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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"VAR-Modell"
~subject:"Volatility"
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Zeitreihenanalyse
VAR-Modell
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
Forecasting model
97
Prognoseverfahren
97
Business cycle
94
Konjunktur
93
Börsenkurs
85
Energiekonsum
85
Energy consumption
85
Share price
85
Cointegration
82
Kointegration
82
Geldpolitik
78
Monetary policy
78
ARCH model
72
ARCH-Modell
72
Bayesian inference
72
Bayes-Statistik
71
Panel
70
Panel study
70
Economic growth
67
Wirtschaftswachstum
66
Capital income
63
Kapitaleinkommen
63
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79
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272
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82
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272
Aufsatz in Zeitschrift
272
Graue Literatur
82
Non-commercial literature
82
Arbeitspapier
36
Working Paper
36
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2
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English
354
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Chan, Joshua
13
Castelnuovo, Efrem
6
Fry-McKibbin, Renée
6
Kunst, Robert M.
6
Ma, Feng
6
Wang, Yudong
6
Bouri, Elie
5
Eisenstat, Eric
5
Wong, Benjamin
5
Jumah, Adusei
4
Strachan, Rodney W.
4
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Caggiano, Giovanni
3
Costantini, Mauro
3
Gupta, Rangan
3
Haque, Qazi
3
Jacobs, Jan
3
Kapetanios, George
3
Lau, Chi Keung
3
Lee, Chien-chiang
3
Liao, Yin
3
Liu, Li
3
Liu, Xiaochun
3
Morley, James C.
3
Nason, James Michael
3
Paccagnini, Alessia
3
Polasek, Wolfgang
3
Thai-Ha Le
3
Wang, Shouyang
3
Wei, Yu
3
Wu, Chongfeng
3
Xu, Yahua
3
Aguiar-Conraria, Luís
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Balcilar, Mehmet
2
Benati, Luca
2
Berger, Tino
2
Bhattarai, Saroj
2
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Reihe Ökonomie
CAMA working paper series
Energy economics
Journal of economic dynamics & control
Applied economics
260
Economic modelling
236
Journal of econometrics
173
Applied economics letters
168
CESifo working papers
160
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
158
Economics letters
155
Working paper
154
International review of economics & finance : IREF
153
Finance research letters
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
The North American journal of economics and finance : a journal of financial economics studies
128
Journal of international money and finance
122
International review of financial analysis
117
Journal of banking & finance
105
International journal of forecasting
103
Working paper / National Bureau of Economic Research, Inc.
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Journal of empirical finance
101
Discussion paper / Tinbergen Institute
100
NBER working paper series
100
Applied financial economics
99
NBER Working Paper
99
Research in international business and finance
89
Discussion paper / Centre for Economic Policy Research
88
Journal of international financial markets, institutions & money
85
Journal of forecasting
74
Journal of risk and financial management : JRFM
74
Journal of applied econometrics
72
International journal of finance & economics : IJFE
67
Journal of macroeconomics
67
The journal of futures markets
67
Macroeconomic dynamics
66
Discussion paper
60
International Journal of Energy Economics and Policy : IJEEP
58
Discussion papers / CEPR
57
Econometric reviews
57
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ECONIS (ZBW)
354
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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
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
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4
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
-
2023
Persistent link: https://www.econbiz.de/10014266763
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5
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
6
Disentangling structural breaks in high dimensional factor models
Koo, Bonsoo
;
Wong, Benjamin
;
Zhong, Ze-Yu
-
2023
Persistent link: https://www.econbiz.de/10014266817
Saved in:
7
Oil and the stock market revisited : a mixed functional VAR approach
Bjørnland, Hilde Christiane
;
Chang, Yoosoon
;
Cross, Jamie
-
2023
Persistent link: https://www.econbiz.de/10014266827
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8
Revisiting the monetary transmission mechanism through an industry-level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014517169
Saved in:
9
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
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10
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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