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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"United States"
~type:"article"
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Schock
Volatilität
Forecasting model
Statistische Verteilung
United States
Estimation
997
Schätzung
996
Theorie
278
Theory
278
Prognoseverfahren
214
Time series analysis
173
Zeitreihenanalyse
173
Volatility
162
Welt
128
World
128
Cointegration
116
Kointegration
115
Panel
115
Panel study
115
Capital income
113
Kapitaleinkommen
113
Börsenkurs
103
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103
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101
Wirtschaftswachstum
100
Geldpolitik
92
Monetary policy
92
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87
Business cycle
82
Konjunktur
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VAR model
81
VAR-Modell
81
USA
80
ARCH model
77
ARCH-Modell
77
Estimation theory
73
Schätztheorie
73
Shock
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423
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423
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1
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English
423
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Gupta, Rangan
6
Koopman, Siem Jan
5
Hou, Chenghan
4
Zhang, Yaojie
4
Athanasopoulos, George
3
Clements, Adam
3
Cross, Jamie
3
Gil-Alaña, Luis A.
3
Huang, Ho-chuan
3
Huber, Florian
3
Hur, Joonyoung
3
Liu, Li
3
Narayan, Paresh Kumar
3
Rua, António
3
Wang, Yudong
3
Algaba, Andres
2
Apergēs, Nikolaos
2
Audzei, Volha
2
Balcilar, Mehmet
2
Bekiros, Stelios
2
Blasques, Francisco
2
Boudt, Kris
2
Bräuning, Falk
2
Caporale, Guglielmo Maria
2
Chen, Langnan
2
Costantini, Mauro
2
Cubadda, Gianluca
2
Delle Monache, Davide
2
Feng, Yun
2
Filis, George
2
Franses, Philip Hans
2
Gatfaoui, Hayette
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
2
Higgins, C. Richard
2
Huang, Zhuo
2
Hyndman, Rob J.
2
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Economic modelling
International journal of forecasting
Applied economics
480
Applied economics letters
272
Energy economics
222
Finance research letters
205
Journal of econometrics
204
Economics letters
202
International review of economics & finance : IREF
196
Journal of banking & finance
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
Journal of international money and finance
188
The review of economics and statistics
179
Applied financial economics
173
International review of financial analysis
163
The American economic review
163
The North American journal of economics and finance : a journal of financial economics studies
161
The journal of finance : the journal of the American Finance Association
152
Journal of empirical finance
149
Journal of applied econometrics
146
The journal of futures markets
136
Journal of financial economics
128
Journal of economic dynamics & control
120
Journal of forecasting
120
Journal of macroeconomics
118
Journal of money, credit and banking : JMCB
117
Journal of international financial markets, institutions & money
110
Journal of monetary economics
110
The review of financial studies
96
Research in international business and finance
94
Journal of financial and quantitative analysis : JFQA
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
90
Macroeconomic dynamics
85
International journal of finance & economics : IJFE
84
The European journal of finance
82
Review of quantitative finance and accounting
81
Journal of risk and financial management : JRFM
80
American economic journal : a journal of the American Economic Association
79
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ECONIS (ZBW)
423
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1
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10
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423
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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
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:
3
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
7
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
8
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
9
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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