2
Serletis, Apostolos
2
Spagnolo, Fabio
2
Tobias, Justin L.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wel, Michel van der
2
Aaberge, Rolf
1
Aassve, Arnstein
1
Abo-Zaid, Salem
1
Acerenza, Santiago
1
Ahn, Hie Joo
1
Allon, Gad
1
Altavilla, Carlo
1
An, Zidong
1
Andersen, Torben
1
Anderson, Gordon
1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,802
NBER working paper series
705
Applied economics
685
Discussion paper series / IZA
669
Discussion paper / Centre for Economic Policy Research
661
NBER Working Paper
604
Applied economics letters
479
CESifo working papers
445
Economic modelling
379
Working paper
340
Economics letters
313
International review of economics & finance : IREF
302
Journal of international money and finance
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
276
Applied financial economics
264
Journal of econometrics
254
Finance research letters
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Energy economics
235
Journal of banking & finance
223
International review of financial analysis
216
Discussion paper
213
The review of economics and statistics
209
Finance and economics discussion series
206
The North American journal of economics and finance : a journal of financial economics studies
191
The American economic review
190
Discussion paper / Tinbergen Institute
187
IZA Discussion Paper
177
Journal of empirical finance
177
The journal of finance : the journal of the American Finance Association
168
Discussion papers / CEPR
164
Journal of economic dynamics & control
161
Journal of macroeconomics
161
Journal of international financial markets, institutions & money
153
International journal of finance & economics : IJFE
148
Journal of financial economics
147
Europäische Hochschulschriften / 5
146
The journal of futures markets
142
Journal of monetary economics
137
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ECONIS (ZBW)
216
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
3
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
4
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
5
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
10
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
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