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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"EIEF working paper"
~person:"Gambetti, Luca"
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~subject:"Business cycle"
~subject:"Statistischer Fehler"
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Schock
Volatilität
Business cycle
Statistischer Fehler
Estimation
11
Schätzung
11
Shock
9
VAR model
9
VAR-Modell
9
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Konjunktur
3
Schätztheorie
3
structural VAR models
3
Asymmetry
2
Financial crisis
2
Financial shocks
2
Finanzkrise
2
Forecasting model
2
Geldpolitik
2
Impact assessment
2
Monetary policy
2
Prognoseverfahren
2
Quantile regression
2
Risiko
2
Risk
2
Skewness
2
Theorie
2
Theory
2
Time series analysis
2
VAR models
2
Wirkungsanalyse
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Zeitreihenanalyse
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structural factor models
2
Angebot
1
Ankündigungseffekt
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Announcement effect
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Bayes-Statistik
1
Bayesian inference
1
Bruttoinlandsprodukt
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Business cycle synchronization
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Arbeitspapier
9
Working Paper
9
Graue Literatur
6
Non-commercial literature
6
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English
9
Author
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Gambetti, Luca
Herwartz, Helmut
Pierdzioch, Christian
Forni, Mario
10
Sala, Luca
9
Petrella, Ivan
5
Müller, Gernot J.
4
Baumeister, Christiane
3
Born, Benjamin
3
Jappelli, Tullio
3
Kudlyak, Marianna
3
Lippi, Marco
3
Marcellino, Massimiliano
3
Pistaferri, Luigi
3
Taylor, Alan M.
3
Alvarez, Fernando
2
Ascanio, Francesco D
2
Bianchi, Francesco
2
Brancatelli, Calogero
2
Carriero, Andrea
2
Cloyne, James S.
2
Corsetti, Giancarlo
2
De Polis, Andrea
2
Debortoli, Davide
2
Delle Monache, Davide
2
Dew-Becker, Ian
2
Di Giovanni, Julian
2
Egger, Peter
2
Ferrara, Andrea
2
Furlanetto, Francesco
2
Gautier, Erwan
2
Hall, Robert Ernest
2
Inderst, Roman
2
Le Bihan, Hervé
2
Lippi, Francesco
2
Mönch, Emanuel
2
Pfeifer, Johannes
2
Poilly, Céline
2
Rubio-Ramírez, Juan Francisco
2
Sims, Eric R.
2
Simsek, Alp
2
Albuquerque, Rui
1
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Discussion papers / CEPR
EIEF working paper
Kieler Arbeitspapiere
11
Kiel working paper
8
Discussion paper / Centre for Economic Policy Research
7
Department of Economics working paper series
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion papers of interdisciplinary research project 373
4
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Applied quantitative finance
2
Baffi Center Research Paper
2
Cege discussion paper
2
Discussion paper / Deutsche Bundesbank
2
FRB of New York Staff Report
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German economic review
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Jahrbücher für Nationalökonomie und Statistik
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Journal of applied econometrics
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The European journal of finance
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2
American economic journal : a journal of the American Economic Association
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Annals of financial economics
1
Applied economics letters
1
Applied quantitative finance : theory and computational tools
1
Barcelona GSE working paper series : working paper
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
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CESifo working papers
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DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion paper series / IZA
1
ECB Working Paper
1
Economics working paper
1
Finance research letters
1
International economics and economic policy : IEEP
1
International journal of forecasting
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ECONIS (ZBW)
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1
Common components structural VARs
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014428546
Saved in:
2
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
3
The impact of financial shocks on the forecast distribution of output and inflation
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolo
; …
-
2023
Persistent link: https://www.econbiz.de/10014281484
Saved in:
4
The nonlinear transmission of financial shocks : some evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
-
2022
Persistent link: https://www.econbiz.de/10013166361
Saved in:
5
Validating dsge models through dynamic factor models
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2022
Persistent link: https://www.econbiz.de/10013260287
Saved in:
6
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
7
Downside and upside uncertainty shocks
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012490267
Saved in:
8
Common component structural vars
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2020
Persistent link: https://www.econbiz.de/10012387749
Saved in:
9
Asymmetric effects of monetary policy easing and tightening
Forni, Mario
;
Debortoli, Davide
;
Gambetti, Luca
;
Sala, Luca
-
2020
Persistent link: https://www.econbiz.de/10012243970
Saved in:
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