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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Macroeconomic dynamics"
~subject:"Time series analysis"
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Aktienindex
Volatility
Time series analysis
Estimation
182
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182
Theorie
88
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88
Geldpolitik
33
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33
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Serletis, Apostolos
4
Castelnuovo, Efrem
2
Lovcha, Yuliya
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Perez-Laborda, Alejandro
2
Xu, Libo
2
Afonso, António
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Macroeconomic dynamics
Applied economics
214
Economic modelling
193
Energy economics
175
Journal of econometrics
167
Applied economics letters
153
Finance research letters
148
International review of economics & finance : IREF
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International review of financial analysis
125
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121
CESifo working papers
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Economics letters
118
The North American journal of economics and finance : a journal of financial economics studies
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Applied financial economics
112
International journal of forecasting
100
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99
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99
Discussion paper / Tinbergen Institute
96
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93
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93
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90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
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87
Research in international business and finance
85
Journal of international financial markets, institutions & money
84
The journal of futures markets
73
International journal of finance & economics : IJFE
69
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69
Journal of risk and financial management : JRFM
68
Discussion paper / Centre for Economic Policy Research
66
The European journal of finance
58
Econometric reviews
57
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56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International Journal of Energy Economics and Policy : IJEEP
51
Journal of economic dynamics & control
50
International journal of economics and financial issues : IJEFI
49
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ECONIS (ZBW)
46
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1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
4
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
Saved in:
7
The more, the better? : forecasting gains from high-frequency housing prices in a Markov-switching dynamic factor model
Huang, MeiChi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10014247351
Saved in:
8
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
9
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
10
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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