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subject:"Purchasing power parity"
subject:"World"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Productivity"
~subject:"Schock"
~subject:"United States"
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Purchasing power parity
World
Productivity
Schock
United States
Estimation
26
Schätzung
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
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Internationaler Tourismus
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Stochastischer Prozess
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Zeitreihenanalyse
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Kapitaleinkommen
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Nachfrage
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1996-2009
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14
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McAleer, Michael
Mumtaz, Haroon
20
Rose, Andrew Kenan
13
Chinn, Menzie David
10
Kapetanios, George
10
Van Reenen, John
10
Bloom, Nicholas
9
Eichenbaum, Martin
9
Theodoridis, Konstantinos
9
Aizenman, Joshua
8
Owyang, Michael T.
8
Barro, Robert J.
7
Rigobon, Roberto
7
Basu, Susanto
6
Chang, Chia-Lin
6
Christiano, Lawrence J.
6
Engel, Charles M.
6
Fontagné, Lionel
6
Frankel, Jeffrey A.
6
Karanassou, Marika
6
Mignon, Valérie
6
Neely, Christopher J.
6
Pistaferri, Luigi
6
Acemoglu, Daron
5
Aghion, Philippe
5
Bénassy-Quéré, Agnès
5
Evans, Charles L.
5
Feenstra, Robert C.
5
Lichtenberg, Frank R.
5
Mairesse, Jacques
5
Mayer, Thierry
5
Rodrik, Dani
5
Sala, Hector
5
Sala-i-Martin, Xavier
5
Slaughter, Matthew J.
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Chortareas, Georgios E.
4
Guo, Hui
4
Jappelli, Tullio
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4
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24
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6
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2
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International journal of forecasting
1
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ECONIS (ZBW)
14
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1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
6
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
9
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
10
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
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