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subject:"EU-Staaten"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Li, Wai Keung"
~person:"Mumtaz, Haroon"
~subject:"DSGE Model"
~subject:"Volatilität"
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EU-Staaten
DSGE Model
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Estimation
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Li, Wai Keung
Mumtaz, Haroon
Chan, Joshua
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Li, Jia
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Moffitt, Robert A.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
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ECONIS (ZBW)
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1
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
2
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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3
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
4
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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