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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"
~subject:"Faktorenanalyse"
~subject:"Markov-Kette"
~subject:"Theorie"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Faktorenanalyse
Markov-Kette
Theorie
Ölpreis
Estimation
67
Schätzung
67
EU countries
11
Time series analysis
11
Welt
11
World
11
Zeitreihenanalyse
11
USA
10
United States
10
Estimation theory
8
Forecasting model
8
Kaufkraftparität
8
Prognoseverfahren
8
Purchasing power parity
8
Schätztheorie
8
Theory
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Cointegration
7
Kointegration
7
Markov chain
7
OECD countries
7
OECD-Staaten
7
Oil price
7
Panel
7
Panel study
7
VAR model
7
VAR-Modell
7
Bayes-Statistik
6
Bayesian inference
6
Eurozone
6
Geldpolitik
6
Monetary policy
6
Nichtlineare Regression
6
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22
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30
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2
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28
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28
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27
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27
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2
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2
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English
32
Author
All
Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Mignon, Valérie
McAleer, Michael
15
Mumtaz, Haroon
13
Caporale, Guglielmo Maria
12
Belzil, Christian
8
Neely, Christopher J.
8
Pesaran, M. Hashem
8
Rault, Christophe
7
Owyang, Michael T.
6
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
Cohen, Jeffrey P.
3
Cologni, Alessandro
3
Coughlin, Cletus Charles
3
Doz, Catherine
3
Erdemlioglu, Deniz
3
Girardi, Alessandro
3
Kilian, Lutz
3
Lund, Jesper
3
Nguyen, Hoang
3
Piton, Sophie
3
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Queen Mary College / Department of Economics
2
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1
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CESifo Working Paper Series
Macroeconomic dynamics
SNB working papers
Working paper
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
Working papers in economics and statistics
4
Discussion paper / Tinbergen Institute
3
Journal of econometrics
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Cambridge working papers in economics
2
Economic modelling
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Geldpolitik & Wirtschaft : Quartalsheft zur Geld- und Wirtschaftspolitik
2
International review of economics & finance : IREF
2
Regional studies
2
Review of world economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / The Vienna Institute for International Economic Studies (WIIW)
2
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Bank of Italy Temi di Discussione (Working Paper)
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ECB Working Paper
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Economica
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Energy economics
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Finance : revue de l'Association Française de Finance
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International journal of forecasting
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ECONIS (ZBW)
32
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1
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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