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~isPartOf:"Journal of applied econometrics"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Großbritannien
Share price
USA
Statistical distribution
34
Statistische Verteilung
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22
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22
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Marcellino, Massimiliano
2
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Banerjee, Anindya
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1
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1
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1
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1
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
24
The journal of futures markets
16
The review of financial studies
16
Economics letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied economics
13
International journal of forecasting
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Applied financial economics
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Finance research letters
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Journal of forecasting
9
The European journal of finance
9
Journal of banking & finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of political economy
8
Applied economics letters
7
The journal of finance : the journal of the American Finance Association
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
Econometric reviews
5
International journal of theoretical and applied finance
5
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5
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
5
The journal of real estate finance and economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
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International Journal of Financial Studies : open access journal
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Sectoral slowdowns in the United Kingdom : evidence from transmission probabilities and economic linkages
Janssens, Eva
;
Lumsdaine, Robin L.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 22-40
Persistent link: https://www.econbiz.de/10014474431
Saved in:
2
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
3
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
4
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
5
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
6
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
7
Identifying the independent sources of consumption variation
Barigozzi, Matteo
;
Moneta, Alessio
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 420-449
Persistent link: https://www.econbiz.de/10011644342
Saved in:
8
Identifying causal mechanisms (primarily) based on inverse probability weighting
Huber, Martin
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 920-943
Persistent link: https://www.econbiz.de/10010492759
Saved in:
9
Pooling versus model selection for nowcasting GDP with many predictors : empirical evidence for six industrialized countries
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 392-411
Persistent link: https://www.econbiz.de/10009756514
Saved in:
10
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
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