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language:"eng"
type:"article"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"USA"
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USA
Estimation
819
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814
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307
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307
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253
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253
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150
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Koop, Gary
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
3
Belzil, Christian
2
Chesher, Andrew
2
Fleissig, Adrian R.
2
Hansen, Jörgen
2
Koopman, Siem Jan
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Li, Mingliang
2
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2
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2
Ryu, Hang-keun
2
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2
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2
Slottje, Daniel Jonathan
2
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2
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2
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2
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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
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Journal of applied econometrics
Journal of econometrics
Applied economics
250
The review of economics and statistics
170
The American economic review
151
The journal of finance : the journal of the American Finance Association
146
Applied economics letters
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Applied financial economics
99
The review of financial studies
92
The journal of futures markets
82
Journal of money, credit and banking : JMCB
80
Economics letters
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of international money and finance
75
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74
Journal of monetary economics
67
Southern economic journal
65
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64
Journal of labor economics
61
The quarterly journal of economics
56
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54
Economic inquiry : journal of the Western Economic Association International
53
Journal of banking & finance
53
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
American journal of agricultural economics
47
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47
The North American journal of economics and finance : a journal of financial economics studies
45
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45
International review of economics & finance : IREF
43
Journal of economic dynamics & control
43
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43
Review of quantitative finance and accounting
41
Economics of education review
40
International economic review
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
149
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1
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:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
4
Loan supply shocks and the business cycle
Gambetti, Luca
;
Musso, Alberto
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 764-782
Persistent link: https://www.econbiz.de/10011862202
Saved in:
5
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
6
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
7
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
8
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
9
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
10
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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