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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~subject:"Time series analysis"
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The journal of finance : the journal of the American Finance Association
The review of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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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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1
The propagation of regional recessions
Hamilton, James D.
;
Owyang, Michael T.
- In:
The review of economics and statistics
94
(
2012
)
4
,
pp. 935-947
Persistent link: https://www.econbiz.de/10009668459
Saved in:
2
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:
3
The asymmetric business cycle
Morley, James C.
;
Piger, Jeremy Max
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 208-221
Persistent link: https://www.econbiz.de/10009565361
Saved in:
4
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
5
Business cycle phases in US states
Owyang, Michael T.
;
Piger, Jeremy Max
;
Wall, Howard J.
- In:
The review of economics and statistics
87
(
2005
)
4
,
pp. 604-616
Persistent link: https://www.econbiz.de/10003235270
Saved in:
6
Nonstationarities in stock returns
Starica, Catalin
;
Granger, C. W. J.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
Saved in:
7
Heteroskedasticity in stock returns
Schwert, George William
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1129-1155
Persistent link: https://www.econbiz.de/10001098069
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8
Regional income fluctuations : common trends and common cycles
Carlino, Gerald A.
;
Sill, D. Keith
- In:
The review of economics and statistics
83
(
2001
)
3
,
pp. 446-456
Persistent link: https://www.econbiz.de/10001594037
Saved in:
9
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
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10
Momentum, business cycle, and time-varying expected returns
Chordia, Tarun
;
Shivakumar, Lakshmanan
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 985-1019
Persistent link: https://www.econbiz.de/10001684740
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