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~subject:"Kointegration"
~subject:"Schätzung"
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Kointegration
Schätzung
VAR model
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27
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Amisano, Gianni
1
Apostolakis, George N.
1
Baghestani, Hamid
1
Barnett, William A.
1
Bekiros, Stelios D.
1
Bessler, David A.
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Crespo Cuaresma, Jesús
1
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1
Ekberg, Stefan
1
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1
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1
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1
Joseph, Nathan Lael
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Kiss, Tamás
1
Kouretas, Georgios P.
1
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1
Lee, Chien-chiang
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Liu, Shu-ing
1
Lyhagen, Johan
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Mandler, Martin
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Mazur, Stepan
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McNown, Robert F.
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Nguyen, Hoang
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Paccagnini, Alessia
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Park, Sohee
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Serati, Massimiliano
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Siliverstovs, Boriss
1
Theodorou, Athena T.
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Verbrugge, Randal
1
Wan, Alan T. K.
1
Wang, Zijun
1
You, Wan-hai
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Journal of forecasting
Applied economics
85
Economic modelling
81
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77
Economics letters
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
CESifo working papers
63
Energy economics
48
Journal of international money and finance
46
Journal of econometrics
45
Journal of economic dynamics & control
43
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CAMA working paper series
40
Macroeconomic dynamics
35
Working paper series / European Central Bank
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
30
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The North American journal of economics and finance : a journal of financial economics studies
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28
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27
International review of economics & finance : IREF
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Journal of applied econometrics
27
Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
CREATES research paper
21
International journal of forecasting
21
Discussion paper / Tinbergen Institute
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European economic review : EER
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Sveriges Riksbank working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Open economies review
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Discussion papers of interdisciplinary research project 373
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1
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.
;
Park, Sohee
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
Saved in:
5
Post-COVID inflation dynamics : higher for longer
Verbrugge, Randal
;
Zaman, Saeed
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 871-893
Persistent link: https://www.econbiz.de/10014554045
Saved in:
6
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
7
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
8
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
9
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
10
A high-low model of daily stock price ranges
Cheung, Stephen Y. L.
;
Cheung, Yin-Wong
;
Wan, Alan T. K.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 103-119
Persistent link: https://www.econbiz.de/10003814267
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