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~isPartOf:"Journal of applied econometrics"
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Estimation
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Marcellino, Massimiliano
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8
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5
Sola, Martin
5
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4
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3
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3
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Journal of applied econometrics
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3,658
Working paper / National Bureau of Economic Research, Inc.
3,551
NBER Working Paper
3,341
Discussion paper series / IZA
2,788
Applied economics
2,209
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1,909
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1,593
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1,590
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1,445
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1,442
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1,246
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1,153
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1,061
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1,059
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1,051
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1,044
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880
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870
International review of economics & finance : IREF
825
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807
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
798
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744
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725
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695
International review of financial analysis
654
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635
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579
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The North American journal of economics and finance : a journal of financial economics studies
554
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546
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544
The journal of futures markets
537
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528
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
513
Journal of international financial markets, institutions & money
508
Journal of international economics
489
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473
Journal of empirical finance
471
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ECONIS (ZBW)
482
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482
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1
How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
Saved in:
2
Large devaluations and inflation inequality : replicating Cravino and Levchenko (2017) with evidence from Brazil
Gouvêa, Raphael Rocha
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 657-664
Persistent link: https://www.econbiz.de/10013186707
Saved in:
3
Purchasing power parity and the Taylor rule
Kim, Hyeongwoo
;
Fujiwara, Ippei
;
Hansen, Bruce E.
; …
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
Saved in:
4
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
5
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Saved in:
6
Nonlinear effects of exchange rate
volatility
on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
Saved in:
7
Structural breaks and GARCH models of exchange rate
volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
8
Exchange rates, uncovered interest parity, and time-varying fama regressions
Fu, Bowen
;
Li, Mengheng
;
Haque, Qazi
- In:
Journal of applied econometrics
40
(
2025
)
3
,
pp. 310-324
Persistent link: https://www.econbiz.de/10015372763
Saved in:
9
Structural breaks and GARCH models of exchange rate
volatility
: re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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