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Determinants of collateral
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Theorie
Spanien
39,828
Spain
30,029
Zeitreihenanalyse
29,889
Time series analysis
28,868
Theory
14,724
Schätzung
7,059
Estimation
6,852
Prognoseverfahren
6,037
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5,896
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5,887
Estimation theory
5,829
Kreditsicherung
4,172
USA
3,997
United States
3,820
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3,780
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3,674
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3,413
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3,345
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3,138
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2,778
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2,731
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2,707
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2,643
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2,570
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2,461
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2,447
Frankreich
2,333
Kointegration
2,290
Italy
2,279
Cointegration
2,259
Börsenkurs
2,096
France
2,083
Share price
2,034
ARCH-Modell
1,892
Kapitaleinkommen
1,889
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1,883
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1,854
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1,804
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1,798
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4,924
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2,457
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7,825
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7,262
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5
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6,640
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6,640
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4,126
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4,042
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4,042
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3,773
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631
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546
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111
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83
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73
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60
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60
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55
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55
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45
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45
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41
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41
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22
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22
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17
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16
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15
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15
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14
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11
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14,101
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490
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363
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85
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25
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14
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11
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5
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4
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2
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2
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2
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2
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2
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2
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Franses, Philip Hans
139
Koopman, Siem Jan
128
Phillips, Peter C. B.
126
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
96
Härdle, Wolfgang
73
Lütkepohl, Helmut
73
Koop, Gary
71
Sibbertsen, Philipp
70
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Kunst, Robert M.
60
Swanson, Norman R.
60
McAleer, Michael
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Hassler, Uwe
52
Lucas, André
51
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lux, Thomas
49
Marcellino, Massimiliano
48
Dijk, Herman K. van
47
Hallin, Marc
47
Bauwens, Luc
46
Engle, Robert F.
46
Proietti, Tommaso
44
Kapetanios, George
42
Perron, Pierre
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Saikkonen, Pentti
41
Timmermann, Allan
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
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National Bureau of Economic Research
104
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
33
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Instituto Valenciano de Investigaciones Económicas
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Institut für Höhere Studien
4
Shakai-Keizai-Kenkyūsho <Osaka>
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Weltwirtschaft
3
International Monetary Fund
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
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Published in...
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Journal of econometrics
336
International journal of forecasting
316
Economics letters
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
178
Econometric reviews
133
Economic modelling
122
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Working paper / National Bureau of Economic Research, Inc.
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
91
NBER working paper series
91
NBER Working Paper
90
Journal of economic dynamics & control
83
Computational economics
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Working paper
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Applied economics letters
77
Discussion paper / Centre for Economic Policy Research
77
CREATES research paper
71
Documentos de trabajo / Banco de España, Servicio de Estudios
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
58
Cowles Foundation discussion paper
57
Energy economics
57
Oxford bulletin of economics and statistics
56
European journal of operational research : EJOR
52
Journal of empirical finance
52
Tinbergen Institute Discussion Paper
52
SFB 649 discussion paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Investigaciones económicas
48
Finance research letters
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
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Source
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ECONIS (ZBW)
14,725
EconStor
362
USB Cologne (EcoSocSci)
2
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
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1
Relating top-down with bottom-up approaches in the evaluation of ABS with large
collateral
pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
2
A business cycle approach to rating based credit risk modeling
Trück, Stefan
-
2005
Persistent link: https://www.econbiz.de/10003734838
Saved in:
3
An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique
;
López, J. Humberto
;
Orts Ríos, Vicente
-
1993
Persistent link: https://www.econbiz.de/10000889863
Saved in:
4
An application of the Kalman filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique
;
Lopez, J. H.
;
Orts Ríos, Vicente
-
1993
Persistent link: https://www.econbiz.de/10000142921
Saved in:
5
¿Son excesivamente suaves las series de contabilidad nacional trimestral?
Pons Fanals, Ernest
;
Pons Novell, Jordi
-
1997
Persistent link: https://www.econbiz.de/10000959435
Saved in:
6
Explaining the statistical features of the Spanish stock market from the bottom-up
Pascual, José A.
;
Pajares Gutiérrez, Javier
; …
- In:
Advances in artificial economics : the economy as a …
,
(pp. 283-294)
.
2006
Persistent link: https://www.econbiz.de/10003481691
Saved in:
7
On estimating contemporaneous quarterly regional GDP
Pavía-Miralles, Jose Manuel
;
Cabrer-Borrás, Bernardí
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003454462
Saved in:
8
Interdependenz zwischen Devisen- und Aktienmärkten in ausgewählten EU-Ländern : Theorie und empirische Analyse
Islami, Mevlud
-
2010
-
1., Aufl.
Persistent link: https://www.econbiz.de/10003981681
Saved in:
9
Can the hysteresis hypothesis in Spanish regional unemployment be beaten? : new evidence from unit root tests with breaks
García-Cintado, Alejandro
;
Romero-Ávila, Diego
; …
- In:
Economic modelling
47
(
2015
),
pp. 244-252
Persistent link: https://www.econbiz.de/10011439106
Saved in:
10
Bayesian forecasting of demand time-series data with zero values
Corberán-Vallet, Ana
;
Bermúdez, José D.
;
Vercher, …
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
6
,
pp. 777-796
Persistent link: https://www.econbiz.de/10010404219
Saved in:
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