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isPartOf:"Applied economics"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Capital income"
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Time series analysis
Capital income
Theorie
7,493
Theory
7,493
Estimation
721
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721
USA
625
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622
Geldpolitik
413
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403
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319
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298
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256
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Phillips, Peter C. B.
12
Gil-Alaña, Luis A.
7
Forni, Mario
6
Moosa, Imad A.
6
Nieuwerburgh, Stijn van
5
Timmermann, Allan
5
White, Halbert
5
Albuquerque, Rui
4
Bollerslev, Tim
4
Lettau, Martin
4
Lippi, Marco
4
Reichlin, Lucrezia
4
Bahmani-Oskooee, Mohsen
3
Engle, Robert F.
3
Ghysels, Eric
3
Hong, Yongmiao
3
Kacperczyk, Marcin
3
Leybourne, Stephen James
3
Ludvigson, Sydney C.
3
Nelson, Daniel B.
3
Newbold, Paul
3
Ploberger, Werner
3
Robinson, Peter M.
3
Stock, James H.
3
Vassalou, Maria
3
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2
Andersen, Torben
2
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2
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2
Backus, David
2
Bianchi, Marco
2
Blazsek, Szabolcs
2
Bonaparte, Yosef
2
Brorsen, B. Wade
2
Burns, Kelly
2
Campbell, Rachel
2
Chambers, Marcus J.
2
Chernov, Mikhail
2
Dixon, Robert J.
2
Dufour, Jean-Marie
2
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Applied economics
Discussion paper / Centre for Economic Policy Research
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
366
International journal of forecasting
334
Economics letters
325
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273
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119
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109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
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78
CESifo working papers
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
76
European journal of operational research : EJOR
68
Applied financial economics
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
The North American journal of economics and finance : a journal of financial economics studies
64
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ECONIS (ZBW)
338
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
5
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
6
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
7
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
8
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
9
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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