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Theory
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Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
74
Pesaran, M. Hashem
73
Berg, Gerard J. van den
58
Härdle, Wolfgang
49
Heckman, James J.
48
Hautsch, Nikolaus
43
Marcellino, Massimiliano
42
Blundell, Richard W.
41
Belzil, Christian
39
Acemoglu, Daron
38
Koopman, Siem Jan
38
Timmermann, Allan
38
Herwartz, Helmut
36
Teulings, Coen N.
34
Pierdzioch, Christian
33
Serletis, Apostolos
32
Gupta, Rangan
31
Kilian, Lutz
30
Zenou, Yves
30
Engel, Charles
29
Holmlund, Bertil
29
Kumbhakar, Subal
29
Semmler, Willi
29
Basu, Susanto
28
Bollerslev, Tim
28
Engle, Robert F.
28
Feenstra, Robert C.
28
Meghir, Costas
28
Attanasio, Orazio P.
27
Boone, Jan
27
Buch, Claudia M.
27
Creedy, John
27
Egger, Peter
27
Kaiser, Ulrich
27
Lindé, Jesper
27
Diebold, Francis X.
26
Dustmann, Christian
26
Jenkins, Stephen
26
Lütkepohl, Helmut
26
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
16
Institut für Weltwirtschaft
14
Federal Reserve System / Board of Governors
13
University of Oxford / Institute of Economics and Statistics
12
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
Umeå universitet
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Universität Mannheim
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European University Institute / Department of Economics
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Friedrich-Schiller-Universität Jena
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Centre for Economic Performance
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Centre for Economic Policy Research
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Center for Economic Research <Tilburg>
7
Centre for Analytical Finance <Århus>
7
Eric Cuvillier <Firma>
7
Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Centre for Quantitative Economics & Computing
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6
International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
6
Australian National University / Faculty of Economics and Commerce
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
5
Hamburgisches Welt-Wirtschafts-Archiv
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Shaker Verlag
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Dundee / Department of Economic Studies
5
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Working paper / National Bureau of Economic Research, Inc.
586
NBER working paper series
481
NBER Working Paper
449
Discussion paper / Centre for Economic Policy Research
398
Discussion paper series / IZA
373
Applied economics
319
CESifo working papers
261
Economics letters
235
Working paper
203
Economic modelling
196
IZA Discussion Paper
182
Applied economics letters
172
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Journal of international money and finance
156
Discussion paper / Tinbergen Institute
150
Journal of applied econometrics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
144
Discussion paper
137
Europäische Hochschulschriften / 5
135
Discussion papers / CEPR
132
Journal of economic dynamics & control
129
International review of economics & finance : IREF
125
Journal of banking & finance
119
Journal of macroeconomics
119
The review of economics and statistics
118
Journal of empirical finance
103
Journal of monetary economics
103
European economic review : EER
100
SpringerLink / Bücher
97
Applied financial economics
96
International journal of forecasting
93
Macroeconomic dynamics
93
The American economic review
92
The economic journal : the journal of the Royal Economic Society
92
Journal of urban economics
91
Journal of international economics
89
Journal of financial economics
85
The journal of finance : the journal of the American Finance Association
85
Gabler Edition Wissenschaft
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ECONIS (ZBW)
29,469
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1
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
2
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
3
Portfolio risk management in a data-rich environment
Bouaddi, Mohammed
;
Taamouti, Abderrahim
- In:
Financial markets and portfolio management
26
(
2012
)
4
,
pp. 469-494
Persistent link: https://www.econbiz.de/10009667499
Saved in:
4
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
5
Testing a large number of hypotheses in approximate factor models
Amengual, Dante
;
Repetto, Luca
-
2014
Persistent link: https://www.econbiz.de/10011408282
Saved in:
6
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
7
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:
8
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
9
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
10
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
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