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subject:"USA"
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USA
VAR model
Theorie
560
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560
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142
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136
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94
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Pesaran, M. Hashem
4
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2
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1
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1
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1
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Journal of applied econometrics
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1,400
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398
European journal of operational research : EJOR
339
The American economic review
307
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246
American journal of agricultural economics
243
The review of economics and statistics
236
Economics letters
234
The review of financial studies
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
219
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214
Computers & operations research : and their applications to problems of world concern ; an international journal
211
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210
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187
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186
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183
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161
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153
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148
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148
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141
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135
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134
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127
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122
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ECONIS (ZBW)
119
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51
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51
A structural model of aggregate US job flows : another look
Schmidt-Dengler, Philipp
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 113-118
Persistent link: https://www.econbiz.de/10001738256
Saved in:
52
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
Saved in:
53
Does peer ability affect student achievement?
Hanushek, Eric Alan
;
Kain, John F.
;
Markman, Jacob M.
; …
- In:
Journal of applied econometrics
18
(
2003
)
5
,
pp. 527-544
Persistent link: https://www.econbiz.de/10001802596
Saved in:
54
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
55
A practical log-linear aggregation method with examples : heterogenous income growth in the USA
Albuquerque, Pedro H.
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 665-678
Persistent link: https://www.econbiz.de/10001843505
Saved in:
56
Party loyalty as habit formation
Shachar, Ron
- In:
Journal of applied econometrics
18
(
2003
)
3
,
pp. 251-269
Persistent link: https://www.econbiz.de/10001768131
Saved in:
57
Time irreversibility and EGARCH effects in US stock index returns
Chen, Yi-ting
;
Kuan, Chung-ming
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 565-578
Persistent link: https://www.econbiz.de/10001709316
Saved in:
58
A structural model of US aggregate job flows
Collard, Fabrice
;
Fève, Patrick
;
Langot, François
; …
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 197-223
Persistent link: https://www.econbiz.de/10001676811
Saved in:
59
The stochastic volatility in mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Hol Uspensky, Eugenie
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 667-689
Persistent link: https://www.econbiz.de/10001723785
Saved in:
60
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
61
A flexible parametric selection model for non-normal data with application to health care usage
Prieger, James E.
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 367-392
Persistent link: https://www.econbiz.de/10001690456
Saved in:
62
Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics
Hendry, David F.
(
contributor
);
Sargan, John Denis
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001591547
Saved in:
63
Estimating shocks and impulse response functions
Wickens, Michael R.
;
Motto, Roberto
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 371-387
Persistent link: https://www.econbiz.de/10001592352
Saved in:
64
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
65
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 657-669
Persistent link: https://www.econbiz.de/10001631947
Saved in:
66
Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn
;
Lee, Junsoo
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
Saved in:
67
An empirical comparison of flexible demand system functional forms
Fisher, Douglas
;
Fleissig, Adrian R.
;
Serletis, Apostolos
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001557370
Saved in:
68
Monetary policy analysis and inflation targeting in a small open economy : a VAR approach
Jacobson, Tor
(
contributor
)
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 487-520
Persistent link: https://www.econbiz.de/10001601904
Saved in:
69
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
70
Determining market power exertion between buyers and sellers
Raper, Kellie Curry
;
Love, H. Alan
;
Shumway, C. Richard
- In:
Journal of applied econometrics
15
(
2000
)
3
,
pp. 225-252
Persistent link: https://www.econbiz.de/10001504763
Saved in:
71
Incomplete information and the time series behaviour of consumption
Demery, David
;
Duck, Nigel W.
- In:
Journal of applied econometrics
15
(
2000
)
4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10001509866
Saved in:
72
Mixed MNL models for discrete response
McFadden, Daniel
;
Train, Kenneth
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 447-470
Persistent link: https://www.econbiz.de/10001533548
Saved in:
73
Learning and decision costs in one-person games
Romeo, Charles J.
;
Sopher, Barry
- In:
Journal of applied econometrics
14
(
1999
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10001411562
Saved in:
74
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
75
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
76
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
Saved in:
77
Conducting inference in semiparametric duration models under inequality restructions on the shape of the hazard implied by job search theory
Romeo, Charles J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 587-605
Persistent link: https://www.econbiz.de/10001440623
Saved in:
78
Intertemporal substitution in import demand and habit formation
De la Croix, David
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 589-612
Persistent link: https://www.econbiz.de/10001375410
Saved in:
79
Causal ordering and "The bank lending channel"
Perez, Stephen J.
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 613-626
Persistent link: https://www.econbiz.de/10001375484
Saved in:
80
Optimal univariate inflation forecasting with symmetric stable shocks
Bidarkota, Prasad V.
;
McCulloch, J. Huston
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 654-670
Persistent link: https://www.econbiz.de/10001377006
Saved in:
81
Identifying the source of dynamics in disaggregated import data
Kasa, Kenneth
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 305-320
Persistent link: https://www.econbiz.de/10001244190
Saved in:
82
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
83
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
84
A comparison of parametric and semiparametric estimates of the effect of spousal health insurance coverage on weekly hours worked by wives
Olson, Craig A.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 543-565
Persistent link: https://www.econbiz.de/10001250502
Saved in:
85
Individual demands from household aggregates : time and age variation in the composition of diet
Chesher, Andrew
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10001250504
Saved in:
86
The dynamics of changes in the female wage distribution in the USA : a quantile regression approach
Buchinsky, Moshe
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001237951
Saved in:
87
Whose wages do unions raise? : A dynamic model of unionism and wage rate determination for young men
Vella, Francis
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 163-183
Persistent link: https://www.econbiz.de/10001241595
Saved in:
88
Demand for medical care by the elderly : a finite mixture approach
Deb, Partha
- In:
Journal of applied econometrics
12
(
1997
)
3
,
pp. 313-336
Persistent link: https://www.econbiz.de/10001336077
Saved in:
89
Statistical demand functions for food in the USA and The Netherlands
Crombrugghe, Denis de
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 615-637
Persistent link: https://www.econbiz.de/10001336652
Saved in:
90
A comparative study of modelling the demand for food in the United States and The Netherlands
Song, Haiyan
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 593-608
Persistent link: https://www.econbiz.de/10001336653
Saved in:
91
Empirical econometric modelling of food consumption using a new informational complexity approach
Bearse, Peter M.
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 563-586
Persistent link: https://www.econbiz.de/10001336654
Saved in:
92
The demand for food in the United States and The Netherlands : a systems approach with the CBC model
Driel, Hans van
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 509-523
Persistent link: https://www.econbiz.de/10001336656
Saved in:
93
On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.
;
Schmidt, Peter
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
Saved in:
94
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
95
The experiment in applied econometrics : special issue
Tobin, James
(
contributor
);
Magnus, Jan R.
(
contributor
); …
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 459-661
Persistent link: https://www.econbiz.de/10001228372
Saved in:
96
Understanding spot and forward exchange rate regressions
Hai, Waike
- In:
Journal of applied econometrics
12
(
1997
)
6
,
pp. 715-734
Persistent link: https://www.econbiz.de/10001234187
Saved in:
97
The dynamic Laurent flexible form and the demand for money
Fleissig, Adrian R.
- In:
Journal of applied econometrics
12
(
1997
)
6
,
pp. 687-699
Persistent link: https://www.econbiz.de/10001234189
Saved in:
98
Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O.
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001215439
Saved in:
99
Statistical inference via bootstrapping for measures of inequality
Mills, Jeffrey Alan
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 133-150
Persistent link: https://www.econbiz.de/10001218335
Saved in:
100
Credit rationing and threshold effects in the relation between money and output
Galbraith, John W.
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 419-429
Persistent link: https://www.econbiz.de/10001202515
Saved in:
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