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subject:"Monetary policy"
subject:"Zinspolitik"
~person:"Westerlund, Joakim"
~subject:"Großbritannien"
~subject:"Panel study"
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Monetary policy
Zinspolitik
Großbritannien
Panel study
Estimation
38
Schätzung
38
Panel
28
Einheitswurzeltest
10
Forecasting model
10
Panel data
10
Prognoseverfahren
10
Unit root test
10
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
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9
Cointegration
8
Kointegration
8
Theorie
8
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8
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7
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7
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6
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6
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Aktienmarkt
4
CCE estimation
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Common factors
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Stock market
4
ARCH model
3
ARCH-Modell
3
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Cross-section dependence
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28
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Westerlund, Joakim
Caporale, Guglielmo Maria
99
Belke, Ansgar
73
Blundell, Richard W.
72
Gupta, Rangan
60
Gil-Alaña, Luis A.
56
Pesaran, M. Hashem
53
Baltagi, Badi H.
48
Jenkins, Stephen
48
Afonso, António
42
Dreger, Christian
39
Narayan, Paresh Kumar
38
Shields, Michael
38
Meghir, Costas
36
Hart, Robert A.
33
Hayo, Bernd
33
Herwartz, Helmut
32
Francesconi, Marco
31
Mumtaz, Haroon
31
Siklos, Pierre L.
31
Wolters, Jürgen
31
Booth, Alison L.
30
Leeper, Eric M.
30
Apergēs, Nikolaos
29
Christiano, Lawrence J.
29
Jordà, Òscar
29
Machin, Stephen
29
Van Reenen, John
28
Walker, Ian
28
Nautz, Dieter
27
Addison, John T.
26
Gertler, Mark
26
Girma, Sourafel
26
Haskel, Jonathan
26
Klose, Jens
26
Chang, Tsangyao
25
Kapetanios, George
25
Smith, Jeremy
25
Puhani, Patrick A.
24
Arulampalam, Wiji
23
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Nationalekonomiska Institutionen <Lund>
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Research memorandum / METEOR
2
Applied economics letters
1
Bozen economics & management paper series : BEMPS
1
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1
Economics letters
1
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1
FinanzArchiv : European journal of public finance
1
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1
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
28
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1
Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending
Ditzen, Jan
;
Karavias, Yiannis
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10014232099
Saved in:
2
A factor-augmented new Keynesian Phillips curve for the European Union countries
Norkutė, Milda
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10013502506
Saved in:
3
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
4
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
5
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
6
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
7
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim
;
Sharma, Susan Sunila
- In:
Energy economics
77
(
2019
),
pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
Saved in:
8
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
9
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
10
Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald
;
Sarafidis, Vasilis
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
Saved in:
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