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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of economic dynamics"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Bassetto, Marco"
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Liao, Yuan"
~person:"Pelger, Markus"
~person:"Phillips, Peter C. B."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Bassetto, Marco
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Liao, Yuan
Pelger, Markus
Phillips, Peter C. B.
Hommes, Cars H.
8
Linton, Oliver
7
Tsionas, Efthymios G.
7
Chan, Joshua
6
Gallegati, Mauro
6
Nakata, Taisuke
6
Schorfheide, Frank
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Yu, Jun
6
Diebold, Francis X.
5
Galvão Júnior, Antônio Fialho
5
Gao, Jiti
5
Hanaki, Nobuyuki
5
Kapetanios, George
5
Arifovic, Jasmina
4
Aruoba, S. Borağan
4
Aït-Sahalia, Yacine
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Barigozzi, Matteo
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Casarin, Roberto
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Patton, Andrew J.
4
Ravikumar, B.
4
Reichlin, Pietro
4
Seo, Myung Hwan
4
Su, Liangjun
4
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CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of economic dynamics & control
Review of economic dynamics
Econometric theory
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
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5
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
4
International journal of forecasting
4
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3
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3
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3
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3
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Journal of financial econometrics
2
Journal of monetary economics
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Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of financial studies
2
Annual review of financial economics
1
Climate change economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic modelling
1
Energy economics
1
European economic review : EER
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Macroeconomic dynamics
1
Management international review : mir ; journal of international business
1
Metroeconomica : international review of economics
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in economics : an international review of economics
1
Resource and energy economics
1
Structural change and economic dynamics : SC+ED
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
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1
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
2
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
Credit crunches and credit allocation in a model of entrepreneurship
Bassetto, Marco
;
Cagetti, Marco
;
De Nardi, Mariacristina
- In:
Review of economic dynamics
18
(
2015
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10011564083
Saved in:
5
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Inequality in human capital and endogenous credit constraints
Hai, Rong
;
Heckman, James J.
- In:
Review of economic dynamics
25
(
2017
),
pp. 4-36
Persistent link: https://www.econbiz.de/10011893676
Saved in:
8
The fiscal
theory
of the price level in a
world
of low interest rates
Bassetto, Marco
;
Cui, Wei
- In:
Journal of economic dynamics & control
89
(
2018
),
pp. 5-22
Persistent link: https://www.econbiz.de/10011973947
Saved in:
9
Comments on "the fiscal
theory
of the price level in a
world
with low interest rates," by M. Bassetto and W. Cui
Williamson, Stephen D.
- In:
Journal of economic dynamics & control
89
(
2018
),
pp. 23-25
Persistent link: https://www.econbiz.de/10011973949
Saved in:
10
A dynamic network model of the unsecured interbank lending market
Blasques, Francisco
;
Bräuning, Falk
;
Lelyveld, Iman van
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 310-342
Persistent link: https://www.econbiz.de/10011974088
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