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subject:"Monetary policy"
subject:"Zinspolitik"
~isPartOf:"Journal of econometrics"
~isPartOf:"SNB working papers"
~person:"Eickmeier, Sandra"
~person:"Lucas, André"
~subject:"Zeitreihenanalyse"
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Monetary policy
Zinspolitik
Zeitreihenanalyse
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Autocorrelation
1
Autokorrelation
1
Correlation
1
EU countries
1
EU-Staaten
1
European debt crisis
1
Factor analysis
1
Faktorenanalyse
1
Financial shocks
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Geldpolitik
1
Geldpolitische Transmission
1
Generalized autoregressive scores
1
Inflation
1
Korrelation
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Monetary transmission
1
Neoclassical synthesis
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Neoklassische Synthese
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Risikomaß
1
Risk measure
1
Räumliche Interaktion
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Schock
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Shock
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Spatial correlation
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Spatial interaction
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Spillover effect
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Spillover-Effekt
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Structural break
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Eickmeier, Sandra
Lucas, André
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Bäurle, Gregor
3
Fan, Jianqing
3
Kaufmann, Sylvia
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Gubler, Matthias
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
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Kaufmann, Daniel
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Kong, Xin-Bing
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Koopman, Siem Jan
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La Vecchia, Davide
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Lenz, Carlos
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Li, Yingying
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Medeiros, Marcelo C.
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Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Rossi, Enzo
2
Su, Liangjun
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Thyrsgaard, Martin
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Velasco, Carlos
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Vogt, Michael
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Journal of econometrics
SNB working papers
Discussion paper / Tinbergen Institute
11
Discussion paper / Deutsche Bundesbank
5
Discussion paper
4
Bundesbank Series 1 Discussion Paper
2
CAMA working paper series
2
CESifo working papers
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International journal of forecasting
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Macroeconomic dynamics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECB Working Paper
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European economic review : EER
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of money, credit and banking : JMCB
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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NBP working paper
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Sveriges Riksbank working paper series
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Financial shocks and inflation dynamics
Abbate, Angela
;
Eickmeier, Sandra
;
Prieto, Esteban
-
2020
Persistent link: https://www.econbiz.de/10012301749
Saved in:
2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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