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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Benati, Luca"
~person:"Cakici, Nusret"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Capital income"
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Media-expressed tone"
~subject:"Schock"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Capital income
Einheitswurzeltest
Forecasting model
Media-expressed tone
Schock
Unit root test
Estimation
4
Prognoseverfahren
4
Schätzung
4
VAR model
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Time series analysis
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Zeitreihenanalyse
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Australien
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Capital market returns
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Kapitalmarktrendite
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Shock
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The cross-section of stock returns
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1950-2004
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Benati, Luca
Cakici, Nusret
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Li, Kai
5
Lütkepohl, Helmut
5
Bachmann, Ruediger
4
Kollmann, Robert
4
Tu, Jun
4
Diks, Cees G. H.
3
Fève, Patrick
3
Gallegati, Mauro
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Guay, Alain
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Guo, Bin
3
Hanaki, Nobuyuki
3
Huber, Jürgen
3
Li, Youwei
3
Liu, Xiaochun
3
Panchenko, Valentyn
3
Zaremba, Adam
3
Akiyama, Eizo
2
Ambler, Steve
2
Auray, Stéphane
2
Ben Zeev, Nadav
2
Bhattacharya, Joydeep
2
Bidarkota, Prasad V.
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Boppart, Timo
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Bruns, Martin
2
Chaudourne, Jeremy
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Chen, Zilin
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Dijk, Dick van
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Dindo, Pietro
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Gençay, Ramazan
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Giannitsarou, Chryssi
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Gomes, Diego Braz Pereira
2
Guo, Li
2
Heijdra, Ben J.
2
Herwartz, Helmut
2
Huang, Fuzhe
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Journal of economic dynamics & control
Cowles Foundation discussion paper
43
SFB 649 discussion paper
31
Journal of econometrics
17
Applied economics
15
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
11
Journal of banking & finance
11
Econometric theory
8
Journal of international financial markets, institutions & money
5
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of risk and financial management : JRFM
4
Applied economics letters
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economia internazionale
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of monetary economics
3
Pacific-Basin finance journal
3
Borsa Istanbul Review
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of financial economics
2
Journal of forecasting
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Quantitative finance
2
Review of Pacific Basin financial markets and policies
2
Review of quantitative finance and accounting
2
The Chinese economy
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The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
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ECONIS (ZBW)
6
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
3
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
4
Identifying noise shocks
Benati, Luca
;
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012501450
Saved in:
5
Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
Saved in:
6
Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca
;
Goodhart, Charles
- In:
Journal of economic dynamics & control
32
(
2008
)
4
,
pp. 1236-1272
Persistent link: https://www.econbiz.de/10003723721
Saved in:
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