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Phillips, Peter C. B.
37
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Lee, Lung-fei
16
Swanson, Norman R.
16
Linton, Oliver
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Aït-Sahalia, Yacine
13
Diebold, Francis X.
12
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12
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12
Renault, Eric
12
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11
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Xiao, Zhijie
11
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10
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10
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9
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9
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9
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9
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8
Chen, Xiaohong
8
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8
Kohn, Robert
8
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Journal of econometrics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1,974
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1,909
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1,904
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1,891
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1,881
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1,869
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1,830
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1,814
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1
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:
2
How better monetary statistics could have signaled the financial crisis
Barnett, William A.
;
Chauvet, Marcelle
- In:
Journal of econometrics
161
(
2011
)
1
,
pp. 6-23
Persistent link: https://www.econbiz.de/10009242218
Saved in:
3
Inferring welfare maximizing treatment assignment under budget constraints
Bhattacharya, Debopam
;
Dupas, Pascaline
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 168-196
Persistent link: https://www.econbiz.de/10009551426
Saved in:
4
An evaluation of financial institutions : impact on consumption and investment using panel data and the
theory
of risk-bearing
Alem, Mauro
;
Townsend, Robert M.
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
Saved in:
5
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
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6
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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7
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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8
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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9
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
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10
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
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