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person:"Paolella, Marc S."
subject:"Japan"
~person:"Ichiue, Hibiki"
~subject:"Exchange rate"
~subject:"Geldpolitik"
~subject:"Time series analysis"
~subject:"Volatility"
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Japan
Exchange rate
Geldpolitik
Time series analysis
Volatility
Estimation
34
Schätzung
34
Theorie
18
Theory
18
ARCH model
17
ARCH-Modell
17
Capital income
14
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14
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14
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11
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11
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29
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Paolella, Marc S.
Ichiue, Hibiki
Caporale, Guglielmo Maria
210
Gil-Alaña, Luis A.
189
Gupta, Rangan
134
Belke, Ansgar
105
McAleer, Michael
98
Bahmani-Oskooee, Mohsen
83
Pesaran, M. Hashem
69
Pierdzioch, Christian
69
Cheung, Yin-Wong
59
Koopman, Siem Jan
56
Bollerslev, Tim
51
Chinn, Menzie David
51
MacDonald, Ronald
47
Beckmann, Joscha
44
Mumtaz, Haroon
43
Wohar, Mark E.
43
Herwartz, Helmut
41
Tiwari, Aviral Kumar
41
Lütkepohl, Helmut
38
Härdle, Wolfgang
37
Marcellino, Massimiliano
37
Hautsch, Nikolaus
36
Miller, Stephen M.
36
Diebold, Francis X.
35
Todorov, Viktor
35
Christiano, Lawrence J.
34
Narayan, Paresh Kumar
34
Siklos, Pierre L.
34
Huber, Florian
33
Balcilar, Mehmet
32
Bouri, Elie
32
Chang, Chia-Lin
32
Döpke, Jörg
32
Eickmeier, Sandra
32
Engle, Robert F.
32
Hayo, Bernd
32
Kapetanios, George
32
Reitz, Stefan
32
Buch, Claudia M.
31
Moosa, Imad A.
31
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Bank of Japan working paper series
6
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6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
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2
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
29
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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
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
4
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:
5
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:
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
Real-time analysis on Japan's labor productivity
Hara, Naoko
;
Ichiue, Hibiki
-
2010
Persistent link: https://www.econbiz.de/10008729149
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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