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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The review of economics and statistics"
~subject:"Rationale Erwartung"
~subject:"Zeitreihenanalyse"
~subject:"Zins"
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Rationale Erwartung
Zeitreihenanalyse
Zins
Theory
3,412
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3,411
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2,397
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2,377
Vereinigte Staaten
993
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815
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Podolskij, Mark
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Santucci de Magistris, Paolo
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4
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Kruse, Robinson
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Rothman, Philip
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Bredahl Kock, Anders
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Dua, Pami
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Rudebusch, Glenn D.
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Teräsvirta, Timo
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CREATES research paper
Journal of macroeconomics
Journal of monetary economics
The review of economics and statistics
Economics letters
428
Working paper / National Bureau of Economic Research, Inc.
373
International journal of forecasting
361
Journal of econometrics
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
296
NBER working paper series
293
NBER Working Paper
268
Journal of economic dynamics & control
243
Journal of forecasting
242
Applied economics
223
Discussion paper / Tinbergen Institute
211
Econometric theory
196
Economic modelling
191
Discussion paper / Centre for Economic Policy Research
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Journal of money, credit and banking : JMCB
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Working paper
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
129
Journal of applied econometrics
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Macroeconomic dynamics
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CESifo working papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
117
Applied economics letters
111
Finance and economics discussion series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Computational economics
101
Journal of banking & finance
93
Journal of international money and finance
93
The journal of finance : the journal of the American Finance Association
88
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Working paper series / European Central Bank
82
Journal of economic theory
80
Discussion papers / CEPR
79
Applied financial economics
78
Oxford bulletin of economics and statistics
78
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ECONIS (ZBW)
517
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1
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517
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1
Do shocks last forever? : local persistency in economic time series
Lima, Luiz Renato
;
Xiao, Zhijie
- In:
Journal of macroeconomics
29
(
2007
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003437601
Saved in:
2
Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor
;
Ozyildirim, Ataman
- In:
Journal of monetary economics
53
(
2006
)
7
,
pp. 1717-1739
Persistent link: https://www.econbiz.de/10003381924
Saved in:
3
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
4
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps :
theory
, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
5
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
6
Has US monetary policy tracked the efficient interest rate?
Cúrdia, Vasco
;
Ferrero, Andrea
;
Ng, Ging Cee
; …
- In:
Journal of monetary economics
70
(
2015
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011381307
Saved in:
7
Multivariate forecast evaluation and rationality testing
Komunjer, Ivana
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 1066-1080
Persistent link: https://www.econbiz.de/10009668433
Saved in:
8
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
9
Dynamic hierarchical factor models
Mönch, Emanuel
;
Ng, Serena
;
Potter, Simon M.
- In:
The review of economics and statistics
95
(
2013
)
5
,
pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
Saved in:
10
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
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