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  • Search: isPartOf:"Studies in Nonlinear Dynamics and Econometrics"
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Year of publication
Subject
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Theorie 312 Theory 312 Time series analysis 221 Zeitreihenanalyse 221 Estimation 198 Schätzung 198 Estimation theory 128 Schätztheorie 128 Volatility 109 Volatilität 109 ARCH model 83 ARCH-Modell 83 Nichtlineare Regression 83 Nonlinear regression 83 Forecasting model 77 Prognoseverfahren 77 USA 66 United States 66 Markov chain 65 Markov-Kette 65 Business cycle 64 Konjunktur 64 VAR model 56 VAR-Modell 56 Bayesian inference 54 Bayes-Statistik 53 Capital income 51 Kapitaleinkommen 51 Cointegration 49 Kointegration 49 Regression analysis 48 Regressionsanalyse 48 Geldpolitik 45 Monetary policy 45 Börsenkurs 44 Share price 44 Monte Carlo simulation 41 Monte-Carlo-Simulation 41 Stochastic process 41 Stochastischer Prozess 41
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Online availability
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Undetermined 1,095 Free 22
Type of publication
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Article 1,109 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 738 Aufsatz in Zeitschrift 738 Collection of articles of several authors 7 Sammelwerk 7 other 4 Festschrift 3 Interview 3 Conference proceedings 2 Konferenzschrift 2 research-article 2
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Language
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English 1,119
Author
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Semmler, Willi 13 Jawadi, Fredj 12 Chiarella, Carl 10 Sola, Martin 10 Fabozzi, Frank J. 9 Gençay, Ramazan 9 Gómez, Manuel A. 9 Gupta, Rangan 8 Hinich, Melvin J. 8 Ramsey, James B. 8 Rothman, Philip 8 Taylor, Mark P. 8 Barnett, William A. 7 Belaire-Franch, Jorge 7 Funke, Michael 7 Proietti, Tommaso 7 Serletis, Apostolos 7 Teräsvirta, Timo 7 Bec, Frédérique 6 Blazsek, Szabolcs 6 Chumacero, Rómulo A. 6 Dufrénot, Gilles 6 Flaschel, Peter 6 Greiner, Alfred 6 Iglesias, Emma M. 6 Milas, Costas 6 Pavlidis, Efthymios G. 6 Spagnolo, Fabio 6 Escribano, Álvaro 5 Gallegati, Mauro 5 Haas, Markus 5 Harvey, David I. 5 Hurn, Stan 5 Jensen, Mark J. 5 Kapetanios, George 5 Kim, Chang-jin 5 Koop, Gary 5 Lee, Junsoo 5 Morley, James C. 5 Nishimura, Kazuo 5
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Published in...
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1,112 Studies in Nonlinear Dynamics and Econometrics 7
Source
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ECONIS (ZBW) 741 OLC EcoSci 372 Other ZBW resources 6
Showing 321 - 330 of 1,119
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State-dependent effects of fiscal policy
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315
Persistent link: https://www.econbiz.de/10011317161
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Bank characteristics and the interbank money market : a distributional approach
Iori, Giulia; Kapar, Burcu; Olmo, Jose - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 249-283
Persistent link: https://www.econbiz.de/10011317162
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A video interview of James Stock
Mizrach, Bruce Marshall - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 393-395
Persistent link: https://www.econbiz.de/10011339411
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu; Zhou, Hai-Lin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
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Noncausality and inflation persistence
Lanne, Markku - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
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Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
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Asset pricing with flexible beliefs
Axioglou, Christos; Skouras, Spyros - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 415-443
Persistent link: https://www.econbiz.de/10011339423
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More powerful cointegration tests with non-normal errors
Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
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Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
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