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~isPartOf:"CREATES research paper"
~subject:"Einkommensverteilung"
~subject:"Game theory"
~subject:"Geldpolitik"
~subject:"General equilibrium"
~subject:"Spieltheorie"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
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Einkommensverteilung
Game theory
Geldpolitik
General equilibrium
Spieltheorie
Wirtschaftswachstum
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Schätztheorie
18
Yield curve
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Zinsstruktur
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
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Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
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ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
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Graue Literatur
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Nonejad, Nima
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Proietti, Tommaso
3
Bauwens, Luc
2
Callot, Laurent
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Kristensen, Johannes Tang
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Andreasen, Martin Møller
1
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Boldrini, Lorenzo
1
Bork, Lasse
1
Borup, Daniel
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
Christoffersen, Peter F.
1
Davidson, Russell
1
Dewachter, Hans
1
Dijk, Herman K. van
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
740
Discussion paper / Centre for Economic Policy Research
719
CESifo working papers
534
Working paper
432
Discussion paper / Tinbergen Institute
367
Discussion paper / Center for Economic Research, Tilburg University
328
Working paper series / European Central Bank
246
Discussion paper series / IZA
230
Discussion papers / CEPR
229
Discussion paper
226
CORE discussion paper : DP
194
IMF working paper
158
Working paper series
152
Finance and economics discussion series
149
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
144
Europäische Hochschulschriften / 5
137
Cowles Foundation discussion paper
130
Working papers
127
CAMA working paper series
125
Nota di lavoro / Fondazione Eni Enrico Mattei
110
Kiel working paper
109
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
Discussion papers in economics
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
99
Discussion paper series
95
Staff reports / Federal Reserve Bank of New York
92
Staff working paper / Bank of Canada
92
Policy research working paper : WPS
87
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
87
Working paper series / European Central Bank ; Eurosystem
86
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
84
Sveriges Riksbank working paper series
83
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Research paper / University of Melbourne, Department of Economics
79
Working papers series / Federal Reserve Bank of San Francisco
78
Bank of Finland research discussion papers
77
Kieler Arbeitspapiere
77
EUI working paper / ECO
69
International finance discussion papers
69
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ECONIS (ZBW)
75
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1
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
5
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
6
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
7
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
8
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
9
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
10
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
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