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isPartOf:"Journal of monetary economics"
subject:"Estimation"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
~type:"article"
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Estimation
Zeitreihenanalyse
Estimation theory
64
Schätztheorie
64
Theorie
44
Theory
44
Schätzung
19
USA
11
United States
11
Deutschland
7
Exchange rate
7
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7
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Prognoseverfahren
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26
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26
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Atkinson, Tyler
1
Baillie, Richard
1
Barnichon, Regis
1
Bekaert, Geert
1
Beyer, Robert
1
Burnside, Craig
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Chirinko, Robert S.
1
Diebold, Francis X.
1
Fang, Xu
1
Garcia, René
1
Ghysels, Eric
1
Gnabo, Jean-Yves
1
Gregory, Allan W.
1
Hakkio, Craig S.
1
Hall, Stephen G.
1
Hasan, Iftekhar
1
Head, Allen Charles
1
Herwartz, Helmut
1
Hodrick, Robert J.
1
Hondroyiannis, George B.
1
Hvozdyk, Lyudmyla
1
Jansen, Willem Jos
1
Kapetanios, George
1
Kenjegaliev, Amangeldi
1
Kim, Chang-jin
1
Kim, Kun Ho
1
Kroner, Kenneth F.
1
Lahaye, Jérôme
1
Lam, Pok-sang
1
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Ligeralde, Antonio Velasco
1
Liu, Philip
1
Maldonado, Wilfredo Leiva
1
Marshall, David Aaron
1
Matthes, Christian
1
Michelacci, Claudio
1
Mumtaz, Haroon
1
Naka, Atsuyuki
1
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Journal of monetary economics
Journal of international money and finance
Journal of econometrics
470
Economics letters
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Econometric theory
175
Econometric reviews
120
Applied economics letters
94
International journal of forecasting
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Economic modelling
70
Applied economics
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Journal of applied econometrics
65
Journal of forecasting
64
Econometrics : open access journal
62
The econometrics journal
59
Journal of the American Statistical Association : JASA
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Computational economics
42
Journal of empirical finance
40
Journal of time series econometrics
40
Quantitative economics : QE ; journal of the Econometric Society
36
Journal of banking & finance
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Oxford bulletin of economics and statistics
32
The review of economics and statistics
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Finance research letters
26
Insurance / Mathematics & economics
25
International journal of economics and financial issues : IJEFI
25
Journal of risk and financial management : JRFM
25
Journal of economic dynamics & control
24
Journal of financial econometrics
24
Energy economics
23
European journal of operational research : EJOR
23
Journal of macroeconomics
20
The review of economic studies
18
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The empirical economics letters : a monthly international journal of economics
17
Journal of quantitative economics
16
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ECONIS (ZBW)
26
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
The zero lower bound and estimation accuracy
Atkinson, Tyler
;
Richter, Alexander W.
;
Throckmorton, …
- In:
Journal of monetary economics
115
(
2020
),
pp. 249-264
Persistent link: https://www.econbiz.de/10012383697
Saved in:
3
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
- In:
Journal of international money and finance
94
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012135121
Saved in:
4
Functional approximation of impulse responses
Barnichon, Regis
;
Matthes, Christian
- In:
Journal of monetary economics
99
(
2018
),
pp. 41-55
Persistent link: https://www.econbiz.de/10012109024
Saved in:
5
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
6
The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Liu, Philip
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
Journal of international money and finance
46
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010391033
Saved in:
7
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
8
Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva
;
Tourinho, Octávio Augusto Fontes
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
Saved in:
9
A functional coefficient model view of the FeldsteinHorioka puzzle
Herwartz, Helmut
;
Fang, Xu
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003938657
Saved in:
10
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
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