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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~subject:"VAR model"
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Zeitreihenanalyse
VAR model
Estimation
1,173
Schätzung
1,173
Theorie
169
Theory
169
United States
141
USA
140
Welt
124
World
124
Börsenkurs
113
Share price
113
Kaufkraftparität
103
Purchasing power parity
103
Cointegration
94
Kointegration
94
Panel
91
Panel study
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Economic growth
88
Wirtschaftswachstum
88
Capital income
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Kapitaleinkommen
86
Aktienmarkt
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Volatilität
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Time series analysis
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57
EU-Staaten
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Forecasting model
56
Prognoseverfahren
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Estimation theory
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Schätztheorie
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China
46
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102
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English
102
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Gil-Alaña, Luis A.
9
Caporale, Guglielmo Maria
5
Tiwari, Aviral Kumar
4
Chang, Tsangyao
3
Bahmani-Oskooee, Mohsen
2
Cai, Yifei
2
Carcel, Hector
2
Cook, Steven
2
Gupta, Rangan
2
Ranjbar, Omid
2
Urasawa, Satoshi
2
Yamada, Hiroshi
2
Abedin, Md. Thasinul
1
Acquaye, Ivy K.
1
Akosah, Nana Kwame
1
Albulescu, Claudiu Tiberiu
1
Alfonso, António
1
Alsabah, Duaij
1
Altuntas, Mehmet
1
An, Zhen
1
Arbex, Marcelo
1
Bahramian, Pejman
1
Balcombe, Kelvin G.
1
Bamiatzi, Vicky
1
Basher, Syed Abul
1
Beissinger, Thomas
1
Belazreg, Walid
1
Bentzen, Jan
1
Berument, Hakan
1
Bian, Yang
1
Bozos, Konstantinos
1
Brooks, Robert
1
Caetano, Sidney Martins
1
Carbonero-Ruz, Mariano
1
Castro, Francisco de
1
Catalão-Lopes, Margarida
1
Cavicchioli, Maddalena
1
Chang, Ya-hui
1
Chen, Fei
1
Chou, Li-ling
1
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Applied economics letters
Applied economics
162
Economic modelling
157
Journal of econometrics
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
CESifo working papers
121
Economics letters
114
Working paper
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Energy economics
95
International journal of forecasting
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Discussion paper / Tinbergen Institute
73
Journal of international money and finance
64
International review of economics & finance : IREF
62
Journal of economic dynamics & control
61
CAMA working paper series
59
The North American journal of economics and finance : a journal of financial economics studies
59
Journal of forecasting
58
Journal of macroeconomics
55
Journal of applied econometrics
53
Macroeconomic dynamics
53
Finance research letters
49
Journal of empirical finance
45
Working paper series / European Central Bank
44
Discussion paper / Centre for Economic Policy Research
43
Econometric reviews
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
Discussion papers / CEPR
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
Discussion paper
38
International journal of finance & economics : IJFE
37
Journal of banking & finance
37
Applied financial economics
32
International journal of economics and financial issues : IJEFI
32
Cambridge working papers in economics
31
NBER Working Paper
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
CREATES research paper
30
Economics and finance working paper series
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Testing fiscal sustainability in OECD countries : new evidence from the past centuries
Saadaoui, Jamel
;
Lau, Chi Keung
;
Cai, Yifei
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 676-682
Persistent link: https://www.econbiz.de/10014557825
Saved in:
3
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
4
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
5
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
6
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
7
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
8
PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban
;
Altuntas, Mehmet
;
Kilic, Emre
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 731-737
Persistent link: https://www.econbiz.de/10013171045
Saved in:
9
Does a shrinking labor force reduce FDI inflows in OECD countries?
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1654-1658
Persistent link: https://www.econbiz.de/10013412250
Saved in:
10
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
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