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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:"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:"Prognoseverfahren"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Arbeitslosigkeit
Bildungsertrag
Factor-augmented VARs
Faktorenanalyse
Konjunktur
Monetary policy
Productivity
Prognoseverfahren
Share price
Theory
Wirkungsanalyse
Estimation
11
Schätzung
11
VAR model
6
VAR-Modell
6
Forecasting model
3
Globalisierung
3
Globalization
3
Risiko
3
Risk
3
Schock
3
Shock
3
Theorie
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Welt
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World
3
Bruttoinlandsprodukt
2
Economic growth
2
Finanzpolitik
2
Fiscal policy
2
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2
Wirtschaftswachstum
2
Autocorrelation
1
Autokorrelation
1
Bayesian analysis
1
Business cycle
1
Börsenkurs
1
CCE
1
Capital income
1
Coronavirus
1
Covid-19
1
Credit shocks
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
EU countries
1
Economic indicator
1
Estimation theory
1
Financial conditions index
1
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9
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9
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3
Working Paper
3
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English
9
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Caggiano, Giovanni
Campbell, John Y.
Card, David
Kapetanios, George
Kelly, Bryan T.
Pesaran, M. Hashem
Raissi, Mehdi
Chan, Joshua
13
Haque, Qazi
8
Wong, Benjamin
7
Morley, James C.
6
Castelnuovo, Efrem
5
Eisenstat, Eric
5
Fry-McKibbin, Renée
4
Nason, James Michael
4
Paccagnini, Alessia
4
Strachan, Rodney W.
4
Grant, Angelia L.
3
Groshenny, Nicolas
3
Hirose, Yasuo
3
Jacobs, Jan
3
Lubik, Thomas A.
3
Magnusson, Leandro M.
3
Mohaddes, Kamiar
3
Price, Simon
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
Hou, Chenghan
2
Kamber, Güneş
2
Kollmann, Robert
2
Kose, M. Ayhan
2
Mertens, Elmar
2
Parla, Fabio
2
Pavlov, Oscar
2
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CAMA working paper series
CESifo working papers
23
NBER working paper series
20
NBER Working Paper
18
Cambridge working papers in economics
14
DAE working paper
13
Working paper / National Bureau of Economic Research, Inc.
13
CESifo Working Paper Series
10
Working paper
10
IZA Discussion Paper
8
Journal of applied econometrics
8
Journal of financial economics
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper series / IZA
5
Economics letters
5
Journal of econometrics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion papers / CEPR
3
International journal of forecasting
3
Journal of empirical finance
3
Working paper series / European Central Bank
3
Bank of Finland research discussion papers
2
CESifo Working Paper
2
Cambridge-INET working papers
2
DNB working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Monash University, Department of Economics
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Discussion paper series / Harvard Institute of Economic Research
2
ERF working papers series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
2
Bank of Italy Temi di Discussione (Working Paper)
1
Birkbeck working papers in economics and finance : BWPEF
1
Bundesbank Series 1 Discussion Paper
1
CAMA Working Paper
1
Chicago Booth Research Paper
1
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ECONIS (ZBW)
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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
Risk management-driven policy rate gap
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2018
Persistent link: https://www.econbiz.de/10012202548
Saved in:
7
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:
8
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:
9
Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561176
Saved in:
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