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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~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
729
Schätzung
729
Theorie
201
Theory
201
Capital income
138
Kapitaleinkommen
138
Börsenkurs
112
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112
Volatility
103
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103
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91
Kointegration
91
Forecasting model
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70
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Estimation theory
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Aufsatz in Zeitschrift
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Caporale, Guglielmo Maria
3
Koopman, Siem Jan
3
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Kapetanios, George
2
Abergel, Frédéric
1
Amorin, Anderson Luis Walker
1
Aragó Manzana, Vicent
1
Arakelian, V.
1
Ari, Ayse
1
Artis, Michael J.
1
Aruna, Mothkuri
1
Aslanidis, Nektarios
1
Balcombe, Kelvin G.
1
Bari, Wasimul
1
Bee, Marco
1
Behera, Jaganath
1
Bhandari, Avishek
1
Bovi, Maurizio
1
Brooks, Robert
1
Cai, Lili
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Castañeda, Daniela
1
Cenesizoglu, Tolga
1
Chen Zhou
1
Chen, Chin-Shyan
1
Chen, Shyh-wei
1
Chin, Chun-tsung
1
Chin, Kuo-Hsuan
1
Chiu, Chien-Liang
1
Chortareas, Georgios E.
1
Christiansen, Charlotte
1
Cipollini, Andrea
1
Conrad, Christian
1
Corrales-Herrero, Helena
1
Dash, Aruna Kumar
1
De Lira Salvatierra, Irving Arturo
1
Dendramis, Yiannis
1
Dias, Francisco C.
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Journal of empirical finance
Oxford bulletin of economics and statistics
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
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
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
41
Finance research letters
41
Journal of international money and finance
39
Journal of banking & finance
37
European economic review : EER
34
Applied financial economics
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of money, credit and banking : JMCB
29
International journal of finance & economics : IJFE
28
Computational economics
26
International review of financial analysis
26
Review of economic dynamics
26
Research in international business and finance
25
International journal of economics and finance
24
International journal of economics and financial issues : IJEFI
24
Journal of financial econometrics
23
Journal of risk and financial management : JRFM
23
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
22
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ECONIS (ZBW)
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1
Time-varying dynamics of the german business cycle : a comprehensive investigation
Reif, Magnus
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10012818979
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The dark side of the stock market boom : an empirical study on stock market fluctuations and insomnia
Teng, Joshua Chen-Yuan
;
Liu, Tsai-Ching
;
Peng, Hui-Chun
; …
- In:
The empirical economics letters : a monthly …
19
(
2020
)
9
,
pp. 969-978
Persistent link: https://www.econbiz.de/10012597876
Saved in:
8
Bayesian forecasts in VAR models : the case of Taiwan
Chin, Kuo-Hsuan
;
Lin, Yen-Ju
- In:
The empirical economics letters : a monthly …
19
(
2020
)
12
,
pp. 1413-1422
Persistent link: https://www.econbiz.de/10012608485
Saved in:
9
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
10
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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