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isPartOf:"Journal of applied econometrics"
subject:"USA"
~subject:"Time series analysis"
~subject:"VAR model"
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USA
Time series analysis
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Theorie
560
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560
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142
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142
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136
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94
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Pesaran, M. Hashem
7
Clark, Todd E.
4
Koop, Gary
4
Marcellino, Massimiliano
4
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Clements, Michael P.
3
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2
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Hall, Stephen G.
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2
Hautsch, Nikolaus
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Huber, Florian
2
Jäger, Albert
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Kapetanios, George
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Kilian, Lutz
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2
Vahid, Farshid
2
Vredin, Anders
2
Warne, Anders
2
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2
Zeileis, Achim
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,430
Economics letters
480
Journal of econometrics
445
Discussion paper / Centre for Economic Policy Research
423
European journal of operational research : EJOR
384
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
382
International journal of forecasting
343
The American economic review
314
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308
Applied economics
278
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271
The review of economics and statistics
260
American journal of agricultural economics
253
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233
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229
Journal of monetary economics
222
The journal of finance : the journal of the American Finance Association
218
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Econometric theory
215
CESifo working papers
213
Journal of economic dynamics & control
196
Discussion paper series / IZA
190
Journal of political economy
184
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183
Econometric reviews
179
Journal of banking & finance
174
Journal of money, credit and banking : JMCB
172
Southern economic journal
172
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
170
Finance and economics discussion series
169
Applied economics letters
166
International journal of production research
164
Journal of macroeconomics
156
NBER working paper series
145
Economic inquiry : journal of the Western Economic Association International
141
International economic review
141
Journal of financial economics
141
The economic journal : the journal of the Royal Economic Society
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
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ECONIS (ZBW)
183
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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
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:
7
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:
8
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:
9
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
Saved in:
10
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
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