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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
Kapitaleinkommen
Prognoseverfahren
Stochastischer Prozess
Theorie
Time varying parameters
Theory
2,353
Geldpolitik
334
Monetary policy
334
Estimation
267
Schätzung
267
USA
261
United States
261
Time series analysis
204
Volatility
170
Volatilität
170
Estimation theory
168
Schätztheorie
168
Capital income
160
CAPM
133
Forecasting model
128
Konjunktur
121
Börsenkurs
120
Share price
120
Business cycle
119
Inflation
119
Portfolio selection
118
Portfolio-Management
118
Risiko
110
Risk
110
Schock
94
Shock
94
Statistical test
81
Statistischer Test
81
Stochastic process
81
ARCH model
77
ARCH-Modell
77
Financial market
76
Finanzmarkt
76
Risk premium
72
Preisrigidität
71
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Undetermined
642
Free
7
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30
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Article in journal
2,319
Aufsatz in Zeitschrift
2,319
Conference paper
42
Konferenzbeitrag
42
Systematic review
19
Übersichtsarbeit
19
Bibliografie enthalten
7
Bibliography included
7
Collection of articles of several authors
4
Conference proceedings
4
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4
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4
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3
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2,353
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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
Franses, Philip Hans
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
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
Abel, Andrew B.
6
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
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Schweizerische Nationalbank
3
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
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
The American economic review
2,357
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)
2,353
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1
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10
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2,353
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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
Saved in:
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