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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Structural change and economic dynamics : SC+ED"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Edenhofer, Ottmar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Lai, Ching-chong"
~person:"Pelger, Markus"
~person:"Schorfheide, Frank"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Asset pricing"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Edenhofer, Ottmar
Heckman, James J.
Herwartz, Helmut
Lai, Ching-chong
Pelger, Markus
Schorfheide, Frank
Serletis, Apostolos
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Yu, Jun
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Aït-Sahalia, Yacine
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Casarin, Roberto
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Galvão Júnior, Antônio Fialho
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3
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3
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Environmental modeling & assessment
Journal of econometrics
Macroeconomic dynamics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
International journal of forecasting
4
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4
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3
FinanzArchiv : public finance analysis
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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2
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2
The Japanese economic review : the journal of the Japanese Economic Association
2
Climate policy
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
European economic review : EER
1
Journal of economics
1
Journal of financial economics
1
Metroeconomica : international review of economics
1
NBER reporter online
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Regional science & urban economics
1
Research in economics : an international review of economics
1
Resource and energy economics
1
The American economic review
1
The B.E. journal of macroeconomics
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
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ECONIS (ZBW)
21
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1
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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 note on environment-dependent time preferences
Chu, Hsun
;
Lai, Ching-chong
;
Liao, Chih-Hsing
- In:
Macroeconomic dynamics
20
(
2016
)
6
,
pp. 1652-1667
Persistent link: https://www.econbiz.de/10011623434
Saved in:
4
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
5
A note on optimal capital taxation with preference externalities
Chang, Cheng-Wei
;
Lai, Ching-chong
- In:
Macroeconomic dynamics
24
(
2020
)
3
,
pp. 729-746
Persistent link: https://www.econbiz.de/10012241007
Saved in:
6
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:
7
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:
8
Oil dependence, international borrowings, and economic instability in a small open economy
Lai, Ching-chong
;
Chin, Chi-ting
;
Chen, Kuan-jen
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 889-917
Persistent link: https://www.econbiz.de/10011805414
Saved in:
9
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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