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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~person:"Kaufmann, Sylvia"
~person:"Kwapil, Claudia"
~person:"Mignon, Valérie"
~person:"Piton, Sophie"
~subject:"Cointegration"
~subject:"Markov-Kette"
~subject:"Modellierung"
~subject:"Theorie"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Cointegration
Markov-Kette
Modellierung
Theorie
Ölpreis
Estimation
47
Schätzung
47
EU countries
14
Welt
9
World
9
USA
8
United States
8
Wirtschaftswachstum
8
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7
ARCH-Modell
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Time series analysis
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OECD-Staaten
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Internationaler Tourismus
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25
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28
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Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kaufmann, Sylvia
Kwapil, Claudia
Mignon, Valérie
Piton, Sophie
Caporale, Guglielmo Maria
18
McAleer, Michael
17
Mumtaz, Haroon
12
Gil-Alana, Luis A.
9
Belzil, Christian
8
Neely, Christopher J.
8
Pesaran, M. Hashem
8
Rault, Christophe
7
Owyang, Michael T.
6
Engsted, Tom
5
Honoré, Peter
5
Kapetanios, George
5
Manera, Matteo
5
Nielsen, Helena Skyt
5
Theodoridis, Konstantinos
5
Afonso, António
4
Nyholm, Ken
4
Österholm, Pär
4
Ajevskis, Viktors
3
Blazsek, Szabolcs
3
Buch, Claudia M.
3
Cohen, Jeffrey P.
3
Cologni, Alessandro
3
Coughlin, Cletus Charles
3
Erdemlioglu, Deniz
3
Girardi, Alessandro
3
Licht, Adrian
3
Lund, Jesper
3
Nguyen, Hoang
3
Rangvid, Jesper
3
Scharler, Johann
3
Smith, L. Vanessa
3
Sørensen, Carsten
3
Valenti, Daniele
3
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10
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6
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6
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6
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5
Journal of international money and finance
4
CESifo working papers
3
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3
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
2
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:
3
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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
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:
6
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:
7
Do unit labor costs matter? : a decomposition exercise on European data
Piton, Sophie
-
2018
Persistent link: https://www.econbiz.de/10011995627
Saved in:
8
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:
9
Do unit labor costs matter? : a decomposition exercise on European data
Piton, Sophie
-
2018
Persistent link: https://www.econbiz.de/10012060064
Saved in:
10
A European disease? : non-tradable inflation and real interest rate divergence
Piton, Sophie
-
2016
Persistent link: https://www.econbiz.de/10011507271
Saved in:
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