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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Theory"
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Time series analysis
United States
Theory
Estimation
1,111
Schätzung
1,110
Theorie
272
Volatility
267
Volatilität
267
Capital income
205
Kapitaleinkommen
205
Oil price
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Ölpreis
202
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171
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79
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Gupta, Rangan
5
Ma, Feng
5
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5
Prokopczuk, Marcel
4
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3
Fabozzi, Frank J.
3
Jawadi, Fredj
3
Lee, Junsoo
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3
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3
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3
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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
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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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
1,745
Discussion paper series / IZA
666
Discussion paper / Centre for Economic Policy Research
631
NBER working paper series
597
Applied economics
579
NBER Working Paper
515
CESifo working papers
395
Applied economics letters
345
Working paper
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
203
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Discussion paper
193
The American economic review
188
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181
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180
IZA Discussion Paper
180
International review of economics & finance : IREF
177
The journal of finance : the journal of the American Finance Association
163
Journal of macroeconomics
157
Journal of economic dynamics & control
156
Europäische Hochschulschriften / 5
142
Discussion papers / CEPR
140
Journal of monetary economics
127
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
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115
European economic review : EER
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ECONIS (ZBW)
435
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
10
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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