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accessRights:"free"
subject:"Shock"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
~type_genre:"Thesis"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Fiscal policy, international spillovers, and endogenous productivity
Klein, Mathias
;
Linnemann, Ludger
-
Sonderforschungsbereich Statistical Modelling of …
-
2021
Persistent link: https://www.econbiz.de/10013177112
Saved in:
2
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
Saved in:
3
Applications in computational finance with a focus on approximation of financial time series by neurocomputing
Spreckelsen, Christian von
-
2014
Persistent link: https://www.econbiz.de/10010511665
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4
Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder
-
2014
This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...
Persistent link: https://www.econbiz.de/10010464269
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5
Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A.
-
2014
Persistent link: https://www.econbiz.de/10010526646
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6
Sign restrictions and statistical identification under volatility breaks : simulation based evidence and an empirical application to monetary policy analysis ; conference paper
Herwartz, Helmut
;
Plödt, Martin
-
2014
Apart from a priori assumptions on instantaneous or long run effects of structural shocks, sign restrictions have become a prominent means for structural vector autoregressive (SVAR) analysis. Moreover, second order heterogeneity of systems of times series can be fruitfully exploited for...
Persistent link: https://www.econbiz.de/10010482469
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7
Analysis of various shocks within the high-frequency versions of the baseline new-Keynesian model : conference paper
Sacht, Stephen
-
2014
In this paper we analyze a hybrid small-scale New-Keynesian model with an arbitrary frequency of the agents synchronized decision making. We study the impact of various demand and supply shocks on the dynamics of the model variables. We show that the corresponding impulse-response functions of...
Persistent link: https://www.econbiz.de/10010483854
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8
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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9
Estimating deterministics in univariate time series
Walsh, Christopher
-
2014
Persistent link: https://www.econbiz.de/10010402846
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10
Real interest rate convergence among G7 countries : conference paper
Riedel, Jana
-
2013
We analyze real interest rate convergence among six industrialized countries in between 1975M1-2011M3 within a multi-country framework by means of a dynamic latent factor model. The real interest rates are decomposed into permanent and transitory factors, and country-specific components....
Persistent link: https://www.econbiz.de/10010339303
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