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~isPartOf:"Journal of economic dynamics & control"
~subject:"Stock market"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
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Search: subject:"Zeitreihenanalyse"
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Stock market
Zustandsraummodell
Time series analysis
109
Zeitreihenanalyse
109
Theorie
65
Theory
65
Estimation
30
Schätzung
30
Business cycle
17
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17
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17
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17
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Aguiar-Conraria, Luís
3
Martins, Manuel Mota Freitas
3
Soares, Maria Joana
3
Chan, Joshua
2
Ahn, Hie Joo
1
Arthur, W. Brian
1
Berger, Tino
1
Bu, Di
1
Charemza, Wojciech
1
Chauvet, Marcelle
1
Chung, Hess
1
Delle Monache, Davide
1
Dendramis, Yiannis
1
Everaert, Gerdie
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Fuentes-Albero, Cristina
1
Gallegati, Marco
1
Giri, Federico
1
Grant, Angelia L.
1
Harvey, Andrew C.
1
Jungbacker, Borus
1
Kaizoji, Taisei
1
Kapetanios, George
1
Koopman, Siem Jan
1
LeBaron, Blake Dean
1
Liao, Yin
1
Lifshits, Mikhail
1
Lux, Thomas
1
Makarova, Svetlana
1
Mertens, Elmar
1
Mi, Yunlong
1
Nazliben, K. Korhan
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Palestrini, Antonio
1
Palmer, Richard
1
Paustian, Matthias
1
Peng, Hongfeng
1
Pfajfar, Damjan
1
Pfarrhofer, Michael
1
Rodríguez, Juan Carlos
1
Santi, Caterina
1
Schmitt, Noemi
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Journal of economic dynamics & control
Economic modelling
50
International journal of forecasting
46
Computational economics
43
Journal of econometrics
32
Energy economics
30
Economics letters
29
Applied economics
27
Journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
International review of economics & finance : IREF
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Finance research letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics letters
15
Econometric reviews
15
International review of financial analysis
15
Journal of empirical finance
15
Applied financial economics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Research in international business and finance
13
Econometrics : open access journal
12
Journal of macroeconomics
12
Journal of risk and financial management : JRFM
12
Journal of banking & finance
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Journal of international financial markets, institutions & money
10
The empirical economics letters : a monthly international journal of economics
10
Financial innovation : FIN
9
International journal of economics and finance
9
International journal of finance & economics : IJFE
9
Journal of quantitative economics
9
Quantitative finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CBN journal of applied statistics
8
International journal of economics and financial issues : IJEFI
8
Pacific-Basin finance journal
8
Romanian journal of economic forecasting
8
The econometrics journal
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ECONIS (ZBW)
22
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1
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
2
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
3
Precision-based sampling for state space models that have no measurement error
Mertens, Elmar
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014480317
Saved in:
4
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
5
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
6
Latent variables analysis in structural models : A new decomposition of the kalman smoother
Chung, Hess
;
Fuentes-Albero, Cristina
;
Paustian, Matthias
; …
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012667010
Saved in:
7
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
8
Okun's Law across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
Saved in:
9
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
10
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
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