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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
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Theorie
Zeitreihenanalyse
Estimation
361
Schätzung
361
Theory
175
Forecasting model
164
Prognoseverfahren
164
Time series analysis
102
Volatility
68
Volatilität
68
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47
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Estimation theory
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Serletis, Apostolos
6
Koopman, Siem Jan
4
Guérin, Pierre
3
Xu, Libo
3
Afonso, Oscar
2
Athanasopoulos, George
2
Blasques, Francisco
2
Camacho, Maximo
2
Castelnuovo, Efrem
2
Chan, Joshua
2
De Peretti, Philippe
2
Escribano, Álvaro
2
Fleissig, Adrian R.
2
Gallant, A. Ronald
2
Gerlach, Richard
2
Herwartz, Helmut
2
Hindrayanto, Irma
2
Huber, Florian
2
Jones, Barry E.
2
Liu, Xiaochun
2
Lovcha, Yuliya
2
Lucas, André
2
Manner, Hans
2
Marcellino, Massimiliano
2
Mumtaz, Haroon
2
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2
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2
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2
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2
Tian, Jing
2
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2
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2
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1
Acosta Ormaechea, Santiago Leonardo Enrique
1
Ahmed, Shamim
1
Akira Toda, Alexis
1
Algaba, Andres
1
Allaj, Erindi
1
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1
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International journal of forecasting
Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
562
NBER working paper series
462
NBER Working Paper
437
Applied economics
382
Discussion paper / Centre for Economic Policy Research
366
Discussion paper series / IZA
298
CESifo working papers
277
Economic modelling
252
Economics letters
246
Journal of econometrics
228
Applied economics letters
221
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212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
200
Journal of international money and finance
168
Discussion paper / Tinbergen Institute
157
IZA Discussion Paper
156
Journal of applied econometrics
152
International review of economics & finance : IREF
143
Discussion paper
138
Europäische Hochschulschriften / 5
138
Journal of banking & finance
135
Journal of economic dynamics & control
135
Journal of macroeconomics
133
Discussion papers / CEPR
126
Journal of empirical finance
114
Energy economics
113
The review of economics and statistics
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Applied financial economics
105
SpringerLink / Bücher
100
Journal of monetary economics
97
European economic review : EER
96
Journal of forecasting
92
Econometric reviews
90
Journal of financial economics
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CESifo Working Paper Series
89
Journal of international economics
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ECONIS (ZBW)
213
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
4
Bankruptcy costs, idiosyncratic risk, and long-run growth
Acosta Ormaechea, Santiago Leonardo Enrique
;
Morozumi, …
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1807-1842
Persistent link: https://www.econbiz.de/10014364403
Saved in:
5
Quantifying spillovers of coordinated investment stimulus in the EU
Pfeiffer, Philipp Ludwig
;
Varga, Janos
;
Veld, Jan in 't
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1843-1865
Persistent link: https://www.econbiz.de/10014364404
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6
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
7
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
8
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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9
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
10
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
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