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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Private consumption"
~subject:"VAR model"
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USA
Private consumption
VAR model
Theorie
2,167
Theory
2,167
Estimation theory
504
Schätztheorie
504
Time series analysis
415
Zeitreihenanalyse
415
Estimation
308
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308
Forecasting model
192
Prognoseverfahren
192
United States
188
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158
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154
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154
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English
290
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Koop, Gary
10
Pesaran, M. Hashem
7
Marcellino, Massimiliano
6
Lütkepohl, Helmut
5
Carriero, Andrea
4
Clark, Todd E.
4
Franses, Philip Hans
4
Blundell, Richard W.
3
Diebold, Francis X.
3
Dijk, Dick van
3
Fan, Yanqin
3
Huber, Florian
3
Kapetanios, George
3
Korobilis, Dimitris
3
Nielsen, Morten Ørregaard
3
Paruolo, Paolo
3
Phillips, Peter C. B.
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Steel, Mark F. J.
3
Zheng, Buhong
3
Atkinson, Scott Estes
2
Canova, Fabio
2
Casarin, Roberto
2
Chan, Joshua
2
Chen, Xiaohong
2
Chesher, Andrew
2
Chudik, Alexander
2
Deschamps, Jean-Philippe
2
Feng, Qu
2
Fernandes, Marcelo
2
Fleissig, Adrian R.
2
Giannone, Domenico
2
Gordon, Stephen F.
2
Grammig, Joachim
2
Guay, Alain
2
Harvey, Andrew C.
2
Johansen, Søren
2
Jäger, Albert
2
Kilian, Lutz
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of applied econometrics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,453
Discussion paper / Centre for Economic Policy Research
424
European journal of operational research : EJOR
340
The American economic review
318
Economics letters
263
Working paper
260
American journal of agricultural economics
246
The review of economics and statistics
239
The review of financial studies
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Journal of monetary economics
224
The journal of finance : the journal of the American Finance Association
216
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Discussion paper series / IZA
202
Applied economics
201
CESifo working papers
193
Journal of political economy
187
NBER working paper series
185
Journal of money, credit and banking : JMCB
175
Southern economic journal
169
Finance and economics discussion series
167
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159
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International journal of production research
148
Economic inquiry : journal of the Western Economic Association International
141
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International economic review
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Journal of financial economics
131
Discussion paper
124
The quarterly journal of economics
120
Journal of public economics
114
Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
113
Public choice
113
The journal of futures markets
113
European economic review : EER
110
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ECONIS (ZBW)
290
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
7
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:
8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
9
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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