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subject:"USA"
~isPartOf:"Journal of applied econometrics"
~subject:"Business cycle"
~subject:"Exchange rate"
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USA
Business cycle
Exchange rate
Estimation
357
Schätzung
357
Theorie
171
Theory
171
United States
106
Welt
49
World
49
Statistical test
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English
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Marcellino, Massimiliano
5
Pesaran, M. Hashem
3
Altavilla, Carlo
2
Chesher, Andrew
2
Fleissig, Adrian R.
2
Kapetanios, George
2
Koop, Gary
2
Li, Mingliang
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Sola, Martin
2
Spagnolo, Fabio
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Abo-Zaid, Salem
1
An, Zidong
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Assenmacher-Wesche, Katrin
1
Athanasopoulos, George
1
Augurzky, Boris
1
Bae, Youngsoo
1
Bai, Jushan
1
Bailey, Natalia
1
Banerjee, Anindya
1
Baum, Christopher F.
1
Baumeister, Christiane
1
Bearse, Peter M.
1
Beck, Günter W.
1
Bekdache, Basma
1
Belzil, Christian
1
Benati, Luca
1
Bhat, Chandra R.
1
Bierens, Herman J.
1
Billé, Anna Gloria
1
Bowlus, Audra J.
1
Bozdogan, Hamparsum
1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,978
Discussion paper / Centre for Economic Policy Research
629
NBER working paper series
568
Discussion paper series / IZA
524
NBER Working Paper
424
Applied economics
423
CESifo working papers
331
Journal of international money and finance
308
Applied economics letters
267
Working paper
259
Finance and economics discussion series
234
Economic modelling
233
The American economic review
213
The journal of finance : the journal of the American Finance Association
200
The review of economics and statistics
192
IZA Discussion Papers
191
IMF working papers
190
Applied financial economics
183
Economics letters
181
The review of financial studies
178
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
173
Journal of banking & finance
166
International review of economics & finance : IREF
155
Journal of money, credit and banking : JMCB
154
Working paper series / European Central Bank
153
Journal of monetary economics
144
Discussion papers / CEPR
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Journal of macroeconomics
135
Discussion paper
132
Journal of financial economics
126
The North American journal of economics and finance : a journal of financial economics studies
124
The journal of futures markets
120
Journal of economic dynamics & control
117
Journal of financial and quantitative analysis : JFQA
117
Journal of international economics
117
International finance discussion papers
115
CESifo Working Paper
114
Journal of international financial markets, institutions & money
113
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ECONIS (ZBW)
128
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1
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Saved in:
2
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
3
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
Saved in:
4
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Saved in:
5
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:
6
Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
Saved in:
7
Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach
Tsui, Albert K.
;
Ho, Kin-Yip
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 637-642
Persistent link: https://www.econbiz.de/10002342812
Saved in:
8
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.
;
Norrbin, Stefan C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Saved in:
9
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
Saved in:
10
Poverty comparisons with dependent samples
Zheng, Buhong
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10002102178
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