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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Gil-Alaña, Luis A."
~person:"Nonejad, Nima"
~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
145
Schätzung
145
Time series analysis
87
Zeitreihenanalyse
87
Cointegration
49
Kointegration
49
Fractional integration
45
Theorie
39
Theory
39
USA
32
United States
32
Volatility
26
Volatilität
26
Börsenkurs
25
Share price
25
fractional integration
25
Capital income
24
Kapitaleinkommen
24
Großbritannien
22
United Kingdom
22
Persistence
20
Long memory
18
Welt
18
World
18
Oil price
17
Ölpreis
17
Aktienmarkt
15
Forecasting model
15
Fractional cointegration
15
Prognoseverfahren
15
Stock market
15
ARCH-Modell
14
Einheitswurzeltest
14
Unit root test
14
Structural break
13
Strukturbruch
13
Unemployment
12
Inflation
10
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Undetermined
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1
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Article
34
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Aufsatz in Zeitschrift
Book review
Arbeitspapier
35
Graue Literatur
35
Non-commercial literature
35
Working Paper
35
Article in journal
34
Language
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English
34
Author
All
Gil-Alaña, Luis A.
Nonejad, Nima
Gupta, Rangan
30
Kumar, Dilip
19
Ma, Feng
18
Jalles, João Tovar
17
Berg, Gerard J. van den
15
Apergēs, Nikolaos
14
Döpke, Jörg
14
Caporale, Guglielmo Maria
13
Tiwari, Aviral Kumar
13
Bahmani-Oskooee, Mohsen
12
Bouri, Elie
12
McAleer, Michael
12
Ours, Jan C. van
12
Malik, Farooq
11
Serletis, Apostolos
11
Wohar, Mark E.
11
Wu, Xinyu
11
Balcilar, Mehmet
10
Chiang, Thomas C.
10
Hamori, Shigeyuki
10
Huang, Zhuo
10
Yoon, Seong-min
10
Brooks, Robert
9
Floros, Christos
9
Addison, John T.
8
Afonso, António
8
Antonakakis, Nikolaos
8
Degiannakis, Stavros
8
Francq, Christian
8
Gallegati, Mauro
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Pierdzioch, Christian
8
Weber, Enzo
8
Zakoïan, Jean-Michel
8
Zhang, Yaojie
8
Österholm, Pär
8
Živkov, Dejan
8
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Applied economics
5
International review of financial analysis
3
Applied economics letters
2
Economics letters
2
Oxford bulletin of economics and statistics
2
The North American journal of economics and finance : a journal of financial economics studies
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied econometrics and international development
1
Bulletin of economic research
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of forecasting
1
Quantitative finance
1
Review of development finance
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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ECONIS (ZBW)
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1
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
2
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
3
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
6
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
7
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
8
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
9
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
10
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
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