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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~subject:"Theory"
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Time series analysis
United States
Theory
Estimation
1,122
Schätzung
1,120
Theorie
289
Volatility
236
Volatilität
236
Oil price
200
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200
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434
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Ma, Feng
5
Wang, Yudong
5
Prokopczuk, Marcel
4
Balcilar, Mehmet
3
Liao, Yin
3
Narayan, Paresh Kumar
3
Zhang, Yue-jun
3
Abbritti, Mirko
2
Alessandria, George
2
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2
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2
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2
Benati, Luca
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2
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2
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2
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2
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2
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2
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2
DeJuan, Joseph P.
2
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2
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2
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2
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2
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2
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Kim, Chang-jin
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2
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2
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2
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Energy economics
Journal of banking & finance
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
1,745
Discussion paper series / IZA
666
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631
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597
Applied economics
579
NBER Working Paper
515
CESifo working papers
395
Applied economics letters
345
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306
Economic modelling
299
Economics letters
291
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
272
Journal of econometrics
248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of international money and finance
210
Journal of applied econometrics
205
The review of economics and statistics
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Finance and economics discussion series
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Discussion paper
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The American economic review
188
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IZA Discussion Paper
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International review of economics & finance : IREF
177
The journal of finance : the journal of the American Finance Association
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157
Journal of economic dynamics & control
156
Europäische Hochschulschriften / 5
142
Discussion papers / CEPR
140
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
Journal of empirical finance
126
Journal of money, credit and banking : JMCB
125
The North American journal of economics and finance : a journal of financial economics studies
121
International journal of forecasting
118
Macroeconomic dynamics
117
Journal of financial economics
115
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ECONIS (ZBW)
434
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1
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
2
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
3
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
Saved in:
4
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Business cycle asymmetry and input-output structure : the role of firm-to-firm networks
Miranda-Pinto, Jorge
;
Silva, Álvaro
;
Young, Eric R.
- In:
Journal of monetary economics
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014428393
Saved in:
7
Comment on: "Trade and diffusion of embodied technology : an empirical analysis" by ayerst, ibrahim, mackenzie, and rachapalli
Lenzu, Simone
- In:
Journal of monetary economics
137
(
2023
),
pp. 146-149
Persistent link: https://www.econbiz.de/10014428412
Saved in:
8
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
10
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
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