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  • Search: isPartOf:"JOURNAL OF APPLIED ECONOMETRICS"
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Year of publication
Subject
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Theorie 638 Theory 638 Estimation 394 Schätzung 394 USA 290 United States 288 Estimation theory 253 Schätztheorie 253 Forecasting model 171 Prognoseverfahren 171 Time series analysis 164 Zeitreihenanalyse 163 Panel 97 Panel study 97 VAR model 96 VAR-Modell 95 Bayes-Statistik 91 Bayesian inference 91 Volatility 87 Volatilität 87 Großbritannien 85 United Kingdom 85 Welt 84 World 84 Regression analysis 68 Regressionsanalyse 68 Schock 68 Shock 68 Economic growth 63 Nichtparametrisches Verfahren 63 Nonparametric statistics 63 Wirtschaftswachstum 62 Geldpolitik 59 Monetary policy 59 Monte Carlo simulation 57 Monte-Carlo-Simulation 57 Business cycle 56 Konjunktur 56 Cointegration 53 Impact assessment 50
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Online availability
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Undetermined 1,326 Free 586 CC license 1
Type of publication
All
Article 4,357 Book / Working Paper 18
Type of publication (narrower categories)
All
Article in journal 1,549 Aufsatz in Zeitschrift 1,549 Collection of articles of several authors 21 Sammelwerk 21 Article 20 Conference paper 11 Konferenzbeitrag 11 Konferenzschrift 6 Conference proceedings 4 Systematic review 3 Übersichtsarbeit 3 Rezension 2 Case study 1 Country report 1 Fallstudie 1 Länderbericht 1
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Language
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Undetermined 2,420 English 1,954 French 1
Author
All
Pesaran, M. Hashem 48 Marcellino, Massimiliano 34 Franses, Philip Hans 31 Koop, Gary 25 Koopman, Siem Jan 23 Baltagi, Badi H. 22 Kapetanios, George 21 Paap, Richard 21 Clements, Michael P. 20 Tobias, Justin L. 19 Clark, Todd E. 18 Hsiao, Cheng 18 Kilian, Lutz 18 Sola, Martin 18 Canova, Fabio 16 Henderson, Daniel J. 15 Laurent, Sébastien 15 Papageorgiou, Chris 15 Manski, Charles F. 14 Osborn, Denise R. 14 Phillips, Peter C. B. 14 Fanelli, Luca 13 Lucas, André 13 MacKinnon, James G. 13 Westerlund, Joakim 13 Bai, Jushan 12 Carriero, Andrea 12 Durlauf, Steven N. 12 Jones, Andrew M. 12 Kumbhakar, Subal C. 12 Li, Mingliang 12 Mitchell, James 12 Weeks, Melvyn 12 Lahiri, Kajal 11 Ley, Eduardo 11 Parmeter, Christopher F. 11 Rust, John 11 Takaoka, Sumiko 11 Tsionas, Efthymios G. 11 Vahid, Farshid 11
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Institution
All
Brookings Institution 1 Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge> 1 Conference on Social Insurance and Pension Research <2001, Århus> 1 London School of Economics and Political Science 1
Published in...
All
Journal of applied econometrics 2,678 Journal of Applied Econometrics 1,535 International Journal of Applied Econometrics and Quantitative Studies 100 International journal of applied econometrics and quantitative studies : IJAEQS 60 Econometric models of event counts 8 Special issue on microeconometrics of dynamic decision making 8 The experiment in applied econometrics 6 JOURNAL OF APPLIED ECONOMETRICS 1 JOURNAL OF APPLIED ECONOMETRICS,J. Appl. Econ. 24: 1057–1093 (2009) 1 London School of Economics and Political Science - Working paper 1 NYU Salomon Center for the Study of Financial Institutions - Macro-Finance - Arbeitspapiere; S-MF-04-09 1 NYU Salomon Center for the Study of Financial Institutions - Macro-Finance - Working papers 1
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Source
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ECONIS (ZBW) 1,557 RePEc 1,366 OLC EcoSci 1,181 Other ZBW resources 249 EconStor 20 USB Cologne (business full texts) 2
Showing 1 - 10 of 4,375
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Quantile-based test for heterogeneous treatment effects
Chung, EunYi; Olivares, Mauricio - In: Journal of applied econometrics 40 (2025) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10015372703
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Exploiting news analytics for volatility forecasting
Tranberg Bodilsen, Simon; Lunde, Asger - In: Journal of applied econometrics 40 (2025) 1, pp. 18-36
Persistent link: https://www.econbiz.de/10015372704
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Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of applied econometrics 40 (2025) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10015372710
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Multiple structural breaks in interactive effects panel data models
Ditzen, Jan; Karavias, Yiannis; Westerlund, Joakim - In: Journal of applied econometrics 40 (2025) 1, pp. 74-88
Persistent link: https://www.econbiz.de/10015372714
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Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem; Mori, Lorenzo - In: Journal of applied econometrics 40 (2025) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10015372718
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Reassessing the predictive power of the yield spread for recessions in the United States
Coe, Patrick J.; Vahey, Shaun P. - In: Journal of applied econometrics 40 (2025) 2, pp. 231-236
Persistent link: https://www.econbiz.de/10015372747
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Model averaging and double machine learning
Ahrens, Achim; Hansen, Christian; Schaffer, Mark E.; … - In: Journal of applied econometrics 40 (2025) 3, pp. 249-269
Persistent link: https://www.econbiz.de/10015372755
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Tracking economic activity with alternative high-frequency data
Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - In: Journal of applied econometrics 40 (2025) 3, pp. 270-290
Persistent link: https://www.econbiz.de/10015372760
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Standard errors for difference-in-difference regression
Hansen, Bruce E. - In: Journal of applied econometrics 40 (2025) 3, pp. 291-309
Persistent link: https://www.econbiz.de/10015372762
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Spread regression, skewness regression, and kurtosis regression with an application to the US wage structure
Chen, Qiang; Xiao, Zhijie - In: Journal of applied econometrics 40 (2025) 3, pp. 325-340
Persistent link: https://www.econbiz.de/10015372768
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