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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CAMA working paper series"
~person:"Caggiano, Giovanni"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Eisenstat, Eric"
~person:"Kapetanios, George"
~person:"Kelly, Bryan T."
~person:"Pesaran, M. Hashem"
~person:"Raissi, Mehdi"
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Factor-augmented VARs"
~subject:"Faktorenanalyse"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Arbeitslosigkeit
Bildungsertrag
Factor-augmented VARs
Faktorenanalyse
Konjunktur
Monetary policy
Productivity
Share price
Theory
Wirkungsanalyse
Estimation
16
Schätzung
16
VAR model
9
VAR-Modell
9
Bayes-Statistik
5
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5
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Welt
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monetary policy
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1947-2013
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Bayesian estimation
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Bruttoinlandsprodukt
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Finanzpolitik
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2
Gross domestic product
2
Inflation rate
2
Inflation volatility
2
Inflationsrate
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
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13
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6
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6
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13
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Caggiano, Giovanni
Campbell, John Y.
Card, David
Eisenstat, Eric
Kapetanios, George
Kelly, Bryan T.
Pesaran, M. Hashem
Raissi, Mehdi
Chan, Joshua
13
Haque, Qazi
8
Wong, Benjamin
6
Castelnuovo, Efrem
5
Morley, James C.
5
Fry-McKibbin, Renée
4
Paccagnini, Alessia
4
Strachan, Rodney W.
4
Grant, Angelia L.
3
Groshenny, Nicolas
3
Jacobs, Jan
3
Lubik, Thomas A.
3
Magnusson, Leandro M.
3
Mohaddes, Kamiar
3
Nason, James Michael
3
Weder, Mark
3
Arin, Kerim Peren
2
Braunfels, Elias
2
Breunig, Robert
2
Brückner, Markus
2
Chang, Yoosoon
2
Choi, Sangyup
2
Chudik, Alexander
2
Cross, Jamie
2
Cross, Jamie L.
2
Dungey, Mardi H.
2
Eickmeier, Sandra
2
Görtz, Christoph
2
Hirose, Yasuo
2
Hou, Chenghan
2
Kamber, Güneş
2
Kollmann, Robert
2
Kose, M. Ayhan
2
Parla, Fabio
2
Pavlov, Oscar
2
Price, Simon
2
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CAMA working paper series
CESifo working papers
22
NBER working paper series
19
NBER Working Paper
17
Cambridge working papers in economics
14
DAE working paper
12
Working paper / National Bureau of Economic Research, Inc.
12
CESifo Working Paper Series
10
Journal of applied econometrics
9
IZA Discussion Paper
8
Working paper
8
Economics letters
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper series / IZA
5
Journal of financial economics
5
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4
Journal of econometrics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
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3
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Discussion paper / Monash University, Department of Economics
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ERF working papers series
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Marco Fanno working papers
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Working papers / Bank of England
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Bank of Italy Temi di Discussione (Working Paper)
1
Birkbeck working papers in economics and finance : BWPEF
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Bundesbank Series 1 Discussion Paper
1
CAMA Working Paper 21/2014
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CESifo Working Paper
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Chicago Booth Research Paper
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Critical finance review
1
Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
13
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1
Stock returns predictability with unstable predictors
Calonaci, Fabio
;
Kapetanios, George
;
Price, Simon
-
2022
Persistent link: https://www.econbiz.de/10012878864
Saved in:
2
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller
;
Caggiano, Giovanni
; …
-
2021
Persistent link: https://www.econbiz.de/10012664059
Saved in:
3
Global uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2021
Persistent link: https://www.econbiz.de/10012585963
Saved in:
4
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
5
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
8
A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
;
Price, Simon
;
Young, Garry
-
2017
Persistent link: https://www.econbiz.de/10011747023
Saved in:
9
Can Italy grow out of its NPL overhang? : a panel threshold analysis
Mohaddes, Kamiar
;
Raissi, Mehdi
;
Weber, Anke
-
2017
Persistent link: https://www.econbiz.de/10011747868
Saved in:
10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
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