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~isPartOf:"Journal of applied econometrics"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Engle, Robert F.
Ravazzolo, Francesco
Pesaran, M. Hashem
10
Marcellino, Massimiliano
6
Sola, Martin
5
Baltagi, Badi H.
4
Dijk, Herman K. van
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Kilian, Lutz
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Warne, Anders
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Department of Economics, University of California San Diego
14
Working paper / Norges Bank
10
Discussion paper / Tinbergen Institute
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
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Econometric Institute research papers
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The review of financial studies
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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
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Advanced texts in econometrics
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International journal of forecasting
2
Journal of financial markets
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Journal of monetary economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Working papers / Innocenzo Gasparini Institute for Economic Research
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Forecasting volatility in the financial markets
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HKUST Business School Research Paper
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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
Saved in:
2
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
3
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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