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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Monetary policy"
~subject:"Shock"
~subject:"Volatility"
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Schätztheorie
Monetary policy
Shock
Volatility
Theorie
1,492
Theory
1,492
Estimation
299
Schätzung
299
Exchange rate
221
Wechselkurs
221
USA
172
United States
172
Estimation theory
159
Geldpolitik
149
Welt
139
World
139
Time series analysis
118
Zeitreihenanalyse
118
Forecasting model
106
Prognoseverfahren
106
Kaufkraftparität
100
Purchasing power parity
100
Volatilität
99
Schock
70
Capital mobility
69
Kapitalmobilität
69
Devisenmarkt
68
Foreign exchange market
68
Exchange rate policy
61
Wechselkurspolitik
61
Currency derivative
60
Währungsderivat
60
Großbritannien
58
United Kingdom
58
CAPM
52
VAR model
49
VAR-Modell
49
Risikoprämie
48
Risk premium
48
Kleine offene Volkswirtschaft
46
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Undetermined
125
Free
5
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Article
437
Book / Working Paper
1
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Article in journal
438
Aufsatz in Zeitschrift
438
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
4
Konferenzbeitrag
4
Conference proceedings
1
Konferenzschrift
1
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Language
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English
438
Author
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Baillie, Richard
4
Turnovsky, Stephen J.
4
Bollerslev, Tim
3
Franses, Philip Hans
3
Hafner, Christian M.
3
Herwartz, Helmut
3
Honig, Adam
3
Meenagh, David
3
Minford, Patrick
3
Pesaran, M. Hashem
3
Ploeg, Frederick van der
3
Trivedi, Pravin K.
3
Aizenman, Joshua
2
Alpanda, Sami
2
Ascari, Guido
2
Bauer, Christian
2
Blundell, Richard W.
2
Clements, Michael P.
2
Cooke, Dudley
2
Craighead, William D.
2
Deb, Partha
2
Demertzis, Maria
2
Devereux, Michael B.
2
Disyatat, Piti
2
Evans, Martin D. D.
2
Fair, Ray C.
2
Favara, Giovanni
2
Galvão, Ana Beatriz C.
2
Ghysels, Eric
2
Gong, Liutang
2
Hakkio, Craig S.
2
Hasan, Iftekhar
2
Ida, Daisuke
2
Jacquinot, Pascal
2
Jansen, Willem Jos
2
Kodde, David A.
2
Koop, Gary
2
Lama C., Ruy
2
Le, Vo Phuong Mai
2
Lee, Myoung-jae
2
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Journal of applied econometrics
Journal of international money and finance
NBER working paper series
858
Working paper / National Bureau of Economic Research, Inc.
821
NBER Working Paper
813
Economics letters
687
Discussion paper / Centre for Economic Policy Research
535
Journal of econometrics
496
Journal of monetary economics
450
Journal of economic dynamics & control
443
Journal of macroeconomics
308
Econometric theory
299
Journal of money, credit and banking : JMCB
290
Working paper series / European Central Bank
281
Working paper
277
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Economic modelling
271
CESifo working papers
258
Macroeconomic dynamics
254
Discussion papers / CEPR
248
IMF working papers
223
Finance and economics discussion series
201
Discussion paper / Tinbergen Institute
199
European economic review : EER
199
Discussion paper
190
Applied economics
179
Econometric reviews
179
Série des documents de travail / Centre de Recherche en Économie et Statistique
172
Journal of banking & finance
170
IMF working paper
168
The review of economics and statistics
157
ECB Working Paper
151
Journal of international economics
149
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Review of economic dynamics
141
The American economic review
133
Discussion paper / Center for Economic Research, Tilburg University
132
International review of economics & finance : IREF
131
International economic review
129
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
3
Cyclical labour income risk in Great Britain
Angelopulos, Kōnstantinos
;
Lazarakis, Spyridon
; …
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 116-130
Persistent link: https://www.econbiz.de/10013165199
Saved in:
4
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Saved in:
5
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
6
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Saved in:
7
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
8
Losing traction? : the real effects of monetary policy when interest rates are low
Ahmed, Rashad
;
Borio, Claudio E. V.
;
Disyatat, Piti
; …
- In:
Journal of international money and finance
141
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014549807
Saved in:
9
Does "Lean Against the Wind" monetary policy improve welfare in a commodity exporter?
Peiris, M. U.
;
Širobokov, Aleksandr
;
Tsomocos, Dimitrios P.
- In:
Journal of international money and finance
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014549816
Saved in:
10
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
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