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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Kointegration
Estimation
595
Schätzung
591
Theorie
263
Theory
263
USA
138
Zeitreihenanalyse
65
Schock
60
Shock
60
VAR model
60
VAR-Modell
60
Business cycle
58
Konjunktur
58
Monetary policy
58
Geldpolitik
57
Volatility
54
Volatilität
54
Estimation theory
53
Schätztheorie
53
Welt
52
World
52
Bayes-Statistik
50
Bayesian inference
50
Forecasting model
49
Prognoseverfahren
49
Panel
30
Panel study
30
Inflation
29
Capital income
28
Großbritannien
28
Kapitaleinkommen
28
Markov chain
28
Markov-Kette
28
United Kingdom
28
Impact assessment
27
Wirkungsanalyse
27
Deutschland
26
Germany
26
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26
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3
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Article
206
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Aufsatz in Zeitschrift
Article in journal
206
Collection of articles of several authors
1
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1
Country report
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English
206
Author
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Marcellino, Massimiliano
6
Everaert, Gerdie
4
Pesaran, M. Hashem
4
Berger, Tino
3
Chan, Joshua
3
Koop, Gary
3
Sola, Martin
3
Urbain, Jean-Pierre
3
Aguiar-Conraria, Luís
2
Benati, Luca
2
Bollerslev, Tim
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Fanelli, Luca
2
Fleissig, Adrian R.
2
Hautsch, Nikolaus
2
Ireland, Peter N.
2
Kapetanios, George
2
Langot, François
2
Li, Mingliang
2
Martins, Manuel Mota Freitas
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Pozzi, Lorenzo
2
Psaradakis, Zacharias G.
2
Serletis, Apostolos
2
Smith, Gregor W.
2
Soares, Maria Joana
2
Spagnolo, Fabio
2
Strachan, Rodney W.
2
Vahid, Farshid
2
Aassve, Arnstein
1
Ahelegbey, Daniel Felix
1
Ahn, Hie Joo
1
Altavilla, Carlo
1
Amir Ahmadi, Pooyan
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
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Journal of applied econometrics
Journal of economic dynamics & control
Applied economics
434
Applied economics letters
284
Economic modelling
238
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
174
The review of economics and statistics
171
Journal of econometrics
168
The American economic review
151
Economics letters
150
The journal of finance : the journal of the American Finance Association
148
Energy economics
129
Applied financial economics
126
International review of economics & finance : IREF
115
Journal of international money and finance
108
The empirical economics letters : a monthly international journal of economics
108
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
90
The journal of futures markets
89
Journal of banking & finance
87
International journal of forecasting
84
International journal of economics and finance
83
Journal of macroeconomics
83
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Journal of monetary economics
73
Finance research letters
65
International journal of finance & economics : IJFE
65
Southern economic journal
64
Econometric reviews
63
Macroeconomic dynamics
62
Journal of labor economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Journal of forecasting
59
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ECONIS (ZBW)
206
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
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:
3
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:
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
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
6
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:
7
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:
8
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:
9
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
10
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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