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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Journal of political economy"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
3,350
USA
435
United States
435
Geldpolitik
343
Monetary policy
343
Estimation
317
Schätzung
317
Time series analysis
202
Volatility
184
Volatilität
184
Estimation theory
176
Schätztheorie
176
Capital income
173
CAPM
161
Business cycle
140
Konjunktur
140
Börsenkurs
139
Risiko
139
Risk
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Portfolio selection
134
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Forecasting model
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Prognoseverfahren
131
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125
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91
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91
Stochastic process
89
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89
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89
Statistical test
84
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84
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82
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81
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763
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10
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26
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Aufsatz in Zeitschrift
Article in journal
3,350
Conference paper
42
Konferenzbeitrag
42
Systematic review
22
Übersichtsarbeit
22
Bibliografie enthalten
11
Bibliography included
11
Rezension
10
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3,350
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Wright, Randall D.
16
Rogerson, Richard Donald
15
Rebelo, Sérgio
14
Acemoglu, Daron
13
Chari, Varadarajan V.
13
Kehoe, Patrick J.
13
Maasoumi, Esfandiar
13
Sargent, Thomas J.
13
Woodford, Michael
13
Krusell, Per
12
McAleer, Michael
12
Cochrane, John H.
11
Kocherlakota, Narayana Rao
11
Smith, Bruce D.
11
Taylor, Robert
11
Tirole, Jean
11
Christiano, Lawrence J.
10
Eichenbaum, Martin S.
10
Phillips, Peter C. B.
10
Uribe, Martín
10
Williamson, Stephen D.
10
Chiappori, Pierre-André
9
Devereux, Michael B.
9
Gouriéroux, Christian
9
Grossman, Gene M.
9
Murphy, Kevin M.
9
Nicolini, Juan Pablo
9
Quadrini, Vincenzo
9
Ríos-Rull, José-Víctor
9
Teles, Pedro
9
Baltagi, Badi H.
8
Becker, Gary Stanley
8
Campbell, John Y.
8
Collard, Fabrice
8
Dotsey, Michael
8
Fuerst, Timothy S.
8
Heckman, James J.
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Schorfheide, Frank
8
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Schweizerische Nationalbank
3
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
Journal of political economy
Economics letters
5,146
European journal of operational research : EJOR
4,841
Journal of economic theory
2,857
Journal of economic dynamics & control
2,371
Computers & operations research : and their applications to problems of world concern ; an international journal
2,326
The American economic review
2,247
Journal of economic behavior & organization : JEBO
2,193
International journal of production research
1,921
European economic review : EER
1,889
Games and economic behavior
1,856
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
Journal of public economics
1,709
Economic modelling
1,666
Journal of econometrics
1,558
Applied economics
1,486
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,482
Management science : journal of the Institute for Operations Research and the Management Sciences
1,436
Journal of banking & finance
1,361
The economic journal : the journal of the Royal Economic Society
1,355
International economic review
1,345
Public choice
1,339
Social choice and welfare
1,308
International journal of production economics
1,256
Journal of international economics
1,231
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,186
International journal of industrial organization
1,169
American journal of agricultural economics
1,146
Journal of mathematical economics
1,116
Journal of macroeconomics
1,108
Applied economics letters
1,074
The Canadian journal of economics
1,062
The review of economic studies
1,019
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,009
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
999
Insurance / Mathematics & economics
989
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
984
Macroeconomic dynamics
949
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ECONIS (ZBW)
3,350
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1
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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
Redistributive allocation mechanisms
Akbarpour, Mohammad
;
Dworczak, Piotr
;
Kominers, Scott Duke
- In:
Journal of political economy
132
(
2024
)
6
,
pp. 1831-1875
Persistent link: https://www.econbiz.de/10014633519
Saved in:
3
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:
4
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:
5
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
6
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:
7
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
8
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
9
Asset management contracts and equilibrium prices
Buffa, Andrea M.
;
Vayanos, Dimitri
;
Woolley, Paul
- In:
Journal of political economy
130
(
2022
)
12
,
pp. 3146-3201
Persistent link: https://www.econbiz.de/10013548065
Saved in:
10
Persuasion via weak institutions
Lipnowski, Elliot
;
Ravid, Doron
;
Shishkin, Denis
- In:
Journal of political economy
130
(
2022
)
10
,
pp. 2705-2730
Persistent link: https://www.econbiz.de/10013457555
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