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Year of publication
Subject
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Mehrgleichungsmodell 500 Multiple equation model 499 Theorie 484 Theory 463 Schätztheorie 202 Estimation theory 196 Estimation 127 Schätzung 127 recursive utility 120 Recursive utility 93 Risk 84 CAPM 83 Risiko 82 Nutzen 77 Utility 77 Nutzenfunktion 69 Stochastischer Prozess 68 Utility function 68 Stochastic process 67 Prognoseverfahren 66 Risk aversion 65 Präferenztheorie 64 Theory of preferences 64 Intertemporal choice 63 Intertemporale Entscheidung 63 Risikoaversion 63 Portfolio-Management 62 Portfolio selection 61 Recursive preferences 61 Volatility 60 Volatilität 60 Forecasting model 57 recursive preferences 57 Risk premium 54 Risikoprämie 53 Regression analysis 51 Regressionsanalyse 51 Zeitreihenanalyse 51 Börsenkurs 50 Mathematische Optimierung 49
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Online availability
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Free 901 Undetermined 602 CC license 31
Type of publication
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Article 980 Book / Working Paper 960 Other 5
Type of publication (narrower categories)
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Article in journal 650 Aufsatz in Zeitschrift 650 Working Paper 419 Arbeitspapier 304 Graue Literatur 304 Non-commercial literature 304 Article 29 Aufsatz im Buch 27 Book section 27 Hochschulschrift 13 Thesis 13 Conference paper 11 Konferenzbeitrag 11 research-article 10 Lehrbuch 8 Textbook 8 Bibliografie enthalten 4 Bibliography included 4 Konferenzschrift 4 Rezension 4 Collection of articles of several authors 3 Sammelwerk 3 Collection of articles written by one author 2 Conference Paper 2 Forschungsbericht 2 Sammlung 2 Aufsatzsammlung 1 Book Part 1 Handbook 1 Handbuch 1 Mikroform 1 review-article 1
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Language
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English 1,406 Undetermined 510 German 9 French 9 Spanish 7 Portuguese 3 Estonian 1 Russian 1
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Author
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Meinerding, Christoph 21 Zeileis, Achim 21 Aase, Knut K. 19 Branger, Nicole 18 Kraft, Holger 17 Schlag, Christian 16 Pesaran, M. Hashem 15 Marimon, Ramon 14 Berry, Steven 13 Corradi, Valentina 13 Miao, Jianjun 13 Phillips, Peter C. B. 13 Swanson, Norman R. 13 Castelnuovo, Efrem 12 Kóczy, László Á. 12 Sargent, Thomas J. 12 Caggiano, Giovanni 11 Dillenberger, David 11 Hairault, Jean-Olivier 11 Konermann, Patrick 11 Langot, François 11 Ménard, Sébastien 11 Sopraseuth, Thepthida 11 Sul, Donggyu 10 Bommier, Antoine 9 Haile, Philip A. 9 Kollmann, Robert 9 Pellegrino, Giovanni 9 Swanson, Norman 9 Traeger, Christian 9 Yu, Jun 9 Bacchiocchi, Emanuele 8 Fabbri, Giorgio 8 Frejinger, Emma 8 Hansen, Lars Peter 8 Mark, Nelson C. 8 Potrafke, Niklas 8 Schubert, Katheline 8 Traeger, Christian P. 8 Waggoner, Daniel F. 8
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 32 C.E.P.R. Discussion Papers 15 HAL 13 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 10 CESifo 9 Department of Agricultural and Resource Economics, University of California-Berkeley 9 Department of Economics, University of Pennsylvania 9 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 Agricultural and Applied Economics Association - AAEA 8 Department of Economics, Boston University 8 Department of Economics, Rutgers University-New Brunswick 7 Institute for the Study of Labor (IZA) 7 Society for Computational Economics - SCE 7 Department of Economics and Business, Universitat Pompeu Fabra 6 EconWPA 6 Faculty of Economics, University of Cambridge 6 National Bureau of Economic Research 6 Center for Financial Studies 5 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 5 School of Economics, Singapore Management University 5 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 4 Duke University, Department of Economics 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 4 Society for Economic Dynamics - SED 4 Banque de France 3 Barcelona Graduate School of Economics (Barcelona GSE) 3 Department of Economics, Boston College 3 Department of Economics, European University Institute 3 Department of Economics, University of Oregon 3 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 3 Finance Discipline Group, Business School 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 3 Laboratoire d'Économie de Dijon (LEDI), Université de Bourgogne 3 University of Rochester - Center for Economic Research (RCER) 3 Økonomisk Institut, Københavns Universitet 3 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2
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Published in...
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MPRA Paper 32 Journal of econometrics 22 CESifo Working Paper 19 Journal of economic theory 18 CEPR Discussion Papers 15 Journal of economic dynamics & control 15 Applied economics 14 CESifo working papers 14 Economic modelling 14 Journal of mathematical economics 14 Quantitative economics : QE ; journal of the Econometric Society 14 Working Paper 14 Economics letters 13 Annals of the Institute of Statistical Mathematics 12 IZA Discussion Papers 12 Economic Theory 11 Journal of financial economics 11 SAFE working paper 11 CIRANO Working Papers 10 Discussion paper / Tinbergen Institute 10 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 10 Working paper 10 CESifo Working Paper Series 9 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 PIER Working Paper Archive 9 SAFE Working Paper 9 Cowles Foundation discussion paper 8 Economics Letters 8 Post-Print / HAL 8 Review of Economic Dynamics 8 Studies in Nonlinear Dynamics & Econometrics 8 Boston University - Department of Economics - Working Papers Series 7 CEMMAP working papers / Centre for Microdata Methods and Practice 7 Computational Statistics & Data Analysis 7 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 7 Economic Modelling 7 Economic theory : official journal of the Society for the Advancement of Economic Theory 7 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 Energy economics 7 Quantitative Economics 7
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Source
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ECONIS (ZBW) 1,140 RePEc 629 EconStor 147 Other ZBW resources 19 BASE 9 USB Cologne (EcoSocSci) 1
Showing 21 - 30 of 1,945
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Forecasting 2024 US presidential election by states using county level data : too close to call
Pesaran, M. Hashem; Song, Hayun - 2024
This document is a follow up to the paper by Ahmed and Pesaran (2020, AP) and reports state-level forecasts for the 2024 US presidential election. It updates the 3,107 county level data used by AP and uses the same machine learning techniques as before to select the variables used in forecasting...
Persistent link: https://www.econbiz.de/10015077850
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AMUSE: analysis of mobility using simultaneous equations : present population of refugees in Poland
Wójcik, Sebastian - In: Statistics in transition : an international journal of … 25 (2024) 4, pp. 99-117
Due to the conflict in Ukraine, which escalated on 24th February 2022, and caused a large inflow o f Ukrainian c itizens t o P oland, a n eed t o i nvestigate t his phenomenon b y official statistics has arisen. When it comes to tracking the movement of refugees, statistical and administrative...
Persistent link: https://www.econbiz.de/10015338114
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Optimal consumption and investment under relative performance citeria with Epstein-Zin utility
Dianetti, Jodi; Riedel, Frank; Stanza, Lorenzo - 2024
We consider the strategic interaction of traders in a continuous-time financial market with Epstein-Zin-type recursive …
Persistent link: https://www.econbiz.de/10014473535
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The use of voluntary health insurance in the access to specialist care : evidence from the Italian NHS
Brenna, Elenka; Giammanco, Maria Daniela - In: Socio-economic planning sciences : the international … 93 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014551889
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Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences
Rojo-Suárez, Javier; Alonso-Conde, Ana B.; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1156-1169
Persistent link: https://www.econbiz.de/10014446616
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Real term premia in consumption-based models
Melissinos, Errikos - 2024
premia. In relation to preferences, I consider models with both time-separable and recursive utility functions. Specifically … for recursive utility, I introduce a novel perturbation solution method in terms of the intertemporal elasticity of …
Persistent link: https://www.econbiz.de/10014448212
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The relationship between dividend policy and earnings management : a causality analysis
Ben Salah, Olfa; Jarboui, Anis - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 166-185
Purpose The objective of this paper is to investigate the direction of the causal relationship between dividend policy (DP) and earnings management (EM). Design/methodology/approach This research utilizes the panel data analysis to investigate the causal relationship between EM and DP. It...
Persistent link: https://www.econbiz.de/10014506812
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Estimating sentiment and risk in a consumption model : a factor analysis approach
Bouaddi, Mohammed; Kakeu, Johnson - In: Macroeconomic dynamics 28 (2024) 1, pp. 249-275
Persistent link: https://www.econbiz.de/10014465391
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Negative dynamic programming with non-additively time-separable objectives
Montrucchio, Luigi; Privileggi, Fabio - 2024
Persistent link: https://www.econbiz.de/10014514012
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Assessing the impact of Thailand's government consumption and tax shocks with a non-recursive SVAR model
Kittichai Saelee - 2024 - Version: June 20th, 2024
Persistent link: https://www.econbiz.de/10014560385
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