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subject:"United Kingdom"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of applied econometrics"
~subject:"United States"
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United Kingdom
United States
Estimation
801
Schätzung
801
Theorie
237
Theory
237
USA
194
Volatility
99
Volatilität
99
Capital income
94
Kapitaleinkommen
94
Börsenkurs
93
Share price
93
Großbritannien
72
Aktienmarkt
66
Stock market
66
Welt
65
World
65
Time series analysis
61
Zeitreihenanalyse
61
Deutschland
54
Germany
54
Forecasting model
53
Prognoseverfahren
53
Exchange rate
49
Wechselkurs
49
Estimation theory
48
Schätztheorie
48
Cointegration
35
Kointegration
35
Panel
35
Panel study
35
Kaufkraftparität
32
Purchasing power parity
32
ARCH model
31
ARCH-Modell
31
Interest rate
31
Zins
31
Aktienindex
30
Japan
30
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249
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248
Collection of articles of several authors
1
Conference paper
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Country report
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English
249
Author
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Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Danbolt, Jo
3
Madura, Jeff
3
Moosa, Imad A.
3
Akhigbe, Aigbe O.
2
Berger, Dave
2
Bevan, Alan A.
2
Blundell, Richard W.
2
Brockman, Paul
2
Brooks, Chris
2
Caporale, Guglielmo Maria
2
Chatrath, Arjun
2
Chesher, Andrew
2
Coakley, Jerry
2
Darrat, Ali F.
2
Engsted, Tom
2
Fleissig, Adrian R.
2
Garrett, Ian
2
Gulley, Orrin David
2
Keasey, Kevin
2
Li, Mingliang
2
McMillan, David G.
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
Nowman, Kalid Ben
2
Phillips, Peter C. B.
2
Ramchander, Sanjay
2
Sengupta, Jati K.
2
Serletis, Apostolos
2
Snaith, Stuart
2
Song, Frank M.
2
Sultan, Jahangir
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wohar, Mark E.
2
Zheng, Yijuan
2
Aassve, Arnstein
1
Adams, Mike
1
Adrangi, Bahram
1
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Applied financial economics
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,528
Discussion paper series / IZA
628
Discussion paper / Centre for Economic Policy Research
474
Applied economics
351
NBER working paper series
211
CESifo working papers
202
The review of economics and statistics
176
Applied economics letters
166
Finance and economics discussion series
163
The American economic review
160
Working paper
150
NBER Working Paper
149
The journal of finance : the journal of the American Finance Association
148
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Discussion paper
120
IZA Discussion Paper
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Economics letters
97
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
94
The journal of futures markets
94
The review of financial studies
93
Journal of international money and finance
89
Economic modelling
87
Journal of money, credit and banking : JMCB
86
American economic journal : a journal of the American Economic Association
77
Journal of political economy
77
Journal of financial and quantitative analysis : JFQA
76
Journal of monetary economics
70
The economic journal : the journal of the Royal Economic Society
70
Southern economic journal
68
Journal of labor economics
65
Discussion papers in economics
64
Journal of banking & finance
63
Journal of econometrics
63
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
61
Oxford bulletin of economics and statistics
61
Journal of macroeconomics
58
The quarterly journal of economics
57
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ECONIS (ZBW)
249
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1
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
Saved in:
2
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
3
Loan supply shocks and the business cycle
Gambetti, Luca
;
Musso, Alberto
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 764-782
Persistent link: https://www.econbiz.de/10011862202
Saved in:
4
Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu
;
Warne, Anders
;
Woźniak, Tomasz
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
Saved in:
5
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
6
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
7
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
8
Identifying relevant and irrelevant variables in sparse factor models
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1123-1144
Persistent link: https://www.econbiz.de/10011862569
Saved in:
9
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
10
Unobserved selection heterogeneity and the gender wage gap
Machado, Cecilia
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1348-1366
Persistent link: https://www.econbiz.de/10011862750
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