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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The American economic review"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
4,710
USA
565
United States
565
Geldpolitik
407
Monetary policy
407
Estimation
344
Schätzung
344
Time series analysis
214
Volatility
190
Volatilität
190
Capital income
177
Estimation theory
177
Schätztheorie
177
Börsenkurs
168
Share price
168
Konjunktur
163
Business cycle
161
Risiko
158
Risk
157
CAPM
152
Forecasting model
146
Prognoseverfahren
146
Portfolio selection
142
Portfolio-Management
142
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139
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131
Shock
131
Game theory
112
Spieltheorie
112
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106
Finanzmarkt
106
Welt
106
World
106
Asymmetric information
102
Asymmetrische Information
102
Economic growth
101
Wirtschaftswachstum
101
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Undetermined
856
Free
7
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Book / Working Paper
30
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4,566
Aufsatz in Zeitschrift
4,566
Conference paper
80
Konferenzbeitrag
80
Systematic review
20
Übersichtsarbeit
20
Bibliografie enthalten
12
Bibliography included
12
Collection of articles of several authors
8
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8
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4
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4
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3
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1
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1
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4,710
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Woodford, Michael
19
Caballero, Ricardo J.
17
Stiglitz, Joseph E.
16
Sargent, Thomas J.
15
Acemoglu, Daron
14
Cooper, Russell W.
14
Maasoumi, Esfandiar
13
Abel, Andrew B.
12
Alesina, Alberto
12
McAleer, Michael
12
Uribe, Martín
12
Chari, Varadarajan V.
11
Christiano, Lawrence J.
11
Devereux, Michael B.
11
Engel, Charles
11
Galí, Jordi
11
Hall, Robert Ernest
11
Krusell, Per
11
Rogerson, Richard Donald
11
Schorfheide, Frank
11
Smith, Bruce D.
11
Svensson, Lars E. O.
11
Taylor, Robert
11
Wright, Randall D.
11
Blanchard, Olivier
10
Kehoe, Patrick J.
10
Kocherlakota, Narayana Rao
10
Maggi, Giovanni
10
McCallum, Bennett T.
10
Phillips, Peter C. B.
10
Roth, Alvin E.
10
Ríos-Rull, José-Víctor
10
Summers, Lawrence Henry
10
Tirole, Jean
10
Angeletos, Marios
9
Auerbach, Alan J.
9
Ball, Laurence M.
9
Dotsey, Michael
9
Durlauf, Steven N.
9
Evans, George W.
9
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Schweizerische Nationalbank
3
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
The American economic review
Economics letters
5,232
European journal of operational research : EJOR
4,844
Journal of economic theory
2,874
Journal of economic dynamics & control
2,373
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
Journal of economic behavior & organization : JEBO
2,199
European economic review : EER
1,909
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
The economic journal : the journal of the Royal Economic Society
1,776
Journal of public economics
1,727
Economic modelling
1,632
Journal of econometrics
1,572
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,510
Applied economics
1,508
Management science : journal of the Institute for Operations Research and the Management Sciences
1,430
Journal of banking & finance
1,374
Public choice
1,371
International economic review
1,355
Social choice and welfare
1,301
International journal of production economics
1,256
Journal of international economics
1,247
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,189
American journal of agricultural economics
1,177
International journal of industrial organization
1,154
Journal of mathematical economics
1,116
Journal of macroeconomics
1,104
The Canadian journal of economics
1,094
Journal of economics
1,088
Southern economic journal
1,082
Applied economics letters
1,066
Journal of political economy
1,036
The review of economic studies
1,024
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,012
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1,002
Insurance / Mathematics & economics
990
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ECONIS (ZBW)
4,710
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
9
Horizontal mergers and heterogeneous firm investments : evidence from the United States
Li, Dongxu
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491874
Saved in:
10
Carbon dioxide and asset pricing : evidence from international stock markets
Chen, Zhuo
;
Liu, Jinyu
;
Lu, Andrea
;
Tao, Libin
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491880
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