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isPartOf:"Applied financial economics"
subject:"Theorie"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Estimation
1,725
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1,719
Theory
451
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293
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293
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279
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279
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Koop, Gary
5
Aït-Sahalia, Yacine
4
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3
Jiang, Cuixia
3
McAleer, Michael
3
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3
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3
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2
Andersen, Torben
2
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Asai, Manabu
2
Caporale, Guglielmo Maria
2
Casarin, Roberto
2
Chen, Shyh-Wei
2
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Fernández, Carmen
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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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2
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2
Kiani, Khurshid M.
2
Kouretas, Georgios P.
2
Kutlu, Levent
2
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2
Lee, Junsoo
2
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Applied financial economics
Economic modelling
Journal of econometrics
Applied economics
315
Economics letters
208
Applied economics letters
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Journal of international money and finance
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of applied econometrics
142
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121
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119
International review of economics & finance : IREF
118
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117
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107
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99
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95
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90
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88
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88
International journal of forecasting
87
Journal of urban economics
85
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84
The journal of finance : the journal of the American Finance Association
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
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74
Journal of money, credit and banking : JMCB
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The economic journal : the journal of the Royal Economic Society
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Econometric reviews
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American journal of agricultural economics
70
The Canadian journal of economics
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Finance research letters
69
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68
International journal of finance & economics : IJFE
66
International review of financial analysis
61
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
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ECONIS (ZBW)
451
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451
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
8
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
Shock-based inference on the Phillips curve with the cost channel
Aragón, Edilean Kleber da Silva Bejarano
;
Galvão, Ana …
- In:
Economic modelling
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462446
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