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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of monetary economics"
~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"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Estimation
579
Schätzung
578
Theorie
225
Theory
225
Forecasting model
183
Prognoseverfahren
183
USA
123
United States
123
Volatility
96
Volatilität
96
Time series analysis
92
Zeitreihenanalyse
92
Capital income
82
Kapitaleinkommen
82
Konjunktur
68
Börsenkurs
66
Share price
66
Geldpolitik
60
Monetary policy
60
Welt
56
World
56
Schock
49
Shock
49
ARCH-Modell
45
Aktienmarkt
43
Stock market
43
Inflation
42
Economic growth
35
VAR model
35
VAR-Modell
35
Wirtschaftswachstum
35
Estimation theory
34
Exchange rate
34
Schätztheorie
34
Wechselkurs
34
Risk
30
Risiko
29
Bayes-Statistik
28
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2
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Article
127
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Aufsatz in Zeitschrift
Book review
Article in journal
127
Conference paper
3
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3
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English
127
Author
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Bhattarai, Saroj
2
Blasques, Francisco
2
Boughrara, Adel
2
Ellison, Martin
2
Jaimovich, Nir
2
Jalles, João Tovar
2
Koopman, Siem Jan
2
Lustig, Hanno
2
Mumtaz, Haroon
2
Abbritti, Mirko
1
Afonso, António
1
Aghion, Philippe
1
Ahmed, Mohamed S.
1
Aksoy, Yunus
1
Al-Shboul, Mohammad
1
Albuquerque, Rui
1
Alessandri, Piergiorgio
1
Alessandria, George
1
Alhadab, Mohammad
1
Alquist, Ron
1
Alsharari, Nizar Mohammad
1
Amaral, Pedro S.
1
An, Zidong
1
Angeletos, Marios
1
Argente, David
1
Asai, Manabu
1
Bachmann, Ruediger
1
Ball, Laurence M.
1
Banerjee, Abhijit V.
1
Baqaee, David
1
Barsoum, Fady
1
Bauwens, Luc
1
Bayer, Christian
1
Benati, Luca
1
Benhima, Kenza
1
Berdiev, Aziz N.
1
Bianchi, Michele Leonardo
1
Bluedorn, John Christopher
1
Bohl, Martin T.
1
Borup, Daniel
1
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International journal of forecasting
Journal of monetary economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
184
Economic modelling
145
Applied economics letters
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Economics letters
93
Energy economics
83
Finance research letters
67
International review of economics & finance : IREF
63
Journal of economic dynamics & control
61
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of macroeconomics
55
European economic review : EER
53
International review of financial analysis
52
Journal of empirical finance
51
Labour economics : official journal of the European Association of Labour Economists
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of econometrics
48
Macroeconomic dynamics
45
Journal of international financial markets, institutions & money
43
Journal of banking & finance
40
Research in international business and finance
40
Journal of risk and financial management : JRFM
36
Review of economic dynamics
36
International journal of economics and financial issues : IJEFI
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International journal of economics and finance
34
The American economic review
34
Applied financial economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
The empirical economics letters : a monthly international journal of economics
30
Empirica : journal of european economics
28
Journal of applied econometrics
28
Journal of international money and finance
28
International journal of finance & economics : IJFE
27
Journal of money, credit and banking : JMCB
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
Jahrbücher für Nationalökonomie und Statistik
24
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1
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:
2
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:
3
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
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Business cycle asymmetry and input-output structure : the role of firm-to-firm networks
Miranda-Pinto, Jorge
;
Silva, Álvaro
;
Young, Eric R.
- In:
Journal of monetary economics
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014428393
Saved in:
8
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
9
The economic effects of firm-level uncertainty : evidence using subjective expectations
Fiori, Giuseppe
;
Scoccianti, Filippo
- In:
Journal of monetary economics
140
(
2023
),
pp. 92-105
Persistent link: https://www.econbiz.de/10014487417
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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