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source:"econis"
subject:"Kapitaleinkommen"
~accessRights:"restricted"
~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"Inflation"
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Kapitaleinkommen
ARCH model
Forecasting model
Inflation
Estimation
22,526
Schätzung
22,479
Theorie
4,556
Theory
4,556
Volatilität
2,752
Volatility
2,750
Capital income
2,662
Welt
2,640
World
2,640
Börsenkurs
2,474
Share price
2,473
USA
2,249
United States
2,247
Prognoseverfahren
1,848
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1,817
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1,810
Economic growth
1,686
Wirtschaftswachstum
1,685
Stock market
1,663
Aktienmarkt
1,662
Zeitreihenanalyse
1,502
Time series analysis
1,499
Wirkungsanalyse
1,483
Impact assessment
1,482
Cointegration
1,422
Kointegration
1,418
Deutschland
1,405
Germany
1,402
Estimation theory
1,298
Schätztheorie
1,298
Geldpolitik
1,197
Monetary policy
1,194
Schock
1,137
Shock
1,137
ARCH-Modell
1,109
VAR model
1,102
Business cycle
1,099
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4,542
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297
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4,471
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4,471
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240
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240
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238
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238
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59
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59
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25
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25
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11
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4,821
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18
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Gupta, Rangan
94
Zaremba, Adam
51
Ma, Feng
33
Marcellino, Massimiliano
26
Wohar, Mark E.
26
Pierdzioch, Christian
25
Wang, Yudong
23
Balcilar, Mehmet
22
Salisu, Afees A.
22
Zhang, Yaojie
22
Bouri, Elie
20
Tiwari, Aviral Kumar
20
McMillan, David G.
18
Narayan, Paresh Kumar
17
Demirer, Rıza
16
Nonejad, Nima
15
Long, Huaigang
14
Xuan Vinh Vo
14
Gil-Alaña, Luis A.
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Todorov, Viktor
13
Wu, Xinyu
13
Yoon, Seong-min
13
Kumar, Dilip
12
Wei, Yu
12
Yin, Libo
12
Bollerslev, Tim
11
Cakici, Nusret
11
Chiang, Thomas C.
11
Ghysels, Eric
11
Apergēs, Nikolaos
10
Hammoudeh, Shawkat
10
Lau, Chi Keung
10
Timmermann, Allan
10
Bali, Turan G.
9
Baumeister, Christiane
9
Bekiros, Stelios
9
Caporale, Guglielmo Maria
9
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National Bureau of Economic Research
4
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OECD
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Gottfried Wilhelm Leibniz Universität Hannover
1
International Finance Corporation / Economics Dept
1
University of Bamberg Press
1
Universität Duisburg-Essen
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
1
World Bank / Policy Research Dept / Poverty and Human Resources Division
1
World Bank / World Development Report Office
1
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Finance research letters
204
Applied economics
145
International review of economics & finance : IREF
133
Economic modelling
132
International review of financial analysis
131
The North American journal of economics and finance : a journal of financial economics studies
115
Energy economics
113
International journal of forecasting
111
Journal of banking & finance
103
Journal of empirical finance
98
Discussion paper / Centre for Economic Policy Research
87
Journal of financial economics
85
Applied economics letters
84
Journal of econometrics
81
Research in international business and finance
75
Economics letters
74
Discussion papers / CEPR
72
Journal of international financial markets, institutions & money
70
Journal of international money and finance
70
Pacific-Basin finance journal
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Review of quantitative finance and accounting
46
International journal of finance & economics : IJFE
45
Journal of forecasting
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
The European journal of finance
42
International journal of economics and finance
41
Journal of economic dynamics & control
41
Working paper / National Bureau of Economic Research, Inc.
39
Journal of financial markets
36
Emerging markets, finance and trade : EMFT
33
Quantitative finance
31
Journal of financial econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Theoretical economics letters
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of macroeconomics
26
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ECONIS (ZBW)
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
3
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
4
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
5
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
6
Quantifying spillovers among regions
Gefang, Deborah
;
Hall, Stephen G.
;
Tavlas, George S.
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451427
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
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8
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
9
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
10
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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