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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~type_genre:"Aufsatz in Zeitschrift"
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Business cycle
Time series analysis
Estimation
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165
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159
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Gil-Alaña, Luis A.
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
3
Meng, Ming
3
Murasawa, Yasutomo
3
Bjørnland, Hilde Christiane
2
Caporin, Massimiliano
2
Chang, Tsangyao
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Hassler, Uwe
2
Herwartz, Helmut
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Juan Fernández, Aránzazu de
2
Jönsson, Kristian
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Kapetanios, George
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Lee, Hyejin
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Martín-Arroyo, Antonio S.
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Naser, Hanan
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Oh, Dong-Yop
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Tiwari, Aviral Kumar
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1
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1
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Aguiar-Conraria, Luís
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Ajide, Kazeem Bello
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Alaali, Fatema
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Amorin, Anderson Luis Walker
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Atukeren, Erdal
1
Aubyn, Miguel St.
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
The empirical economics letters : a monthly international journal of economics
Economic modelling
154
Applied economics
152
Applied economics letters
124
Journal of econometrics
122
Economics letters
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
International journal of forecasting
79
Journal of economic dynamics & control
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Energy economics
67
Journal of macroeconomics
57
International review of economics & finance : IREF
53
Journal of forecasting
52
Journal of monetary economics
49
Macroeconomic dynamics
47
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of applied econometrics
43
Econometric reviews
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Finance research letters
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Journal of international money and finance
39
Journal of banking & finance
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European economic review : EER
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Applied financial economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of money, credit and banking : JMCB
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International journal of finance & economics : IJFE
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Computational economics
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International review of financial analysis
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Review of economic dynamics
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Research in international business and finance
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
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1
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
5
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
6
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
Saved in:
7
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
8
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
Saved in:
9
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
10
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
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