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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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United States
Börsenkurs
Time series analysis
Estimation
238
Schätzung
234
Theorie
121
Theory
121
Business cycle
48
Konjunktur
48
Monetary policy
46
Schock
46
Shock
46
Geldpolitik
45
USA
43
VAR model
38
VAR-Modell
38
Volatility
30
Volatilität
30
Zeitreihenanalyse
30
Bayes-Statistik
28
Bayesian inference
28
Dynamic equilibrium
22
Dynamisches Gleichgewicht
22
Capital income
21
Kapitaleinkommen
21
Forecasting model
19
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19
Inflation
18
Portfolio selection
17
Portfolio-Management
17
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17
State space model
17
Zustandsraummodell
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Share price
16
Estimation theory
15
Markov chain
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Markov-Kette
15
Risikoprämie
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83
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Article in journal
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83
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English
83
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Aguiar-Conraria, Luís
2
Berger, Tino
2
Chan, Joshua
2
Everaert, Gerdie
2
Hommes, Cars H.
2
Ireland, Peter N.
2
Martins, Manuel Mota Freitas
2
Soares, Maria Joana
2
Ahn, Hie Joo
1
Amir Ahmadi, Pooyan
1
Anderson, Heather Margot
1
Anderson, Richard G.
1
Bali, Turan G.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Boswijk, Herman Peter
1
Bu, Di
1
Caravello, Tomas E.
1
Casares, Miguel
1
Chauvet, Marcelle
1
Chen, Baoline
1
Chen, Yi-Hsuan
1
Chen, Yong
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Click, Reid William
1
Cogan, John F.
1
Cwik, Tobias
1
De Graeve, Ferre
1
Dendramis, Yiannis
1
Domowitz, Ian
1
Du, Kai
1
Duca, John V.
1
Ellington, Michael
1
Fan, Minyou
1
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1
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Journal of economic dynamics & control
Applied economics
419
Applied economics letters
292
Economic modelling
223
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Applied financial economics
178
The review of economics and statistics
172
International review of economics & finance : IREF
162
Journal of banking & finance
160
Finance research letters
159
The journal of finance : the journal of the American Finance Association
157
Economics letters
155
The American economic review
152
The North American journal of economics and finance : a journal of financial economics studies
139
Energy economics
135
International review of financial analysis
130
Journal of applied econometrics
122
Journal of international money and finance
115
Journal of empirical finance
114
The journal of futures markets
109
Journal of international financial markets, institutions & money
100
Journal of financial economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The review of financial studies
96
Journal of money, credit and banking : JMCB
93
International journal of forecasting
92
Review of quantitative finance and accounting
88
Research in international business and finance
84
Journal of financial and quantitative analysis : JFQA
82
International journal of finance & economics : IJFE
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of monetary economics
76
Journal of political economy
76
Journal of risk and financial management : JRFM
76
American economic journal : a journal of the American Economic Association
75
Journal of forecasting
75
Journal of macroeconomics
75
The empirical economics letters : a monthly international journal of economics
69
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ECONIS (ZBW)
83
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1
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83
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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
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:
3
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
9
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
10
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
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