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~isPartOf:"Journal of econometrics"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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New Keynesian DSGE models and...
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Deutschland
Prognoseverfahren
Volatilität
Theorie
1,610
Theory
1,610
Estimation theory
376
Schätztheorie
376
Time series analysis
331
Zeitreihenanalyse
331
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
140
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140
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130
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129
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127
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English
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Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Schorfheide, Frank
5
Timmermann, Allan
5
Andersen, Torben
4
Elliott, Graham
4
Ghysels, Eric
4
Hallin, Marc
4
Koop, Gary
4
Maheu, John M.
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Clark, Todd E.
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Fan, Jianqing
3
Giacomini, Raffaella
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hong, Yongmiao
3
Jasiak, Joann
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Taylor, Robert
3
West, Kenneth D.
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Europäische Hochschulschriften / 5
813
International journal of forecasting
727
Gabler Edition Wissenschaft
484
Journal of forecasting
450
SpringerLink / Bücher
440
Working paper / National Bureau of Economic Research, Inc.
286
NBER working paper series
281
NBER Working Paper
265
Springer-Lehrbuch
221
Discussion paper / Centre for Economic Policy Research
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Springer eBook Collection / Business and Economics
199
Discussion paper / Tinbergen Institute
176
Economics letters
176
Lehrbuch
173
Economic modelling
165
Journal of banking & finance
160
Finance research letters
157
CESifo working papers
153
Discussion paper
153
Working paper
147
Applied economics
145
Journal of international money and finance
133
European journal of operational research : EJOR
132
Energy economics
131
Computational economics
130
Journal of empirical finance
130
Berichte aus der Betriebswirtschaft
124
Journal of economic dynamics & control
122
Journal of financial economics
109
DUV / Wirtschaftswissenschaft
108
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
108
Applied economics letters
105
Neue betriebswirtschaftliche Forschung : Nbf
101
The European journal of finance
100
Journal of applied econometrics
99
International review of financial analysis
98
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94
SFB 649 discussion paper
94
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ECONIS (ZBW)
243
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1
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
Saved in:
2
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
3
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
4
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
5
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:
6
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
Saved in:
7
Data revisions and DSGE models
Galvão, Ana Beatriz C.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10011743799
Saved in:
8
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
9
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
10
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
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