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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Rational expectations"
~subject:"Theory"
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Chandra, Ramesh
2
Cogley, Timothy
2
Diebold, Francis X.
2
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2
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1
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The journal of finance : the journal of the American Finance Association
Journal of economic dynamics & control
Journal of econometrics
476
Economics letters
407
Econometric theory
300
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
234
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Econometric reviews
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Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
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The review of economics and statistics
123
Oxford bulletin of economics and statistics
104
Discussion paper / Tinbergen Institute
103
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
85
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
63
International economic review
59
Annales d'économie et de statistique
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Metrika : international journal for theoretical and applied statistics
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Applied economics
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Technical working paper / National Bureau of Economic Research
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Journal of forecasting
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American journal of agricultural economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Europäische Hochschulschriften / 5
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SFB 649 discussion paper
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The econometrics journal
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Journal of the Royal Statistical Society
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Cowles Foundation discussion paper
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Working paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Journal of empirical finance
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Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
An approximation of the distribution of learning estimates in macroeconomic models
Galimberti, Jaqueson K.
- In:
Journal of economic dynamics & control
102
(
2019
),
pp. 29-43
Persistent link: https://www.econbiz.de/10012131059
Saved in:
3
Solving generalized multivariate linear rational expectations models
Tan, Fei
;
Walker, Todd B.
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011575077
Saved in:
4
A system reduction method to efficiently solve DSGE models
Hernandez, Kolver
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 571-576
Persistent link: https://www.econbiz.de/10009710490
Saved in:
5
Measuring high-frequency income risk from low-frequency data
Klein, Paul
;
Telyukova, Irina A.
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 535-542
Persistent link: https://www.econbiz.de/10009710498
Saved in:
6
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
Saved in:
7
Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
Saved in:
8
A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
Saved in:
9
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
10
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
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