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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~subject:"Regressionsanalyse"
~subject:"VAR model"
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Zeitreihenanalyse
Regressionsanalyse
VAR model
Theorie
560
Theory
560
Estimation
142
Schätzung
142
Estimation theory
136
Schätztheorie
136
USA
94
United States
94
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126
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Clark, Todd E.
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Carriero, Andrea
3
Clements, Michael P.
3
Becker, Ralf
2
Creal, Drew
2
Dijk, Herman K. van
2
Franses, Philip Hans
2
Galvão, Ana Beatriz C.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Huber, Florian
2
Jäger, Albert
2
Kapetanios, George
2
Koopman, Siem Jan
2
Kunst, Robert M.
2
Lucas, André
2
MacKinnon, James G.
2
McCracken, Michael W.
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Psaradakis, Zacharias G.
2
Sola, Martin
2
Vredin, Anders
2
Warne, Anders
2
Wickens, Michael R.
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Wright, Jonathan H.
2
Adkins, Lee Chester
1
Amacher, Gregory S.
1
Andersen, Torben
1
Bai, Yu
1
Bailey, Natalia
1
Baillie, Richard
1
Baltagi, Badi H.
1
Banerjee, Anindya
1
Belloni, Alexandre
1
Benoit, Dries F.
1
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Journal of applied econometrics
Journal of econometrics
464
Economics letters
370
International journal of forecasting
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
289
Journal of forecasting
262
Econometric theory
259
Discussion paper / Tinbergen Institute
198
Econometric reviews
185
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
168
Economic modelling
155
Applied economics
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Working paper
112
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
111
Journal of economic dynamics & control
110
Applied economics letters
98
Discussion paper / Centre for Economic Policy Research
95
Working paper / National Bureau of Economic Research, Inc.
92
NBER Working Paper
90
Working paper / Department of Econometrics and Business Statistics, Monash University
89
Computational economics
88
CESifo working papers
87
CREATES research paper
86
NBER working paper series
86
Oxford bulletin of economics and statistics
79
SFB 649 discussion paper
78
The econometrics journal
77
European journal of operational research : EJOR
76
EUI working paper / ECO
75
Discussion papers of interdisciplinary research project 373
74
Energy economics
73
Cowles Foundation discussion paper
70
Journal of empirical finance
69
Macroeconomic dynamics
65
Journal of macroeconomics
63
The review of economics and statistics
63
Working paper series / European Central Bank
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ECONIS (ZBW)
126
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
4
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
5
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
6
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:
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
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:
9
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:
10
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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