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~subject:"United States"
~subject:"Wirtschaftsindikator"
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United States
Wirtschaftsindikator
Zeitreihenanalyse
30,266
Time series analysis
30,099
Theorie
14,331
Theory
14,300
Schätztheorie
7,208
Estimation theory
7,200
Schätzung
6,368
Estimation
6,362
Prognoseverfahren
6,193
Forecasting model
6,171
Volatility
4,307
Volatilität
4,237
ARCH-Modell
3,142
ARCH model
3,101
USA
2,909
GARCH
2,452
Börsenkurs
2,425
Share price
2,411
Autokorrelation
2,405
Autocorrelation
2,398
Kointegration
2,284
Cointegration
2,273
Konjunktur
2,126
Business cycle
2,113
Kapitaleinkommen
2,046
Capital income
2,043
VAR-Modell
1,835
VAR model
1,833
Unit root test
1,797
Einheitswurzeltest
1,795
Stochastischer Prozess
1,788
Stochastic process
1,771
Zustandsraummodell
1,397
State space model
1,396
Regressionsanalyse
1,363
Regression analysis
1,347
Structural break
1,284
Strukturbruch
1,283
Aktienmarkt
1,258
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805
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384
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1,907
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1,340
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1
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37
Sammlung
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15
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15
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9
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7
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3
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Gil-Alaña, Luis A.
96
Caporale, Guglielmo Maria
77
Gupta, Rangan
44
Stock, James H.
37
Watson, Mark W.
34
Koopman, Siem Jan
29
Franses, Philip Hans
25
Lanne, Markku
23
Camacho, Maximo
22
Kapetanios, George
17
Marcellino, Massimiliano
17
Timmermann, Allan
17
Forni, Mario
16
Miller, Stephen M.
16
Piger, Jeremy Max
16
Cuñado Eizaguirre, Juncal
15
Gil-Alana, Luis A.
15
Lippi, Marco
15
Dijk, Herman K. van
14
Harvey, Andrew C.
14
Pesaran, M. Hashem
14
Swanson, Norman R.
14
Diebold, Francis X.
13
Dijk, Dick van
13
Reichlin, Lucrezia
13
Clements, Michael P.
12
McAleer, Michael
12
Payne, James E.
12
Potter, Simon M.
12
Engle, Robert F.
11
Granger, C. W. J.
11
Kim, Chang-jin
11
Lesage, James P.
11
Phillips, Peter C. B.
11
Poncela, Pilar
11
Pérez-Quirós, Gabriel
11
Ravazzolo, Francesco
11
Schorfheide, Frank
11
Enders, Walter
10
Funke, Michael
10
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National Bureau of Economic Research
16
Federal Reserve Bank of St. Louis
9
European University Institute / Department of Economics
5
Centre for Growth and Business Cycle Research <Manchester>
3
Econometrisch Instituut <Rotterdam>
3
Organisation for Economic Co-operation and Development
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
State University of New York at Albany / Department of Economics
3
University of Chicago / Center for Research in Security Prices
3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Springer Fachmedien Wiesbaden
2
Trinity College
2
United States International Trade Commission / Office of Industries
2
University of Exeter / Department of Economics
2
University of Toronto / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Boston College / Department of Economics
1
Bureau of the Census,
1
Business Information Centre <Toronto>
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Cobden Club
1
Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
1
Council of State Governments
1
Economic and Social Research Institute
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Richmond
1
Food and agriculture organization of the united nations FAO
1
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Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Working paper / National Bureau of Economic Research, Inc.
60
International journal of forecasting
57
Applied economics
53
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of applied econometrics
38
The review of economics and statistics
38
Discussion paper / Centre for Economic Policy Research
36
Journal of macroeconomics
36
Working paper
36
CESifo working papers
33
Journal of money, credit and banking : JMCB
32
The journal of futures markets
31
Discussion paper / Tinbergen Institute
29
The journal of finance : the journal of the American Finance Association
28
Journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of econometrics
25
Journal of monetary economics
25
Applied economics letters
22
The review of financial studies
22
Economic modelling
21
Econometric reviews
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Macroeconomic dynamics
18
Oxford bulletin of economics and statistics
18
Applied financial economics
17
Economics and finance working paper series
17
Energy economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Finance and economics discussion series
16
American journal of agricultural economics
15
Journal of empirical finance
15
NBER working paper series
14
The North American journal of economics and finance : a journal of financial economics studies
13
CREATES research paper
12
Econometric Institute research papers
12
International review of financial analysis
12
Journal of economics and finance
12
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Source
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ECONIS (ZBW)
3,242
RePEc
5
ArchiDok
1
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1
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1
High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony
- In:
Economics letters
54
(
1997
)
1
,
pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
Saved in:
2
Some relations between volatility and serial correlations in stock market returns
LeBaron, Blake Dean
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001124154
Saved in:
3
Risk behavior and rational expectations in the US broiler market
Aradhyula, Satheesh V.
- In:
American journal of agricultural economics
71
(
1989
)
4
,
pp. 892-902
Persistent link: https://www.econbiz.de/10001080106
Saved in:
4
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Saved in:
5
The application of multivariate
GARCH
models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
6
Dynamic mixture models for financial time series
Haas, Markus
-
2004
-
1. Aufl.
series, namely, mixed normal and Markov-switching
GARCH
models. In the second part of the study, we also consider …
Persistent link: https://www.econbiz.de/10002452594
Saved in:
7
GARCH
Models with Long Memory and Nonparametric Specifications
Conrad, Christian
-
2006
Persistent link: https://www.econbiz.de/10003402366
Saved in:
8
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
9
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
10
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
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