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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The European journal of finance"
~subject:"VAR model"
~type:"article"
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Capital income
Zeitreihenanalyse
VAR model
Theorie
920
Theory
920
Estimation
212
Schätzung
212
Estimation theory
143
Schätztheorie
143
Forecasting model
111
Prognoseverfahren
111
USA
110
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110
Time series analysis
108
Volatility
90
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87
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Clark, Todd E.
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Carriero, Andrea
3
Clements, Michael P.
3
Franses, Philip Hans
3
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2
Charemza, Wojciech
2
Chen, Jing
2
Creal, Drew
2
Dijk, Herman K. van
2
Fleissig, Adrian R.
2
Galvão, Ana Beatriz C.
2
Garcia, René
2
Ghysels, Eric
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Huber, Florian
2
Hwang, Soosung
2
Jäger, Albert
2
Kapetanios, George
2
Koopman, Siem Jan
2
Kunst, Robert M.
2
Loperfido, Nicola
2
Lucas, André
2
MacKinnon, James G.
2
McCracken, Michael W.
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Paap, Richard
2
Payá, Ivan
2
Peel, David
2
Psaradakis, Zacharias G.
2
Shields, Kalvinder K.
2
Sola, Martin
2
Song, Xiaojing
2
Tippett, Mark
2
Vredin, Anders
2
Warne, Anders
2
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Journal of applied econometrics
The European journal of finance
Journal of econometrics
398
Economics letters
369
International journal of forecasting
364
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Journal of forecasting
275
Econometric theory
206
Applied economics
173
Economic modelling
168
Econometric reviews
166
Journal of banking & finance
162
Journal of economic dynamics & control
154
Finance research letters
150
Journal of empirical finance
148
Journal of financial economics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Applied economics letters
110
International review of financial analysis
97
The journal of finance : the journal of the American Finance Association
97
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
International review of economics & finance : IREF
92
Computational economics
90
The review of financial studies
80
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Macroeconomic dynamics
77
Journal of international money and finance
75
Journal of monetary economics
75
European journal of operational research : EJOR
71
The North American journal of economics and finance : a journal of financial economics studies
71
Energy economics
69
Journal of macroeconomics
67
Applied financial economics
65
Journal of risk and financial management : JRFM
65
Oxford bulletin of economics and statistics
65
The review of economics and statistics
60
The econometrics journal
56
Econometrics : open access journal
55
Insurance / Mathematics & economics
53
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ECONIS (ZBW)
206
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206
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1
Are financially constrained firms susceptible to a stock price crash?
He, Guanming
;
Ren, Helen Mengbing
- In:
The European journal of finance
29
(
2023
)
6
,
pp. 612-637
Persistent link: https://www.econbiz.de/10014322545
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
9
On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
Saved in:
10
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
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