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~subject:"Capital income"
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Capital income
Estimation
124,907
Schätzung
124,712
Theorie
29,600
Theory
29,576
USA
16,624
United States
16,585
Deutschland
15,186
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15,112
Welt
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12,193
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8,410
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7,989
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7,938
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7,926
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6,683
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6,676
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6,405
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6,283
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5,985
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5,968
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5,956
Forecasting model
5,947
Schätztheorie
5,640
Arbeitslosigkeit
5,635
Estimation theory
5,626
Unemployment
5,602
Zeitreihenanalyse
5,590
Time series analysis
5,553
Kointegration
5,463
Cointegration
5,456
Geldpolitik
5,430
Monetary policy
5,377
Großbritannien
5,114
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5,076
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English
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German
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Gupta, Rangan
78
Zaremba, Adam
70
McMillan, David G.
47
Pierdzioch, Christian
38
Bollerslev, Tim
37
Timmermann, Allan
31
Bohl, Martin T.
29
Wohar, Mark E.
29
Bali, Turan G.
28
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Nitschka, Thomas
23
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Bouri, Elie
19
Engle, Robert F.
19
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Guidolin, Massimo
17
Hoesli, Martin
17
Ma, Feng
17
Guo, Hui
16
Moskowitz, Tobias J.
16
Chiang, Thomas C.
15
Diebold, Francis X.
15
Kumar, Dilip
15
Long, Huaigang
15
Sehgal, Sanjay
15
Tang, Yi
15
Ang, Andrew
14
Balcilar, Mehmet
14
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National Bureau of Economic Research
96
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Birkbeck College / Department of Economics
3
Federal Reserve System / Division of Research and Statistics
3
Rodney L. White Center for Financial Research
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Federal Reserve System / Board of Governors
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Reading / Department of Economics
2
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Centre for New and Emerging Markets <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of Kansas City / Research Division
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Weltwirtschaft
1
Institute of Chartered Financial Analysts
1
International Center for Financial Asset Management and Engineering
1
International Finance Corporation / Economics Dept
1
Internationaler Währungsfonds / European Department <2>
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Karlsruher Institut für Technologie
1
London School of Economics and Political Science
1
Loughborough University / Department of Economics
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Nationalekonomiska Institutionen <Göteborg>
1
Pensions Institute
1
Quantitative Finance Research Centre <Sydney>
1
Seminar on the Analysis of Security Prices <1976, Chicago, Ill.>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Finance research letters
163
Journal of banking & finance
139
International review of financial analysis
134
Journal of financial economics
127
International review of economics & finance : IREF
123
Journal of empirical finance
122
Applied economics
102
NBER working paper series
95
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied financial economics
87
Applied economics letters
86
Economic modelling
82
Journal of international financial markets, institutions & money
80
NBER Working Paper
71
Pacific-Basin finance journal
71
The European journal of finance
70
Research in international business and finance
69
Review of quantitative finance and accounting
59
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Journal of econometrics
53
Journal of international money and finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
45
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Working paper
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
39
Cogent economics & finance
38
CESifo working papers
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Finance and economics discussion series
32
The journal of finance : the journal of the American Finance Association
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
31
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ECONIS (ZBW)
7,939
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1
Portfolio selection in a data-rich environment
Bouaddi, Mohammed
;
Taamouti, Abderrahim
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2943-2962
Persistent link: https://www.econbiz.de/10010348093
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
4
Revisiting equity premium puzzles in a data-rich environment
Douch, Mohamed
;
Bouaddi, Mohammed
- In:
Applied economics quarterly
65
(
2019
)
4
,
pp. 257-275
Persistent link: https://www.econbiz.de/10012432446
Saved in:
5
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
6
Shrinking the Term Structure
Filipović, Damir
;
Pelger, Markus
;
Ye, Ye
-
2022
estimation
with cross-sectional asset pricing. Our factors correspond to the optimal non-parametric basis functions spanning the …
Persistent link: https://www.econbiz.de/10013403311
Saved in:
7
Can we consistently forecast a firm's earnings? : using combination forecast methods to predict the EPS of Dow firms
Bansal, Naresh K.
;
Strauss, Jack
;
Nasseh, Alireza
- In:
Journal of economics and finance
39
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011326134
Saved in:
8
Learning about financial market integration from principal components analysis : measuring economic integration
Volosovych, Vadym
- In:
CESifo economic studies : CESifo, a joint initiative of …
59
(
2013
)
2
,
pp. 360-391
Using principal components analysis, I examine capital market integration of 15 industrialized economies from 1875 to 2009. The methodology accounts for several dimensions of integration (markets comovement and segmentation) and delivers more credible conclusions concerning the patterns of...
Persistent link: https://www.econbiz.de/10009785581
Saved in:
9
Stock return predictability and market integration : the role of global and local information
McMillan, David G.
- In:
Cogent economics & finance
4
(
2016
)
1
,
pp. 1-18
This paper examines the predictability of a range of international stock markets where we allow the presence of both local and global predictive factors. Recent research has argued that US returns have predictive power for international stock returns. We expand this line of research, following...
Persistent link: https://www.econbiz.de/10011487829
Saved in:
10
On the factor structure of bond returns
Crump, Richard K.
;
Gospodinov, Nikolaj
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012821679
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