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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
631
Schätzung
631
Theorie
259
Theory
259
USA
149
Geldpolitik
68
Monetary policy
68
Welt
67
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67
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60
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59
Shock
59
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59
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59
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53
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48
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48
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46
Estimation theory
46
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46
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46
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44
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43
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42
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42
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39
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39
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35
Deutschland
35
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35
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35
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33
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33
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32
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English
222
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Clark, Todd E.
3
Biolsi, Christopher
2
Carriero, Andrea
2
Chesher, Andrew
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dées, Stéphane
2
Engsted, Tom
2
Fleissig, Adrian R.
2
Hughes Hallett, Andrew
2
Kapetanios, George
2
Keating, John William
2
Koop, Gary
2
Li, Mingliang
2
Ma, Jun
2
Nielsen, Morten Ørregaard
2
Normandin, Michel
2
Phillips, Peter C. B.
2
Russell, Bill
2
Serletis, Apostolos
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Vilasuso, Jon R.
2
Wel, Michel van der
2
Wohar, Mark E.
2
Aassve, Arnstein
1
Aguiar-Conraria, Luís
1
Ahelegbey, Daniel Felix
1
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1
Amano, Robert A.
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Antzulatos, Angelos A.
1
Anzuini, Alessio
1
Apergēs, Nikolaos
1
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Journal of applied econometrics
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
269
CESifo working papers
253
Economic modelling
238
NBER working paper series
228
Working paper
210
Journal of econometrics
204
Energy economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
The review of economics and statistics
175
International review of economics & finance : IREF
170
NBER Working Paper
169
Applied financial economics
168
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
149
Journal of international money and finance
146
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
128
Discussion paper / Tinbergen Institute
122
The journal of futures markets
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
109
International journal of forecasting
106
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of financial economics
85
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ECONIS (ZBW)
222
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81
Non-linear adjustments to intranational PPP
Woo, Kai-yin
;
Lee, Shu-kam
;
Chan, Alan
- In:
Journal of macroeconomics
40
(
2014
),
pp. 360-371
Persistent link: https://www.econbiz.de/10010496457
Saved in:
82
Systematic cyclicality of systemic bubbles : evidence from the U.S. commercial banking system
Kim, Myeong Hyeon
;
Kim, Baeho
- In:
Journal of macroeconomics
42
(
2014
),
pp. 281-297
Persistent link: https://www.econbiz.de/10011286611
Saved in:
83
Weak-form and strong-form purchasing power parity between the US and Mexico : a panel cointegration investigation
Robertson, Raymond
;
Kumar, Anil
;
Dutkowsky, Donald H.
- In:
Journal of macroeconomics
42
(
2014
),
pp. 241-262
Persistent link: https://www.econbiz.de/10011286615
Saved in:
84
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
85
Firm heterogeneity, persistent and transient technical inefficiency : a generalized true random-effects model
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 110-132
Persistent link: https://www.econbiz.de/10010414244
Saved in:
86
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
87
Information in the Yield curve : a macro-finance approach
Dewachter, Hans
;
Iania, Leonardo
;
Lyrio, Marco
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 42-64
Persistent link: https://www.econbiz.de/10010414258
Saved in:
88
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
89
Modelling regime switching and structural breaks with an infinite hidden Markov model
Song, Yong
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 815-842
Persistent link: https://www.econbiz.de/10010414844
Saved in:
90
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
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