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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Theory"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
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Theorie
20
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10
Risiko
8
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8
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Spanos, Aris
Chan, Joshua
16
Koop, Gary
16
Maasoumi, Esfandiar
16
Taylor, Robert
16
McAleer, Michael
13
Leybourne, Stephen James
12
Franses, Philip Hans
11
Ghysels, Eric
11
Phillips, Peter C. B.
11
Pagan, Adrian R.
10
Pesaran, M. Hashem
10
Strachan, Rodney W.
10
Ullah, Aman
10
Steel, Mark F. J.
9
Baltagi, Badi H.
8
Diebold, Francis X.
8
Gouriéroux, Christian
8
Hall, Alastair R.
8
Harvey, David I.
8
Kapetanios, George
8
Kilian, Lutz
8
Li, Qi
8
Lucas, André
8
McKibbin, Warwick J.
8
Palm, Franz C.
8
Tyers, Rodney
8
Ueda, Kozo
8
Bera, Anil K.
7
Dijk, Herman K. van
7
Fujiwara, Ippei
7
Geweke, John
7
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7
Haque, Qazi
7
Kollmann, Robert
7
Kumbhakar, Subal
7
Lütkepohl, Helmut
7
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7
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7
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CAMA working paper series
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
CESifo working papers
10
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6
Marco Fanno working papers
6
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5
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5
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4
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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1
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Contributions to econometric methodology in honor of T. W. Anderson
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometric analysis of financial and economic time series ; part a
1
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Sectoral uncertainty
Castelnuovo, Efrem
;
Tuzcuoglu, Kerem
;
Uzeda, Luis
-
2022
Persistent link: https://www.econbiz.de/10013478702
Saved in:
2
Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013479213
Saved in:
3
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller
;
Caggiano, Giovanni
; …
-
2021
Persistent link: https://www.econbiz.de/10012664059
Saved in:
4
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
5
Financial uncertainty and real activity : the good, the bad, and the ugly
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
; …
-
2020
Persistent link: https://www.econbiz.de/10012533269
Saved in:
6
Domestic and global uncertainty : a survey and some new results
Castelnuovo, Efrem
-
2019
Persistent link: https://www.econbiz.de/10012224541
Saved in:
7
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
8
What do we know about the macroeconomic effects of fiscal policy? : a brief survey of the literature on fiscal multipliers
Castelnuovo, Efrem
;
Lim, Guay C.
-
2018
Persistent link: https://www.econbiz.de/10012204042
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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