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~isPartOf:"Journal of economic dynamics & control"
~subject:"Konjunktur"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Konjunktur
Time series analysis
109
Zeitreihenanalyse
109
Theorie
65
Theory
65
Estimation
30
Schätzung
30
Business cycle
17
VAR model
17
VAR-Modell
17
Volatility
17
Volatilität
17
Schock
16
Shock
16
State space model
16
Zustandsraummodell
16
Estimation theory
13
Schätztheorie
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Forecasting model
11
Prognoseverfahren
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USA
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United States
11
Bayes-Statistik
10
Bayesian inference
10
Geldpolitik
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Monetary policy
10
Börsenkurs
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Stochastic process
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Stochastischer Prozess
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Aktienmarkt
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Stock market
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Aufsatz in Zeitschrift
Graue Literatur
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English
17
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Chan, Joshua
3
Aguiar-Conraria, Luís
2
Martins, Manuel Mota Freitas
2
Soares, Maria Joana
2
Benati, Luca
1
Berger, Tino
1
Canova, Fabio
1
Chauvet, Marcelle
1
Dendramis, Yiannis
1
Eisenstat, Eric
1
Everaert, Gerdie
1
Franco Neto, Afonso Arinos de Mello
1
Gallegati, Marco
1
Ghysels, Eric
1
Giri, Federico
1
Gomes, Sandra
1
Grant, Angelia L.
1
Guillén, Osmani Teixeira de Carvalho
1
Hryshko, Dmytro
1
Iskrev, Nikolay
1
Issler, João Victor
1
Kapetanios, George
1
Koop, Gary
1
Kozicki, Sharon
1
Mendicino, Caterina
1
Palestrini, Antonio
1
Pedersen, Torben Mark
1
Pesaran, M. Hashem
1
Pfann, Gerard A.
1
Potter, Simon M.
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Pozzi, Lorenzo
1
Senyuz, Zeynep
1
Tzavalis, Elias
1
Yoldas, Emre
1
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Journal of economic dynamics & control
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Economic modelling
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Applied economics
24
Journal of macroeconomics
22
Macroeconomic dynamics
22
Economics letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
CESifo working papers
20
Discussion paper / Tinbergen Institute
19
International journal of forecasting
19
Applied economics letters
18
Discussion paper / Centre for Economic Policy Research
18
Journal of applied econometrics
17
CAMA working paper series
15
Documentos de trabajo / Banco de España
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of forecasting
12
Working paper
12
Discussion paper
11
Journal of monetary economics
11
Journal of money, credit and banking : JMCB
10
Modern economy
9
Discussion papers / CEPR
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
KOF working papers
8
Working paper series / European Central Bank
8
Bank of Finland research discussion papers
7
Cliometrica : journal of historical economics and econometric history
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of international money and finance
7
Kiel working paper
7
The review of economics and statistics
7
Energy economics
6
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
6
Journal of econometrics
6
Staff working papers / Bank of England
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Working papers
6
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ECONIS (ZBW)
17
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1
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:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
3
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
4
Okun's Law across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
Saved in:
5
Identifying noise shocks
Benati, Luca
;
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012501450
Saved in:
6
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
7
Monetary policy shocks : we got news!
Gomes, Sandra
;
Iskrev, Nikolay
;
Mendicino, Caterina
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 108-128
Persistent link: https://www.econbiz.de/10011740491
Saved in:
8
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
9
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
10
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
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