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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Kointegration"
~subject:"Stock market"
~subject:"Volatility"
~type_genre:"Article in journal"
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Impact assessment
Kointegration
Stock market
Volatility
Estimation
240
Schätzung
236
Theorie
122
Theory
122
Business cycle
49
Konjunktur
49
Monetary policy
47
Geldpolitik
46
Schock
46
Shock
46
USA
43
United States
43
VAR model
38
VAR-Modell
38
Time series analysis
30
Volatilität
30
Zeitreihenanalyse
30
Bayes-Statistik
29
Bayesian inference
29
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
Capital income
21
Kapitaleinkommen
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Forecasting model
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Prognoseverfahren
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Inflation
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Portfolio selection
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Portfolio-Management
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Risk
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State space model
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Zustandsraummodell
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Börsenkurs
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Markov chain
16
Markov-Kette
16
Share price
16
Estimation theory
15
Risikoprämie
15
Risk premium
15
Schätztheorie
15
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Collection of articles written by one author
Article in journal
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49
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English
49
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Berger, Tino
2
Everaert, Gerdie
2
Jackson, Laura
2
Liu, Xiaochun
2
Owyang, Michael T.
2
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Arouri, Mohamed
1
Bali, Turan G.
1
Benati, Luca
1
Bhattarai, Saroj
1
Born, Benjamin
1
Bu, Di
1
Calvino, Flavio
1
Candelon, Bertrand
1
Chatterjee, Arpita
1
Chauvet, Marcelle
1
Chen, Pu
1
Chen, Yong
1
Chen, Zhengyang
1
Chiah, Mardy
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Coroneo, Laura
1
Criscuolo, Chiara
1
Dendramis, Yiannis
1
Eo, Yunjong
1
Epstein, Brendan
1
Fan, Minyou
1
Fanelli, Luca
1
Finkelstein Shapiro, Alan
1
Frazier, David T.
1
Ftiti, Zied
1
Gelain, Paolo
1
Hautsch, Nikolaus
1
He, Yunhao
1
Hohberger, Stefan
1
Hong, Yongmiao
1
Huang, Ruihong
1
Ielpo, Florian
1
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Journal of economic dynamics & control
Applied economics
342
Economic modelling
297
Applied economics letters
257
International review of economics & finance : IREF
228
Energy economics
225
Finance research letters
208
International review of financial analysis
170
The North American journal of economics and finance : a journal of financial economics studies
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
Applied financial economics
144
Journal of econometrics
136
Journal of banking & finance
135
Research in international business and finance
129
Journal of international money and finance
128
International journal of economics and financial issues : IJEFI
126
Journal of international financial markets, institutions & money
126
Economics letters
121
International Journal of Energy Economics and Policy : IJEEP
119
International journal of economics and finance
118
Journal of empirical finance
116
The empirical economics letters : a monthly international journal of economics
107
Cogent economics & finance
100
International journal of finance & economics : IJFE
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of risk and financial management : JRFM
90
The European journal of finance
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The journal of futures markets
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Pacific-Basin finance journal
66
Theoretical and applied economics : GAER review
66
Journal of financial economics
65
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
62
Journal of applied econometrics
61
International journal of forecasting
57
Emerging markets, finance and trade : EMFT
55
Empirical economics : a quarterly journal of the Institute for Advanced Studies
49
Review of quantitative finance and accounting
49
Economic research
48
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ECONIS (ZBW)
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1
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
5
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
6
Effects of US quantitative easing on emerging market economies
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666105
Saved in:
7
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
8
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
9
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
10
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
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