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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Monetary policy"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Monetary policy
Estimation theory
81
Schätztheorie
81
Estimation
38
Schätzung
36
Volatility
14
Volatilität
14
Bayes-Statistik
13
Bayesian inference
13
Time series analysis
13
Forecasting model
12
Prognoseverfahren
12
VAR model
12
VAR-Modell
12
Regression analysis
11
Regressionsanalyse
11
Schock
10
Shock
10
ARCH model
9
ARCH-Modell
9
Capital income
6
Kapitaleinkommen
6
Method of moments
6
Momentenmethode
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Börsenkurs
5
Causality analysis
5
IV-Schätzung
5
Instrumental variables
5
Kausalanalyse
5
Modellierung
5
Risikomaß
5
Risk measure
5
Scientific modelling
5
Share price
5
Spillover effect
5
Spillover-Effekt
5
Stochastic process
5
Stochastischer Prozess
5
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9
Article
8
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9
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9
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Graue Literatur
7
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7
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English
17
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Marcellino, Massimiliano
3
Dendramis, Yiannis
2
Forni, Mario
2
Gambetti, Luca
2
Kapetanios, George
2
Kilian, Lutz
2
Sala, Luca
2
Acharya, Sushant
1
Carriero, Andrea
1
Chen, William
1
Clark, Todd E.
1
Del Negro, Marco
1
Diao, Xundi
1
Dogra, Keshav
1
Gleich, Aidan
1
Goyal, Shlok
1
Granese, Antonio
1
Iitsuka, Yoshitaka
1
Inoue, Atsushi
1
Kumar, Satish
1
Laséen, Stefan
1
Lee, Donggyu
1
Li, Boyan
1
Li, Mingge
1
Lindé, Jesper
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Matlin, Ethan
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
O’Neill, Robert
1
Perote, Javier
1
Ratto, Marco
1
Salvador, Manuel
1
Sarfati, Reca
1
Semeyutin, Artur
1
Sengupta, Sikata
1
Soccorsi, Stefano
1
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Discussion papers / CEPR
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
44
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
Applied economics letters
17
Economic modelling
17
The econometrics journal
17
Journal of financial econometrics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics
11
Finance research letters
11
Journal of forecasting
11
Discussion paper / Centre for Economic Policy Research
9
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Energy economics
8
Journal of quantitative economics
8
Quantitative finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Insurance / Mathematics & economics
5
International journal of economics and finance
5
Journal of mathematical finance
5
Macroeconomic dynamics
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
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ECONIS (ZBW)
17
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1
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
2
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
3
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
4
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
5
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
6
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
7
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
8
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
9
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
10
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
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