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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"SNB working papers"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Cologni, Alessandro"
~person:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kaufmann, Sylvia"
~person:"Kwapil, Claudia"
~person:"Mignon, Valérie"
~subject:"Faktorenanalyse"
~subject:"Theorie"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Faktorenanalyse
Theorie
Ölpreis
Estimation
73
Schätzung
73
EU countries
13
Time series analysis
12
USA
12
United States
12
Welt
12
World
12
Zeitreihenanalyse
12
Theory
11
Oil price
10
Geldpolitik
9
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Kaufkraftparität
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Purchasing power parity
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Schätztheorie
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OECD countries
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OECD-Staaten
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7
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English
36
Author
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Chang, Chia-Lin
Cologni, Alessandro
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Kwapil, Claudia
Mignon, Valérie
McAleer, Michael
15
Mumtaz, Haroon
13
Caporale, Guglielmo Maria
12
Belzil, Christian
8
Pesaran, M. Hashem
8
Neely, Christopher J.
7
Rault, Christophe
7
Theodoridis, Konstantinos
6
Afonso, António
5
Engsted, Tom
5
Gil-Alana, Luis A.
5
Honoré, Peter
5
Manera, Matteo
5
Nielsen, Helena Skyt
5
Serletis, Apostolos
5
Ajevskis, Viktors
4
Blazsek, Szabolcs
4
Licht, Adrian
4
Nitschka, Thomas
4
Nyholm, Ken
4
Österholm, Pär
4
Baumeister, Christiane
3
Bäurle, Gregor
3
Doz, Catherine
3
Erdemlioglu, Deniz
3
Girardi, Alessandro
3
Kilian, Lutz
3
Lund, Jesper
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
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1
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CESifo Working Paper Series
Macroeconomic dynamics
SNB working papers
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Econometric Institute research papers
10
Working papers / Studienzentrum Gerzensee
7
Applied economics
6
CESifo working papers
6
Document de travail
6
Journal of applied econometrics
4
Journal of international money and finance
4
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4
Discussion paper / Tinbergen Institute
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Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del
;
Escribano, Álvaro
; …
-
2024
Persistent link: https://www.econbiz.de/10014566880
Saved in:
2
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
3
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
4
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
5
Bank lending in Switzerland : capturing cross-sectional heterogeneity and asymmetry over time
Beutler, Toni
;
Gubler, Matthias
;
Hauri, Simona
; …
-
2020
Persistent link: https://www.econbiz.de/10012301650
Saved in:
6
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
7
Exchange rate pass-through to import prices : accounting for changes in the Eurozone trade structure
Lopez-Villavicencio, Antonia
;
Mignon, Valérie
-
2019
Persistent link: https://www.econbiz.de/10012243509
Saved in:
8
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
9
Macroeconomic evidence suggests that asylum seekers are not a "burden" for western European countries
Albis, Hippolyte d’
;
Boubtane, Ekrame
;
Coulibaly, Dramane
-
2018
Persistent link: https://www.econbiz.de/10012000054
Saved in:
10
Changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
-
2016
Persistent link: https://www.econbiz.de/10011586794
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