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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / European Central Bank"
~subject:"Monetary policy"
~subject:"Theorie"
~subject:"World"
~type:"article"
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EU-Staaten
Volatility
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Estimation
553
Schätzung
553
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220
USA
128
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128
Time series analysis
95
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95
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
5
Clark, Todd E.
4
Jawadi, Fredj
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Psaradakis, Zacharias G.
4
Sola, Martin
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Strachan, Rodney W.
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3
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2
Becker, Ralf
2
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2
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2
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2
Kaufmann, Sylvia
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Lee, Junsoo
2
Lucas, André
2
Ma, Jun
2
Martin, Gael M.
2
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Journal of applied econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
Working paper series / European Central Bank
Applied economics
638
Economic modelling
456
Applied economics letters
394
Economics letters
351
Journal of international money and finance
322
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
296
Energy economics
275
International review of economics & finance : IREF
271
Journal of econometrics
240
Journal of banking & finance
236
Finance research letters
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204
The North American journal of economics and finance : a journal of financial economics studies
191
International review of financial analysis
186
Applied financial economics
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179
Journal of empirical finance
173
Journal of economic dynamics & control
167
Journal of international economics
148
Journal of international financial markets, institutions & money
146
European economic review : EER
144
Journal of monetary economics
144
The review of economics and statistics
138
International journal of finance & economics : IJFE
137
Macroeconomic dynamics
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Journal of financial economics
125
Journal of money, credit and banking : JMCB
124
Research in international business and finance
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The European journal of finance
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International journal of forecasting
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The American economic review
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The empirical economics letters : a monthly international journal of economics
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Journal of forecasting
100
The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
100
Open economies review
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ECONIS (ZBW)
305
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
4
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
5
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
6
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
7
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
8
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
9
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
10
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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