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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Kapitaleinkommen"
~subject:"USA"
~type:"article"
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Monetary policy
Zinspolitik
Kapitaleinkommen
USA
Estimation
371
Schätzung
371
Theorie
164
Theory
164
Estimation theory
129
Schätztheorie
129
United States
99
Time series analysis
95
Zeitreihenanalyse
95
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Volatility
61
Volatilität
61
Forecasting model
51
Prognoseverfahren
51
Capital income
45
Regression analysis
41
Regressionsanalyse
41
Börsenkurs
31
Share price
31
Bayes-Statistik
27
Bayesian inference
27
Panel
26
Panel study
26
Stochastic process
25
Stochastischer Prozess
25
Causality analysis
23
Factor analysis
23
Kausalanalyse
23
Faktorenanalyse
22
VAR model
22
VAR-Modell
22
Statistical distribution
20
Statistische Verteilung
20
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19
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138
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139
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Bollerslev, Tim
2
Enders, Walter
2
Franses, Philip Hans
2
Jacobs, Kris
2
Lan, Wei
2
Leybourne, Stephen James
2
Li, Jia
2
Lobato, Ignacio N.
2
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2
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2
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
399
Applied economics letters
247
Economic modelling
214
Journal of banking & finance
200
International review of economics & finance : IREF
177
Finance research letters
176
Journal of international money and finance
175
The review of economics and statistics
174
Applied financial economics
168
Journal of financial economics
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
The journal of finance : the journal of the American Finance Association
158
International review of financial analysis
154
Economics letters
153
The American economic review
153
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of empirical finance
140
Journal of money, credit and banking : JMCB
111
Journal of applied econometrics
109
Journal of econometrics
108
Journal of macroeconomics
107
Journal of economic dynamics & control
103
Journal of international financial markets, institutions & money
103
Journal of monetary economics
102
Journal of financial and quantitative analysis : JFQA
96
The journal of futures markets
96
Review of quantitative finance and accounting
95
The review of financial studies
95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Research in international business and finance
84
The European journal of finance
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
American economic journal : a journal of the American Economic Association
78
Energy economics
77
Journal of political economy
77
Pacific-Basin finance journal
75
International journal of finance & economics : IJFE
72
Southern economic journal
67
International journal of economics and finance
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ECONIS (ZBW)
139
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1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
5
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
6
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
7
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
8
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
9
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
10
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
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