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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~subject:"Cointegration"
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Zeitreihenanalyse
Cointegration
Estimation
1,315
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1,315
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415
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415
USA
172
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172
Welt
162
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Arčabić, Vladimir
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Trachanas, Emmanouil
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Gabler Edition Wissenschaft
Economic modelling
Journal of applied econometrics
Applied economics
208
Applied economics letters
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
139
Journal of econometrics
122
CESifo working papers
111
Energy economics
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
International journal of economics and financial issues : IJEFI
96
International Journal of Energy Economics and Policy : IJEEP
92
The empirical economics letters : a monthly international journal of economics
90
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88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of economics & finance : IREF
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International journal of economics and finance
77
International journal of forecasting
76
Discussion paper / Tinbergen Institute
74
Working paper
67
The North American journal of economics and finance : a journal of financial economics studies
60
Theoretical and applied economics : GAER review
53
Cogent economics & finance
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
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Journal of forecasting
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Research in international business and finance
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Finance research letters
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Journal of empirical finance
41
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Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
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Journal of banking & finance
36
Journal of economic dynamics & control
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
CAMA working paper series
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
248
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
Foreign aid, debt interest repayments and Dutch disease effects in a real exchange rate model for African countries
Ahmad, Ahmad Hassan
;
Pentecost, Eric J.
;
Stack, Marie M.
- In:
Economic modelling
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463102
Saved in:
5
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
6
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
7
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
8
CO2 emissions, energy consumption, and economic growth : determining the stability of the 3E relationship
González, María A.
;
Montañés, Antonio
- In:
Economic modelling
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384314
Saved in:
9
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
10
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
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