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~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"United States"
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State space model
Time series analysis
United States
Zeitreihenanalyse
193
Theorie
100
Theory
100
Estimation
58
Schätzung
58
Volatility
56
Volatilität
56
Capital income
35
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193
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Chan, Joshua
4
Gil-Alaña, Luis A.
4
Österholm, Pär
4
Aguiar-Conraria, Luís
3
Al-Yahyaee, Khamis Hamed
3
Aoki, Masanao
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Caporale, Guglielmo Maria
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Gupta, Rangan
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Havenner, Arthur
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Lütkepohl, Helmut
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Mensi, Walid
3
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Benati, Luca
2
Berger, Tino
2
Canova, Fabio
2
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2
Cogley, Timothy
2
De Luca, Giovanni
2
Diks, Cees G. H.
2
Everaert, Gerdie
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Ji, Qiang
2
Kapetanios, George
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Kladívko, Kamil
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Mertens, Elmar
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2
Potter, Simon M.
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Rivieccio, Giorgia
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Tiwari, Aviral Kumar
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Yoon, Seong-min
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Agbeyege, Terence D.
1
Ahn, Hie Joo
1
Akyildirim, Erdinc
1
Alemdar, Nedim M.
1
Altansukh, Gantungalag
1
Amir Ahmadi, Pooyan
1
Andor, György
1
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Finance research letters
Journal of economic dynamics & control
Journal of econometrics
672
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
219
Applied economics letters
217
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
198
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
176
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
132
Discussion paper / Centre for Economic Policy Research
111
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
193
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1
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
2
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
Saved in:
3
Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
Liu, Dinggao
;
Chen, Kaijie
;
Cai, Yi
;
Tang, Zhenpeng
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491001
Saved in:
4
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
5
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
6
Financial contagion and the TIR-MIDAS model
Ye, Wuyi
;
Jiang, Kunliang
;
Liu, Xiaoquan
- In:
Finance research letters
39
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
Saved in:
7
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
8
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
Saved in:
9
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
10
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
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