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subject:"Cointegration"
subject:"Wechselkurs"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Time series analysis"
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Cointegration
Wechselkurs
Time series analysis
Estimation
801
Schätzung
801
Theorie
237
Theory
237
USA
194
United States
194
Volatility
99
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Baum, Christopher F.
3
Marcellino, Massimiliano
3
Barkoulas, John T.
2
Carriero, Andrea
2
Clark, Todd E.
2
Engsted, Tom
2
Jiang, Christine X.
2
Kapetanios, George
2
Karfakis, Costas I.
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Koop, Gary
2
Kouretas, Georgios P.
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Nielsen, Morten Ørregaard
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2
Sola, Martin
2
Urbain, Jean-Pierre
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1
Ajmi, Ahdi Noomen
1
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1
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1
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Applied financial economics
Journal of applied econometrics
Applied economics
250
Economic modelling
224
Applied economics letters
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
CESifo working papers
150
Journal of international money and finance
131
Journal of econometrics
126
Energy economics
119
International review of economics & finance : IREF
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
International journal of economics and financial issues : IJEFI
115
The empirical economics letters : a monthly international journal of economics
108
International Journal of Energy Economics and Policy : IJEEP
106
Economics letters
101
International journal of economics and finance
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Working paper
89
International journal of forecasting
88
Discussion paper / Tinbergen Institute
86
The North American journal of economics and finance : a journal of financial economics studies
79
International journal of finance & economics : IJFE
77
NBER Working Paper
67
NBER working paper series
65
Cogent economics & finance
60
Journal of international financial markets, institutions & money
60
Working paper / National Bureau of Economic Research, Inc.
59
Discussion paper / Centre for Economic Policy Research
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
58
Theoretical and applied economics : GAER review
58
Journal of empirical finance
56
Journal of forecasting
56
Research in international business and finance
56
Journal of macroeconomics
54
Econometric reviews
53
Finance research letters
52
Journal of banking & finance
52
Journal of risk and financial management : JRFM
47
Journal of economic dynamics & control
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ECONIS (ZBW)
139
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
4
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
5
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
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6
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
7
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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9
ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis
;
Tzeremes, Nickolaos G.
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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