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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:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kaufmann, Sylvia"
~person:"Mignon, Valérie"
~person:"Nitschka, Thomas"
~subject:"Faktorenanalyse"
~subject:"Theorie"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Faktorenanalyse
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Ölpreis
Estimation
75
Schätzung
75
USA
13
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13
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12
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12
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Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Mignon, Valérie
Nitschka, Thomas
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
Nyholm, Ken
4
Österholm, Pär
4
Baumeister, Christiane
3
Bäurle, Gregor
3
Cologni, Alessandro
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
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7
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6
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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
Responses of Swiss bond yields and stock prices to ECB policy surprises
Hager, Diego M.
;
Nitschka, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013365932
Saved in:
4
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:
5
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:
6
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:
7
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
8
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:
9
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:
10
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
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