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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~subject:"Financial frictions"
~subject:"Forecasting model"
~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
Forecasting model
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
2,319
Geldpolitik
326
Monetary policy
326
Estimation
266
Schätzung
266
USA
254
United States
254
Time series analysis
197
Volatility
170
Volatilität
170
Estimation theory
167
Schätztheorie
167
Capital income
159
CAPM
133
Prognoseverfahren
126
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120
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120
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Portfolio selection
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Inflation
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109
Schock
93
Shock
93
Statistical test
81
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81
Stochastic process
81
ARCH model
77
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77
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74
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74
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7
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24
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Aufsatz in Zeitschrift
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2,319
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42
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42
Systematic review
19
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19
Bibliografie enthalten
7
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2,319
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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
5,146
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
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)
2,319
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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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