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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation
Portfolio-Management
Prognoseverfahren
Theorie
3,647
Theory
3,647
Monetary policy
341
Schätzung
341
Geldpolitik
340
Time series analysis
273
Portfolio selection
270
Volatility
222
Volatilität
222
CAPM
200
Capital income
194
Kapitaleinkommen
194
Estimation theory
185
Schätztheorie
185
Forecasting model
181
Risk
181
Risiko
179
USA
179
United States
179
Börsenkurs
166
Share price
166
Stochastic process
163
Stochastischer Prozess
163
Learning process
160
Lernprozess
160
Business cycle
158
Konjunktur
158
Schock
143
Shock
143
Rational expectations
137
Rationale Erwartung
137
Fiscal policy
127
Finanzpolitik
126
Dynamic equilibrium
124
Dynamisches Gleichgewicht
124
Overlapping Generations
118
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Undetermined
367
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93
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Article
828
Book / Working Paper
94
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Aufsatz in Zeitschrift
Graue Literatur
Article in journal
834
Non-commercial literature
88
Arbeitspapier
30
Working Paper
30
Collection of articles of several authors
7
Sammelwerk
7
Systematic review
2
Übersichtsarbeit
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English
922
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Chan, Joshua
17
Kapetanios, George
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Koop, Gary
7
Harvey, David I.
6
Leybourne, Stephen James
6
Pagan, Adrian R.
6
Schorfheide, Frank
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Castelnuovo, Efrem
5
Haque, Qazi
5
Li, Kai
5
Lillo, Fabrizio
5
Lioui, Abraham
5
Maasoumi, Esfandiar
5
Munk, Claus
5
Psaradakis, Zacharias G.
5
Strachan, Rodney W.
5
Tzavalis, Elias
5
Andreou, Elena
4
Branger, Nicole
4
Canova, Fabio
4
Dijk, Dick van
4
Franses, Philip Hans
4
Gallegati, Mauro
4
Gouriéroux, Christian
4
Görtz, Christoph
4
Hendry, David F.
4
Herwartz, Helmut
4
Kilian, Lutz
4
McAleer, Michael
4
Paccagnini, Alessia
4
Panchenko, Valentyn
4
Ullah, Aman
4
Aguiar-Conraria, Luís
3
Baillie, Richard
3
Caggiano, Giovanni
3
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HFDF <1, 1995, Zürich>
1
Published in...
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CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of economic dynamics & control
Journal of empirical finance
International journal of forecasting
770
Working paper / National Bureau of Economic Research, Inc.
712
Economics letters
602
Journal of econometrics
590
Journal of forecasting
531
Discussion paper / Centre for Economic Policy Research
499
Applied economics
480
European journal of operational research : EJOR
466
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
459
Economic modelling
401
Journal of banking & finance
383
Discussion paper / Tinbergen Institute
370
Insurance / Mathematics & economics
360
CESifo working papers
350
Working paper
308
Finance research letters
304
Applied economics letters
302
Discussion paper series / IZA
300
Journal of applied econometrics
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
257
Econometric theory
237
Journal of international money and finance
229
Computational economics
219
Management science : journal of the Institute for Operations Research and the Management Sciences
215
Risks : open access journal
205
Discussion paper
203
International review of economics & finance : IREF
200
Journal of financial economics
195
The journal of finance : the journal of the American Finance Association
193
Quantitative finance
189
The European journal of finance
181
Journal of macroeconomics
180
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
177
Research paper series / Swiss Finance Institute
174
International journal of theoretical and applied finance
173
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
172
Energy economics
170
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ECONIS (ZBW)
922
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
Saved in:
3
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
-
2024
Persistent link: https://www.econbiz.de/10014520078
Saved in:
4
Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon
;
Durlauf, Steven N.
;
Hu, Bo
;
Park, Joon Y.
-
2024
Persistent link: https://www.econbiz.de/10014520390
Saved in:
5
Quantifying qualitative survey data with panel data structure
Botsis, Alexandros
;
Görtz, Christoph
;
Sakellarēs, …
-
2024
Persistent link: https://www.econbiz.de/10014520400
Saved in:
6
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
7
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
8
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
9
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
10
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
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