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Linton, Oliver
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Journal of econometrics
European journal of operational research : EJOR
2,876
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1,251
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1,216
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1,150
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971
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790
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739
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736
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708
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667
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598
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509
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463
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412
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407
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384
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358
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354
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332
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ECONIS (ZBW)
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1
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
2
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
3
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
4
Delta-method inference for a class of set-identified SVARs
Gafarov, Bulat
;
Meier, Matthias
;
Olea, José Luis Montiel
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 316-327
Persistent link: https://www.econbiz.de/10011974680
Saved in:
5
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
6
A quasi-Bayesian local likelihood approach to time varying parameter VAR models
Petrova, Katerina
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 286-306
Persistent link: https://www.econbiz.de/10012303932
Saved in:
7
Striated Metropolis-Hastings sampler for high-dimensional models
Waggoner, Daniel F.
;
Wu, Hongwei
;
Zha, Tao
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 406-420
Persistent link: https://www.econbiz.de/10011704725
Saved in:
8
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
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9
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
10
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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