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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Operations research letters"
~subject:"CAPM"
~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
CAPM
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
4,274
Mathematical programming
542
Mathematische Optimierung
542
Geldpolitik
495
Monetary policy
495
USA
380
United States
380
Estimation
356
Schätzung
356
Time series analysis
236
Volatility
210
Volatilität
210
Stochastic process
206
Business cycle
198
Konjunktur
198
Capital income
178
Estimation theory
173
Schock
173
Schätztheorie
173
Shock
173
Risk
170
Risiko
169
Inflation
168
Portfolio selection
167
Portfolio-Management
167
Forecasting model
159
Prognoseverfahren
159
Algorithm
143
Algorithmus
143
Endogenes Wachstumsmodell
143
Endogenous growth model
143
Börsenkurs
137
Share price
137
Economic growth
132
Wirtschaftswachstum
131
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Undetermined
1,582
Free
30
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Book / Working Paper
33
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Aufsatz in Zeitschrift
Article in journal
4,274
Conference paper
42
Konferenzbeitrag
42
Systematic review
20
Übersichtsarbeit
20
Bibliografie enthalten
7
Bibliography included
7
Mehrbändiges Werk
6
Multi-volume publication
6
Collection of articles of several authors
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3
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4,274
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Serletis, Apostolos
14
Sargent, Thomas J.
13
Turnovsky, Stephen J.
13
Woodford, Michael
13
Maasoumi, Esfandiar
12
McAleer, Michael
12
Smith, Bruce D.
12
Letchford, Adam N.
11
Taylor, Robert
11
Bullard, James Brian
10
Evans, George W.
10
Kocherlakota, Narayana Rao
10
Krusell, Per
10
Phillips, Peter C. B.
10
Devereux, Michael B.
9
Franses, Philip Hans
9
Ireland, Peter N.
9
Rogerson, Richard Donald
9
Williamson, Stephen D.
9
Wright, Randall D.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Christiano, Lawrence J.
8
Dotsey, Michael
8
Fuerst, Timothy S.
8
Gersbach, Hans
8
Ghate, Archis
8
Gouriéroux, Christian
8
Hommes, Cars H.
8
Levin, Andrew T.
8
Liu, Zheng
8
McCallum, Bennett T.
8
Quadrini, Vincenzo
8
Schaefer, Andrew J.
8
Schorfheide, Frank
8
Ullah, Aman
8
Uribe, Martín
8
Collard, Fabrice
7
Farmer, Roger E. A.
7
Huang, Kevin X. D.
7
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Schweizerische Nationalbank
3
Published in...
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
Macroeconomic dynamics
Operations research letters
Economics letters
5,146
European journal of operational research : EJOR
4,746
Journal of economic theory
2,852
Journal of economic dynamics & control
2,361
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
European economic review : EER
1,889
International journal of production research
1,881
Games and economic behavior
1,845
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
Journal of public economics
1,708
Economic modelling
1,632
Journal of econometrics
1,558
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,482
Applied economics
1,481
Management science : journal of the Institute for Operations Research and the Management Sciences
1,416
Journal of banking & finance
1,361
The economic journal : the journal of the Royal Economic Society
1,355
International economic review
1,335
Public choice
1,330
Social choice and welfare
1,294
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
1,149
American journal of agricultural economics
1,141
Journal of mathematical economics
1,116
Journal of macroeconomics
1,096
Applied economics letters
1,066
The Canadian journal of economics
1,062
The review of economic studies
1,019
Journal of political economy
1,014
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,009
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
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ECONIS (ZBW)
4,274
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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
Endogenous uncertainty and monetary policy
Kang, ShinHyuck
;
Park, Kwangyong
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 462-477
Persistent link: https://www.econbiz.de/10014485320
Saved in:
3
Social security safety net with rare event risk
Hunt, Erin Cottle
;
Caliendo, Frank
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 495-515
Persistent link: https://www.econbiz.de/10014485340
Saved in:
4
Asymmetric effects of news through uncertainty
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 74-98
Persistent link: https://www.econbiz.de/10014465383
Saved in:
5
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
6
Love of novelty : a source of innovation-based growth... : or underdevelopment traps?
Furukawa, Yuichi
;
Lai, Tat-kei
;
Sato, Kenji
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 647-674
Persistent link: https://www.econbiz.de/10014519889
Saved in:
7
Three liquid assets
Amendola, Nicola
;
Carbonari, Lorenzo
;
Ferraris, Leo
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10014519890
Saved in:
8
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:
9
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:
10
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
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