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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~subject:"Capital income"
~subject:"Financial frictions"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Capital income
Financial frictions
Forecasting model
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
2,330
Geldpolitik
326
Monetary policy
326
Estimation
268
Schätzung
268
USA
254
United States
254
Time series analysis
198
Volatility
170
Volatilität
170
Estimation theory
167
Schätztheorie
167
CAPM
134
Prognoseverfahren
127
Portfolio selection
121
Portfolio-Management
121
Börsenkurs
120
Share price
120
Business cycle
118
Konjunktur
118
Inflation
115
Risiko
110
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110
Schock
93
Shock
93
Statistical test
84
Statistischer Test
84
Stochastic process
81
ARCH model
77
ARCH-Modell
77
Financial market
74
Finanzmarkt
74
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71
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71
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Undetermined
653
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7
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24
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Conference paper
42
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42
Systematic review
19
Übersichtsarbeit
19
Bibliografie enthalten
7
Bibliography included
7
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4
Conference proceedings
4
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4
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4
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3
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2,330
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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
Ríos-Rull, José-Víctor
7
Spanos, Aris
7
Svensson, Lars E. O.
7
Teles, Pedro
7
Uribe, Martín
7
Wright, Randall D.
7
Bullard, James Brian
6
Canova, Fabio
6
Chari, Varadarajan V.
6
Collard, Fabrice
6
Engel, Charles
6
Geweke, John
6
Harvey, David I.
6
Ireland, Peter N.
6
King, Robert G.
6
Leeper, Eric M.
6
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Schweizerische Nationalbank
3
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
Economics letters
5,145
European journal of operational research : EJOR
4,889
Journal of economic theory
2,857
Journal of economic dynamics & control
2,393
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
1,933
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
1,488
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
1,453
Journal of banking & finance
1,361
The economic journal : the journal of the Royal Economic Society
1,359
International economic review
1,347
Public choice
1,339
Social choice and welfare
1,308
International journal of production economics
1,282
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
Journal of political economy
1,024
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
Energy economics
980
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ECONIS (ZBW)
2,330
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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
Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
; …
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
Saved in:
9
MCMC conditional maximum likelihood for the two-way fixed-effects logit
Bartolucci, Francesco
;
Pigini, Claudia
;
Valentini, Francesco
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 379-404
Persistent link: https://www.econbiz.de/10014551536
Saved in:
10
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
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