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subject:"Time series analysis"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
~subject:"USA"
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Time series analysis
Forecasting model
USA
Estimation
357
Schätzung
357
Theorie
142
Theory
142
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Zeitreihenanalyse
35
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30
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27
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27
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24
Volatilität
24
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22
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22
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Kointegration
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
5
Clark, Todd E.
4
Carriero, Andrea
2
Chesher, Andrew
2
Everaert, Gerdie
2
Fleissig, Adrian R.
2
Koop, Gary
2
Li, Mingliang
2
Lima, Luiz Renato
2
McCracken, Michael W.
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Pozzi, Lorenzo
2
Serletis, Apostolos
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wel, Michel van der
2
Aassve, Arnstein
1
Abel, Joshua
1
Ahelegbey, Daniel Felix
1
Altavilla, Carlo
1
Amburgey, Aaron J.
1
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1
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1
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1
Ando, Tomohiro
1
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1
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1
Babii, Andrii
1
Bae, Youngsoo
1
Bai, Jushan
1
Bai, Yu
1
Bailey, Natalia
1
Ball, Ryan T.
1
Banerjee, Anindya
1
Baumeister, Christiane
1
Baxter, J. L.
1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,511
Discussion paper series / IZA
437
Discussion paper / Centre for Economic Policy Research
426
Applied economics
393
Applied economics letters
252
CESifo working papers
231
Economic modelling
201
Journal of econometrics
197
NBER working paper series
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Finance and economics discussion series
190
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190
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
188
The review of economics and statistics
174
International journal of forecasting
163
Economics letters
161
The American economic review
153
The journal of finance : the journal of the American Finance Association
149
Journal of banking & finance
144
NBER Working Paper
141
Applied financial economics
134
Finance research letters
124
Energy economics
121
Journal of forecasting
121
International review of economics & finance : IREF
120
Journal of international money and finance
120
Discussion paper / Tinbergen Institute
115
Journal of financial economics
106
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of empirical finance
104
The journal of futures markets
103
Discussion paper
97
Journal of money, credit and banking : JMCB
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
The review of financial studies
94
International review of financial analysis
93
Journal of financial and quantitative analysis : JFQA
86
Journal of economic dynamics & control
84
Journal of macroeconomics
83
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ECONIS (ZBW)
138
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
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:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
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:
5
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:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
9
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:
10
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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