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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Forecasting model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Forecasting model
Nichtparametrisches Verfahren
Stochastischer Prozess
Volatilität
Theorie
4,909
Theory
4,909
Estimation
486
Schätzung
486
Time series analysis
468
Zeitreihenanalyse
468
Estimation theory
385
Schätztheorie
385
Geldpolitik
340
Monetary policy
340
United States
252
USA
251
Volatility
246
Prognoseverfahren
233
Endogenes Wachstumsmodell
220
Endogenous growth model
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Economic growth
212
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207
General equilibrium
178
Allgemeines Gleichgewicht
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Welfare analysis
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Wohlfahrtsanalyse
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Schock
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Shock
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Stochastic process
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Nonparametric statistics
158
Business cycle
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Konjunktur
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Overlapping Generations
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Overlapping generations
152
Fiscal policy
151
Finanzpolitik
150
Statistical test
143
Statistischer Test
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Dynamic equilibrium
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Linton, Oliver
12
Phillips, Peter C. B.
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Aït-Sahalia, Yacine
7
Swanson, Norman R.
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Xiaohong
6
Gallant, A. Ronald
6
McAleer, Michael
6
Patton, Andrew J.
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Whang, Yoon-jae
6
Diebold, Francis X.
5
Gouriéroux, Christian
5
Koop, Gary
5
Renault, Eric
5
Robinson, Peter M.
5
Schorfheide, Frank
5
Tauchen, George Eugene
5
Taylor, Robert
5
Andersen, Torben
4
Corradi, Valentina
4
Gao, Jiti
4
Hallin, Marc
4
Hidalgo, Javier
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Maheu, John M.
4
Serletis, Apostolos
4
Simar, Léopold
4
Timmermann, Allan
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Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Carriero, Andrea
3
Casarin, Roberto
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Clark, Todd E.
3
Delgado, Miguel A.
3
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Review of international economics
Economic modelling
Journal of econometrics
Macroeconomic dynamics
International journal of forecasting
717
European journal of operational research : EJOR
575
Journal of forecasting
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Economics letters
227
Insurance / Mathematics & economics
210
International journal of production research
179
Journal of banking & finance
171
International journal of theoretical and applied finance
170
Journal of economic dynamics & control
169
Computers & operations research : and their applications to problems of world concern ; an international journal
168
Computational economics
157
Finance and stochastics
149
Energy economics
144
Econometric reviews
141
Applied economics
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
139
Finance research letters
138
Journal of empirical finance
135
Operations research
135
Risks : open access journal
131
Applied economics letters
128
International journal of production economics
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
126
Management science : journal of the Institute for Operations Research and the Management Sciences
122
Econometric theory
118
Quantitative finance
117
Journal of international money and finance
109
Operations research letters
108
Journal of financial economics
107
The European journal of finance
106
International review of financial analysis
105
Journal of applied econometrics
105
International review of economics & finance : IREF
97
The review of financial studies
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Mathematics of operations research
87
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ECONIS (ZBW)
676
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
3
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
6
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
7
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
8
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
9
Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
10
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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