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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~person:"Canova, Fabio"
~person:"Engel, Charles"
~subject:"Capital income"
~subject:"Financial frictions"
~subject:"Forecasting model"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Price convergence"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Capital income
Financial frictions
Forecasting model
Inflation
Kapitaleinkommen
Price convergence
Stochastischer Prozess
Theorie
Time varying parameters
Theory
12
Exchange rate
4
Kaufkraftparität
4
Purchasing power parity
4
Wechselkurs
4
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
VAR model
3
VAR-Modell
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Volatility
3
Volatilität
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World
3
Bayes-Statistik
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Bayesian inference
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Currency derivative
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Estimation
2
Exchange Rate Pass-Through
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Exchange rate pass-through
2
Geldpolitik
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Monetary policy
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US dollar
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1975-1991
1
Bewertung
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Business cycle
1
Economic forecast
1
Economic target
1
Efficient market hypothesis
1
Effizienzmarkthypothese
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Evaluation
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Exchange rate policy
1
Exchange rates
1
Factor analysis
1
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Aufsatz in Zeitschrift
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12
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English
12
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Canova, Fabio
Engel, Charles
Maasoumi, Esfandiar
12
McAleer, Michael
12
Woodford, Michael
12
Taylor, Robert
11
Kocherlakota, Narayana Rao
10
Phillips, Peter C. B.
10
Sargent, Thomas J.
10
Devereux, Michael B.
9
Krusell, Per
9
Rogerson, Richard Donald
9
Smith, Bruce D.
9
Baltagi, Badi H.
8
Dotsey, Michael
8
Gouriéroux, Christian
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Quadrini, Vincenzo
8
Schorfheide, Frank
8
Ullah, Aman
8
Williamson, Stephen D.
8
Christiano, Lawrence J.
7
Franses, Philip Hans
7
Fuerst, Timothy S.
7
Pesaran, M. Hashem
7
RÃos-Rull, José-VÃctor
7
Spanos, Aris
7
Svensson, Lars E. O.
7
Teles, Pedro
7
Uribe, MartÃn
7
Wright, Randall D.
7
Bullard, James Brian
6
Chari, Varadarajan V.
6
Collard, Fabrice
6
Geweke, John
6
Harvey, David I.
6
Ireland, Peter N.
6
King, Robert G.
6
Leeper, Eric M.
6
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
International economic review
7
Journal of money, credit and banking : JMCB
6
Journal of international economics
5
The American economic review
5
Journal of economic dynamics & control
4
European economic review : EER
2
IMF staff papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of international money and finance
2
NBER macroeconomics annual
2
American economic journal : a journal of the American Economic Association
1
Annual review of economics
1
Brookings trade forum
1
Economic review
1
Información comercial española / Cuadernos económicos
1
International tax and public finance
1
Journal of applied econometrics
1
Journal of development economics
1
Journal of political economy
1
Journal of the European Economic Association
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
NBER reporter online
1
Oxford economic papers
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Purchasing power parity
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of development economics
1
Review of economic dynamics
1
Revista de economÃa
1
Ricerche economiche
1
The review of economic studies
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The review of economic studies : RES
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ECONIS (ZBW)
12
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1
Real exchange rate convergence : the roles of price stickiness and monetary policy
Engel, Charles
- In:
Journal of monetary economics
103
(
2019
),
pp. 21-32
Persistent link: https://www.econbiz.de/10012265052
Saved in:
2
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
,
pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Saved in:
3
Business cycle measurement with some theory
Canova, Fabio
;
Paustian, Matthias
- In:
Journal of monetary economics
58
(
2011
)
4
,
pp. 345-361
Persistent link: https://www.econbiz.de/10009317569
Saved in:
4
Back to square one : identification issues in DSGE models
Canova, Fabio
;
Sala, Luca
- In:
Journal of monetary economics
56
(
2009
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10003850575
Saved in:
5
Expenditure switching versus real exchange rate stabilization : competing objectives for exchange rate policy
Devereux, Michael B.
;
Engel, Charles
- In:
Journal of monetary economics
54
(
2007
)
8
,
pp. 2346-2374
Persistent link: https://www.econbiz.de/10003614275
Saved in:
6
Bayesian analysis of DSGE models by S. An and F. Schorfheide
Canova, Fabio
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 187-192
Persistent link: https://www.econbiz.de/10003509086
Saved in:
7
Bayesian analysis of DSGE models : rejoinder
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 211-219
Persistent link: https://www.econbiz.de/10003509113
Saved in:
8
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
Devereux, Michael B.
;
Engel, Charles
- In:
Journal of monetary economics
49
(
2002
)
5
,
pp. 913-940
Persistent link: https://www.econbiz.de/10001700807
Saved in:
9
Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
Duarte, Margarida
;
Stockman, Alan C.
- In:
Journal of monetary economics
49
(
2002
)
5
,
pp. 941-946
Persistent link: https://www.econbiz.de/10001700809
Saved in:
10
The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles
- In:
Journal of empirical finance
3
(
1996
)
2
,
pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
Saved in:
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