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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Systematic review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Volatilität
Welt
Estimation
728
Schätzung
728
Theorie
272
Theory
272
Forecasting model
203
Prognoseverfahren
203
USA
151
United States
151
Time series analysis
121
Zeitreihenanalyse
121
Volatility
109
Capital income
83
Kapitaleinkommen
83
World
69
Börsenkurs
67
Share price
67
Estimation theory
65
Schätztheorie
65
ARCH-Modell
49
Regression analysis
47
Regressionsanalyse
47
Aktienmarkt
45
Bayes-Statistik
45
Bayesian inference
45
Exchange rate
45
Stock market
45
VAR model
45
VAR-Modell
45
Wechselkurs
45
Panel
43
Panel study
43
Cointegration
41
Kointegration
41
Deutschland
38
Germany
38
Economic growth
37
Großbritannien
37
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4
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Article
226
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Aufsatz in Zeitschrift
Book review
Systematic review
Article in journal
226
Country report
1
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1
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1
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English
226
Author
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Gupta, Rangan
6
Bouri, Elie
3
Doppelhofer, Gernot
3
Weeks, Melvyn
3
An, Zidong
2
Bahmani-Oskooee, Mohsen
2
Bianchi, Marco
2
Blasques, Francisco
2
Bohl, Martin T.
2
Boughrara, Adel
2
Chortareas, Georgios E.
2
Cross, Jamie
2
Demirer, Rıza
2
Dijk, Dick van
2
Franses, Philip Hans
2
Garratt, Anthony
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Jalles, João Tovar
2
Kilian, Lutz
2
Klein, Tony
2
Koopman, Siem Jan
2
Lucas, André
2
Marcellino, Massimiliano
2
Opschoor, Anne
2
Pesaran, M. Hashem
2
Pierdzioch, Christian
2
Rapach, David E.
2
Roubaud, David
2
Simlai, Prodosh
2
Strachan, Rodney W.
2
Watanabe, Toshiaki
2
Wohar, Mark E.
2
Zheng, Yao
2
Abo-Zaid, Salem
1
Afonso, António
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Ahmed, Shamim
1
Ahn, Hie Joo
1
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International journal of forecasting
Journal of applied econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
392
Economic modelling
293
Applied economics letters
277
Energy economics
223
Economics letters
188
Finance research letters
177
Journal of international money and finance
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
171
International review of economics & finance : IREF
169
International review of financial analysis
143
Journal of banking & finance
143
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of econometrics
133
Journal of international financial markets, institutions & money
117
Journal of empirical finance
114
Applied financial economics
106
Research in international business and finance
105
Journal of economic dynamics & control
90
Journal of macroeconomics
89
The journal of futures markets
84
International journal of finance & economics : IJFE
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
International Journal of Energy Economics and Policy : IJEEP
81
European economic review : EER
80
Journal of risk and financial management : JRFM
79
Journal of monetary economics
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Journal of international economics
73
The empirical economics letters : a monthly international journal of economics
67
International journal of economics and financial issues : IJEFI
65
Macroeconomic dynamics
65
The American economic review
65
International journal of economics and finance
64
Open economies review
63
Journal of financial economics
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
The European journal of finance
59
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ECONIS (ZBW)
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1
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
2
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
6
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
7
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
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8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
10
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
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