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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Macroeconomic dynamics"
~subject:"United States"
~subject:"VAR model"
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Zeitreihenanalyse
United States
VAR model
Schätzung
322
Estimation
321
Theorie
170
Theory
170
Deutschland
112
Germany
112
USA
44
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34
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34
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33
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Serletis, Apostolos
3
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Castelnuovo, Efrem
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Francis, Neville
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2
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1
Altuğ, Sumru
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Coleman, Wilbur John
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Creel, Jérôme
1
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1
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Gabler Edition Wissenschaft
Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
1,496
Discussion paper series / IZA
440
Discussion paper / Centre for Economic Policy Research
408
Applied economics
391
CESifo working papers
254
Applied economics letters
231
Working paper
208
Economic modelling
205
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Finance and economics discussion series
174
Economics letters
172
Journal of econometrics
172
The review of economics and statistics
172
NBER working paper series
168
The American economic review
152
The journal of finance : the journal of the American Finance Association
148
Journal of applied econometrics
127
Journal of international money and finance
125
Applied financial economics
120
Energy economics
116
NBER Working Paper
116
Discussion paper / Tinbergen Institute
104
Discussion paper
100
International review of economics & finance : IREF
98
Journal of money, credit and banking : JMCB
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Journal of economic dynamics & control
97
Journal of macroeconomics
95
The North American journal of economics and finance : a journal of financial economics studies
93
The review of financial studies
93
Journal of banking & finance
89
International journal of forecasting
88
The journal of futures markets
87
CAMA working paper series
79
Journal of monetary economics
79
American economic journal : a journal of the American Economic Association
78
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
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ECONIS (ZBW)
93
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1
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
2
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
3
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
Saved in:
8
The more, the better? : forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model
Huang, MeiChi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10014247351
Saved in:
9
The consequences of US technology changes for productivity in advanced economies
Elstner, Steffen
;
Rujin, Svetlana
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 718-742
Persistent link: https://www.econbiz.de/10014247548
Saved in:
10
What accounts for the German labor market miracle? : a structural VAR approach
Klein, Mathias
;
Schiman, Stefan
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 794-825
Persistent link: https://www.econbiz.de/10014247555
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