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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
~subject:"Volatility"
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Zeitreihenanalyse
Bayes-Statistik
Volatility
Estimation
934
Schätzung
931
Theorie
261
Theory
261
Oil price
210
Ölpreis
210
Volatilität
200
Welt
153
World
153
USA
128
United States
128
Schock
121
Shock
121
Time series analysis
121
VAR model
117
VAR-Modell
117
Forecasting model
97
Prognoseverfahren
97
Business cycle
94
Konjunktur
93
Börsenkurs
85
Energiekonsum
85
Energy consumption
85
Share price
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Cointegration
82
Kointegration
82
Geldpolitik
78
Monetary policy
78
ARCH model
72
ARCH-Modell
72
Bayesian inference
72
Panel
70
Panel study
70
Economic growth
67
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66
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Kapitaleinkommen
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37
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English
318
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Chan, Joshua
16
Ma, Feng
6
Bouri, Elie
5
Eisenstat, Eric
5
Kunst, Robert M.
5
Nason, James Michael
5
Wang, Yudong
5
Grant, Angelia L.
4
Jumah, Adusei
4
Polasek, Wolfgang
4
Strachan, Rodney W.
4
Tiwari, Aviral Kumar
4
Wong, Benjamin
4
Yoon, Seong-min
4
Costantini, Mauro
3
Haque, Qazi
3
Jacobs, Jan
3
Liao, Yin
3
Liu, Xiaochun
3
Mertens, Elmar
3
Morley, James C.
3
Wang, Shouyang
3
Wei, Yu
3
Xu, Yahua
3
Aguiar-Conraria, Luís
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Berger, Tino
2
Bu, Di
2
Casarin, Roberto
2
Chevallier, Julien
2
Cross, Jamie L.
2
Das, Debojyoti
2
Dutta, Anupam
2
Everaert, Gerdie
2
Fry-McKibbin, Renée
2
Gozgor, Giray
2
Guo, Yawei
2
Gupta, Rangan
2
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Reihe Ökonomie
CAMA working paper series
Energy economics
Journal of economic dynamics & control
Applied economics
221
Economic modelling
221
Journal of econometrics
182
Applied economics letters
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
International review of economics & finance : IREF
137
Finance research letters
135
CESifo working papers
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
133
Working paper
130
Economics letters
127
The North American journal of economics and finance : a journal of financial economics studies
123
International review of financial analysis
117
Discussion paper / Tinbergen Institute
107
International journal of forecasting
107
Journal of banking & finance
103
Journal of empirical finance
99
Journal of international money and finance
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Applied financial economics
95
Working paper / National Bureau of Economic Research, Inc.
95
NBER working paper series
91
NBER Working Paper
89
Journal of international financial markets, institutions & money
82
Research in international business and finance
81
Journal of forecasting
76
Journal of applied econometrics
74
Discussion paper / Centre for Economic Policy Research
71
Journal of risk and financial management : JRFM
69
Econometric reviews
67
The journal of futures markets
65
International journal of finance & economics : IJFE
63
Journal of macroeconomics
57
Macroeconomic dynamics
57
Discussion paper
55
The European journal of finance
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
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ECONIS (ZBW)
318
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1
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
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2
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
-
Version Date: January 11, 2024
Persistent link: https://www.econbiz.de/10014517309
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3
Superstar firms and aggregate fluctuations
Haque, Qazi
;
Pavlov, Oscar
;
Weder, Mark
-
2024
Persistent link: https://www.econbiz.de/10014520075
Saved in:
4
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
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5
COVID-19, mobility restriction policies and stock market volatility : a cross-country empirical study
Ahadzie, Richard Mawulawoea
;
Daugaard, Daniel
;
Kangogo, …
-
2023
Persistent link: https://www.econbiz.de/10014432208
Saved in:
6
Financial condition indices in an incomplete data environment
Herculano, Miguel
;
Jacob, Punnoose
-
2023
Persistent link: https://www.econbiz.de/10014432236
Saved in:
7
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
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8
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
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9
Commodity price uncertainty comovement: Does it matter for global economic growth?
Ferrara, Laurent
;
Karadimitropoulou, Aikaterini
; …
-
2022
Persistent link: https://www.econbiz.de/10012878891
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10
Investor sentiment, volatility and cross-market illiquidity dynamics : a threshold vector autoregression approach
Qi, Lin
-
2022
Persistent link: https://www.econbiz.de/10013184159
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