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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Capital income
Forecasting model
Estimation
1,267
Schätzung
1,266
Theorie
352
Theory
352
Prognoseverfahren
244
Volatility
210
Time series analysis
200
Zeitreihenanalyse
200
Welt
167
World
167
Kapitaleinkommen
157
Börsenkurs
149
Share price
149
Cointegration
143
Panel
143
Panel study
143
Kointegration
142
Aktienmarkt
130
Stock market
130
Economic growth
121
Wirtschaftswachstum
120
Exchange rate
112
Wechselkurs
112
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109
Monetary policy
109
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108
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108
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107
EU-Staaten
107
ARCH model
99
ARCH-Modell
99
VAR model
95
VAR-Modell
95
Business cycle
89
Konjunktur
89
Estimation theory
86
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86
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13
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500
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1
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1
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1
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English
500
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Gupta, Rangan
11
Koopman, Siem Jan
5
Zhang, Yaojie
5
Hou, Chenghan
4
Ma, Feng
4
Wang, Yudong
4
Wei, Yu
4
Athanasopoulos, George
3
Balcilar, Mehmet
3
Clements, Adam
3
Cross, Jamie
3
Huber, Florian
3
Kanas, Angelos
3
Liu, Li
3
McMillan, David G.
3
Narayan, Paresh Kumar
3
Tiwari, Aviral Kumar
3
Algaba, Andres
2
Apergēs, Nikolaos
2
Asai, Manabu
2
Aslanidis, Nektarios
2
Bekiros, Stelios
2
Blasques, Francisco
2
Boubaker, Sabri
2
Boudt, Kris
2
Bräuning, Falk
2
Chen, Cathy W. S.
2
Costantini, Mauro
2
Cubadda, Gianluca
2
Delle Monache, Davide
2
Dionne, Georges
2
Feng, Yun
2
Filis, George
2
Franses, Philip Hans
2
Gatfaoui, Hayette
2
Gerlach, Richard
2
Giannone, Domenico
2
Gil-Alaña, Luis A.
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
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Economic modelling
International journal of finance & economics : IJFE
International journal of forecasting
Applied economics
295
Working paper / National Bureau of Economic Research, Inc.
273
NBER working paper series
265
Finance research letters
255
NBER Working Paper
233
International review of economics & finance : IREF
213
Journal of banking & finance
209
International review of financial analysis
207
Energy economics
202
Applied economics letters
200
Discussion paper / Centre for Economic Policy Research
192
Working paper
181
Journal of empirical finance
175
CESifo working papers
171
The North American journal of economics and finance : a journal of financial economics studies
170
Journal of international money and finance
166
Applied financial economics
158
Economics letters
156
Journal of econometrics
156
Journal of financial economics
147
Journal of international financial markets, institutions & money
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Discussion papers / CEPR
125
Journal of forecasting
118
Research in international business and finance
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
The European journal of finance
106
Journal of economic dynamics & control
90
Discussion paper
89
Discussion paper / Tinbergen Institute
89
Pacific-Basin finance journal
89
Journal of risk and financial management : JRFM
86
Discussion paper series / IZA
83
Journal of macroeconomics
82
Review of quantitative finance and accounting
80
The journal of futures markets
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
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ECONIS (ZBW)
500
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Monetary policy shock and impact asymmetry in bank lending channel : evidence from the UK housing sector
Chowdhury, Rosen Azad
;
Jahan, Dilshad
;
Mishra, Tapas
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 511-530
Persistent link: https://www.econbiz.de/10014469029
Saved in:
3
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
4
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
5
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
6
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
7
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
8
Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús
;
Fernandez, Oscar
- In:
Economic modelling
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
Saved in:
9
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
10
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
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