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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Wechselkurs"
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Capital income
Zeitreihenanalyse
Wechselkurs
Theory
9,438
Theorie
9,437
USA
1,586
United States
1,567
Schätzung
821
Estimation
819
Geldpolitik
725
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724
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380
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380
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371
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371
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364
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364
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344
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Campbell, John Y.
12
Cochrane, John H.
10
Diebold, Francis X.
10
Engle, Robert F.
10
Bekaert, Geert
9
Bollerslev, Tim
9
Ferson, Wayne E.
9
Svensson, Lars E. O.
9
Engel, Charles
8
Flood, Robert P.
8
Harvey, Campbell R.
8
Stambaugh, Robert F.
8
Andersen, Torben
7
Brandt, Michael W.
7
Froot, Kenneth
7
Nieuwerburgh, Stijn van
7
Aizenman, Joshua
6
Aït-Sahalia, Yacine
6
Frankel, Jeffrey A.
6
Hodrick, Robert J.
6
Rose, Andrew
6
Backus, David
5
Chinn, Menzie David
5
Clarida, Richard H.
5
Corsetti, Giancarlo
5
Goldberg, Linda S.
5
Lo, Andrew W.
5
Obstfeld, Maurice
5
Pástor, Ľuboš
5
Abel, Andrew B.
4
Atkeson, Andrew
4
Bacchetta, Philippe
4
Benigno, Pierpaolo
4
Devereux, Michael B.
4
Edwards, Sebastian
4
Giovannini, Alberto
4
Kapetanios, George
4
Li, Kai
4
Pesaran, M. Hashem
4
Pesenti, Paolo A.
4
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
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Journal of applied econometrics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
448
NBER Working Paper
393
Economics letters
375
Journal of econometrics
372
International journal of forecasting
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
285
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276
Journal of international money and finance
242
Discussion paper / Tinbergen Institute
210
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198
Applied economics
193
Econometric theory
192
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181
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164
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International review of economics & finance : IREF
120
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
The journal of finance : the journal of the American Finance Association
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
International review of financial analysis
105
CESifo working papers
102
The European journal of finance
95
Computational economics
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
CREATES research paper
85
Journal of international economics
85
The review of financial studies
85
EUI working paper / ECO
82
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Applied financial economics
78
Management science : journal of the Institute for Operations Research and the Management Sciences
78
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ECONIS (ZBW)
646
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
8
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
9
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
10
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
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