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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Estimation
1,176
Schätzung
1,175
Theorie
333
Theory
333
USA
159
United States
159
Welt
153
World
153
Volatility
140
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140
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136
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136
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135
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130
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129
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107
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Arčabić, Vladimir
3
Huang, Zhuo
3
Papell, David H.
3
Bekiros, Stelios
2
Carriero, Andrea
2
Casarin, Roberto
2
Clark, Todd E.
2
Demetrescu, Matei
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Marcellino, Massimiliano
2
Moosa, Imad A.
2
Nazlıoğlu, Şaban
2
Nielsen, Morten Ørregaard
2
Paradiso, Antonio
2
Pesaran, M. Hashem
2
Psaradakis, Zacharias G.
2
Salisu, Afees A.
2
Sola, Martin
2
Tiwari, Aviral Kumar
2
Wang, Tianyi
2
Adeleke, Adegoke Ibrahim
1
Ahelegbey, Daniel Felix
1
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1
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1
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1
Babikir, Ali
1
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1
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1
Bai, Yu
1
Bailey, Natalia
1
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1
Bao Hoang Nguyen
1
Baruník, Jozef
1
Bastianin, Andrea
1
Battisti, Michele
1
Baxter, J. L.
1
Bejaoui, Azza
1
Bekdache, Basma
1
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Gabler Edition Wissenschaft
Economic modelling
Journal of applied econometrics
Journal of econometrics
115
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
32
Journal of economic dynamics & control
30
Finance research letters
28
Macroeconomic dynamics
28
Applied financial economics
26
Computational economics
25
Journal of banking & finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
The empirical economics letters : a monthly international journal of economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
19
Econometrics : open access journal
18
International journal of economics and finance
18
Research in international business and finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of international financial markets, institutions & money
17
Quantitative finance
17
The econometrics journal
16
Econometric theory
15
International Journal of Energy Economics and Policy : IJEEP
14
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ECONIS (ZBW)
135
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135
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
10
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
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