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~subject:"Time series analysis"
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Modest policy interventions
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Time series analysis
Theorie
625,496
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610,594
USA
330,225
United States
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131,048
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124,924
Geldpolitik
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Risk
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United Kingdom
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Volatilität
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Finanzkrise
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Volatility
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Konjunktur
19,597
Kapitaleinkommen
19,239
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Gil-Alaña, Luis A.
261
Caporale, Guglielmo Maria
208
Franses, Philip Hans
158
Koopman, Siem Jan
144
Phillips, Peter C. B.
132
McAleer, Michael
84
Koop, Gary
83
Lütkepohl, Helmut
82
Gupta, Rangan
81
Teräsvirta, Timo
80
Pesaran, M. Hashem
78
Härdle, Wolfgang
76
Sibbertsen, Philipp
67
Gao, Jiti
64
Harvey, Andrew C.
64
Stock, James H.
63
Kapetanios, George
61
Marcellino, Massimiliano
60
Dijk, Herman K. van
59
Hyndman, Rob J.
59
Kunst, Robert M.
59
Lucas, André
59
Swanson, Norman R.
59
Watson, Mark W.
58
Granger, C. W. J.
56
Maravall Herrero, Agustín
56
Hassler, Uwe
54
Engle, Robert F.
52
Taylor, Robert
52
Hallin, Marc
50
Ghysels, Eric
49
Perron, Pierre
47
Hendry, David F.
46
Bauwens, Luc
45
Dijk, Dick van
45
Proietti, Tommaso
44
Ravazzolo, Francesco
44
Timmermann, Allan
44
Lux, Thomas
41
Mills, Terence C.
41
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National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Institut für Weltwirtschaft
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London School of Economics and Political Science
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Wirtschaftswissenschaften <Wien>
3
Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
3
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Journal of econometrics
400
International journal of forecasting
398
Economics letters
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Journal of forecasting
253
Discussion paper / Tinbergen Institute
213
Applied economics
205
Econometric theory
198
Economic modelling
181
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
Econometric reviews
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
138
Applied economics letters
134
Working paper
129
Energy economics
114
Journal of applied econometrics
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Working paper / Department of Econometrics and Business Statistics, Monash University
106
CESifo working papers
102
Working paper / National Bureau of Economic Research, Inc.
94
Computational economics
93
CREATES research paper
90
Journal of economic dynamics & control
90
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Journal of empirical finance
77
Journal of macroeconomics
77
NBER Working Paper
77
NBER working paper series
77
Discussion paper / Centre for Economic Policy Research
69
Finance research letters
66
Oxford bulletin of economics and statistics
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
The review of economics and statistics
61
Cowles Foundation discussion paper
58
The North American journal of economics and finance : a journal of financial economics studies
58
CAMA working paper series
57
Econometrics : open access journal
56
International review of economics & finance : IREF
56
Macroeconomic dynamics
54
SFB 649 discussion paper
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ECONIS (ZBW)
17,650
Other ZBW resources
6
ArchiDok
3
RePEc
3
EconStor
1
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1
What can time-series regressions tell us about policy counterfactuals?
McKay, Alisdair
;
Wolf, Christian
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
5
,
pp. 1695-1725
Persistent link: https://www.econbiz.de/10014434198
Saved in:
2
What can time-series regressions tell us about policy counterfactuals?
McKay, Alisdair
;
Wolf, Christian
-
2023
-
This version: February 2023
Persistent link: https://www.econbiz.de/10014247014
Saved in:
3
Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
Saved in:
4
Testing the Lucas critique : a review
Favero, Carlo A.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
Saved in:
5
What does monetary policy do?
Leeper, Eric M.
- In:
Brookings papers on economic activity : BPEA
1996
(
1997
)
2
,
pp. 1-63
Persistent link: https://www.econbiz.de/10001219891
Saved in:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
-
2011
; factor ; federal reserve bank ;
forecast
; macroeconometrics ; monetary policy ; parameter
estimation
error ; proxy …
Persistent link: https://www.econbiz.de/10009130538
Saved in:
8
Semiparametric estimates of monetary policy effects : string
theory
revisited
Angrist, Joshua D.
;
Jordà, Òscar
;
Kuersteiner, Guido M.
-
2013
Persistent link: https://www.econbiz.de/10009791691
Saved in:
9
Semiparametric estimates for monetary policy effects : string
theory
revisited
Angrist, Joshua D.
;
Jordà, Òscar
;
Kuersteiner, Guido M.
-
2013
Persistent link: https://www.econbiz.de/10010126659
Saved in:
10
Implications of dynamic factor models for VAR analysis
Stock, James H.
;
Watson, Mark W.
-
2005
Persistent link: https://www.econbiz.de/10003029669
Saved in:
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