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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~subject:"Cointegration"
~subject:"Kointegration"
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Time series analysis
United States
Cointegration
Kointegration
Estimation
1,176
Schätzung
1,175
Theorie
333
Theory
333
USA
159
Welt
153
World
153
Volatility
140
Volatilität
140
Panel
136
Panel study
136
Zeitreihenanalyse
135
Economic growth
107
Wirtschaftswachstum
106
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101
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101
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97
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97
EU countries
93
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93
Forecasting model
93
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93
Estimation theory
91
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91
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90
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90
VAR model
90
VAR-Modell
90
Capital income
88
Kapitaleinkommen
88
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84
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84
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80
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80
Regression analysis
65
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367
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Marcellino, Massimiliano
6
Arčabić, Vladimir
4
Pesaran, M. Hashem
4
Sola, Martin
4
Gil-Alaña, Luis A.
3
Huang, Zhuo
3
Jalil, Abdul
3
Koop, Gary
3
Lee, Chien-chiang
3
Lee, Junsoo
3
Nazlıoğlu, Şaban
3
Papell, David H.
3
Paradiso, Antonio
3
Psaradakis, Zacharias G.
3
Tiwari, Aviral Kumar
3
Urbain, Jean-Pierre
3
Bacchiocchi, Emanuele
2
Bekiros, Stelios
2
Caporale, Guglielmo Maria
2
Carriero, Andrea
2
Casarin, Roberto
2
Chang, Chun Ping
2
Chen, Shyh-Wei
2
Chesher, Andrew
2
Clark, Todd E.
2
Demetrescu, Matei
2
Fan, Jingwen
2
Fleissig, Adrian R.
2
Francois, John Nana
2
Gaglianone, Wagner Piazza
2
Hall, Stephen G.
2
Hsu, Chi-Sheng
2
Idrees, Muhammad
2
Ismail, Aisha
2
Katrakilides, K.
2
Kiani, Khurshid M.
2
Kumar, Saten
2
Li, Mingliang
2
Minford, Patrick
2
Moosa, Imad A.
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Economic modelling
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,491
Discussion paper series / IZA
439
Applied economics
434
Discussion paper / Centre for Economic Policy Research
403
Applied economics letters
284
CESifo working papers
248
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Working paper
176
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of econometrics
169
NBER working paper series
158
Economics letters
152
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Energy economics
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Applied financial economics
127
International review of economics & finance : IREF
115
Journal of international money and finance
109
The empirical economics letters : a monthly international journal of economics
108
Discussion paper / Tinbergen Institute
106
NBER Working Paper
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
International journal of economics and financial issues : IJEFI
100
International Journal of Energy Economics and Policy : IJEEP
98
The North American journal of economics and finance : a journal of financial economics studies
97
The review of financial studies
92
Journal of money, credit and banking : JMCB
91
The journal of futures markets
89
Discussion paper
87
Journal of banking & finance
87
International journal of forecasting
84
International journal of economics and finance
83
Journal of macroeconomics
83
Journal of economic dynamics & control
78
Discussion papers / Deutsches Institut für Wirtschaftsforschung
77
Journal of political economy
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ECONIS (ZBW)
367
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
3
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:
4
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:
5
Foreign aid, debt interest repayments and Dutch disease effects in a real exchange rate model for African countries
Ahmad, Ahmad Hassan
;
Pentecost, Eric J.
;
Stack, Marie M.
- In:
Economic modelling
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463102
Saved in:
6
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
7
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
8
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
9
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
10
CO2 emissions, energy consumption, and economic growth : determining the stability of the 3E relationship
González, María A.
;
Montañés, Antonio
- In:
Economic modelling
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014384314
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