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person:"Paolella, Marc S."
subject:"Japan"
~person:"Ichiue, Hibiki"
~subject:"Exchange rate"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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Japan
Exchange rate
Geldpolitik
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Estimation
34
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34
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18
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18
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17
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Paolella, Marc S.
Ichiue, Hibiki
Caporale, Guglielmo Maria
196
Gil-Alaña, Luis A.
186
Belke, Ansgar
98
Bahmani-Oskooee, Mohsen
81
Gupta, Rangan
80
Pesaran, M. Hashem
64
Chinn, Menzie David
51
Cheung, Yin-Wong
50
Koopman, Siem Jan
49
MacDonald, Ronald
47
Beckmann, Joscha
43
McAleer, Michael
38
Lütkepohl, Helmut
36
Pierdzioch, Christian
36
Eickmeier, Sandra
32
Kapetanios, George
32
Tiwari, Aviral Kumar
32
Herwartz, Helmut
31
Wolters, Jürgen
31
Hayo, Bernd
30
Leeper, Eric M.
30
Marcellino, Massimiliano
30
Moosa, Imad A.
30
Mumtaz, Haroon
30
Siklos, Pierre L.
30
Christiano, Lawrence J.
29
Härdle, Wolfgang
29
Bollerslev, Tim
28
Huber, Florian
28
Jordà, Òscar
28
Klose, Jens
28
Chang, Tsangyao
27
Diebold, Francis X.
27
Gao, Jiti
27
Sarno, Lucio
27
Schorfheide, Frank
27
Franses, Philip Hans
26
Gerlach, Stefan
26
Wohar, Mark E.
26
Hamori, Shigeyuki
25
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Bank of Japan working paper series
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
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1
Handbook of heavy tailed distributions in finance
1
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International journal of central banking : IJCB
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1
Households' liquidity constraint, optimal attention allocation, and inflation expectations
Ichiue, Hibiki
;
Koga, Maiko
;
Okuda, Tatsushi
;
Ozaki, Tatsuya
-
2019
Persistent link: https://www.econbiz.de/10012181755
Saved in:
2
A survey-based shadow rate and unconventional monetary policy effects
Ichiue, Hibiki
;
Ueno, Yoichi
-
2018
Persistent link: https://www.econbiz.de/10013447650
Saved in:
3
Estimating term premia at the zero bound : an analysis of Japanese, US, and UK yields
Ichiue, Hibiki
;
Uenko, Yoichi
-
2013
Persistent link: https://www.econbiz.de/10009745067
Saved in:
4
Measuring potential growth with an estimated DSGE model of Japan's economy
Fueki, Takuji
;
Fukunaga, Ichiro
;
Ichiue, Hibiki
; …
- In:
International journal of central banking : IJCB
12
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011489866
Saved in:
5
Real-time analysis on Japan's labor productivity
Hara, Naoko
;
Ichiue, Hibiki
-
2010
Persistent link: https://www.econbiz.de/10008729149
Saved in:
6
Measuring potential growth with an estimated DSGE model of Japan's economy
Fueki, Takuji
;
Fukunaga, Ichiro
;
Ichiue, Hibiki
; …
-
2010
Persistent link: https://www.econbiz.de/10008935449
Saved in:
7
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
10
Biases in monetary policy expectations extracted from fed funds futures and surveys
Ichiue, Hibiki
(
contributor
);
Yuyama, Tomonori
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003489305
Saved in:
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