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Identifikation, Messung und Aggregation von Risiken
11 references·0 citing·44 second hop
Identifikation, Messung und Aggregation von Risiken (2001)Identifikation, Messung und Aggregation v…Journal of monetary economics (1987)Journal of monetary economicsCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Identification of rational expectations models (1981)Identification of rational ex…Testing for causality (1980)Testing for causalityEconomically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy? (1976)Economically Rational Expecta…The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors (1975)The Ex Ante Prediction Perfor…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Distributed Lags and Demand Analysis for Agricultural and Other Commodities (1958)Distributed Lags and Demand A…Estimates of the Elasticities of Supply of Selected Agricultural Commodities (1956)Estimates of the Elasticities…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Cross-Sectional versus Longitudinal Survey Research: Concepts, Findings, and Guidelines (2008)Testing for Granger non-causality in heterogeneous panels (2012)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The Combination of Forecasts (1969)The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)Applied Time Series Analysis for Managerial Forecasting. (1974)Forecasting with Econometric Methods: Folklore Versus Fact (1978)Quantitative Forecasting -- The State of the Art: Extrapolative Models (1979)The role of macroeconometric models in forecasting and policy analysis in the united states (1982)MONEY, INCOME, AND CAUSALITY (1972)Rational expectations and the dynamic structure of macroeconomic models (1978)Granger Causality and the Times Series Analysis of Political Relationships (1983)Survey Measures of Expected U.S. Inflation (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)The Debt-Deflation Theory of Great Depressions (1933)On Endogenous Competitive Business Cycles (1986)A Markov Model of Switching-Regime ARCH (1994)Urban Diversity and Economic Growth (1998)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)This time is different: eight centuries of financial folly (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Futures Prices in Supply Analysis (1976)Estimating Agricultural Supply Response with the Nerlove Model: A Survey (1977)Global Biofuels: Key to the Puzzle of Grain Market Behavior (2014)Permanent Income, Inflation Expectations and the Money Demand Function in Developing Countries (1982)An econometric study of tourist arrivals in Aruba and its implications (2004)A partial adjustment approach to evaluating and measuring the business value of information technology (2010)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1980Testing for causality1,747 cited
  • 1987Journal of monetary economics779 cited
  • 1956Estimates of the Elasticities of Supply of Selected Agricultural Commodities422 cited
  • 1976Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?294 cited
  • 1958Distributed Lags and Demand Analysis for Agricultural and Other Commodities106 cited
  • 1975The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors94 cited
  • 1981Identification of rational expectations models83 cited

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