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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Kilian, Lutz"
~person:"Lovcha, Yuliya"
~source:"econis"
~subject:"Inflationserwartung"
~subject:"Theory"
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Schock
Volatilität
Inflationserwartung
Theory
Estimation
7
Schätzung
7
Oil price
3
Shock
3
Theorie
3
VAR model
3
VAR-Modell
3
Ölpreis
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2
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1973-1997
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1973-2009
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Kilian, Lutz
Lovcha, Yuliya
Serletis, Apostolos
6
Marcellino, Massimiliano
5
Clark, Todd E.
4
Fleissig, Adrian R.
4
Pesaran, M. Hashem
4
Herwartz, Helmut
3
Phillips, Peter C. B.
3
Xu, Libo
3
Afonso, Oscar
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Castelnuovo, Efrem
2
De Peretti, Philippe
2
Eickmeier, Sandra
2
Gallant, A. Ronald
2
Gupta, Rangan
2
Hafner, Christian M.
2
Hartmann, Matthias
2
Härdle, Wolfgang
2
Jones, Barry E.
2
Kapetanios, George
2
Koop, Gary
2
Lucas, André
2
Ma, Jun
2
Martin, Gael M.
2
Morley, James C.
2
Mountford, Andrew
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Nielsen, Morten Ørregaard
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Perez-Laborda, Alejandro
2
Prieto, Esteban
2
Psaradakis, Zacharias G.
2
Robin, Jean-Marc
2
Seater, John J.
2
Singh, Aarti
2
Sola, Martin
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Journal of applied econometrics
Macroeconomic dynamics
Discussion paper / Centre for Economic Policy Research
7
Working paper / Federal Reserve Bank of Dallas, Research Department
5
Working papers / University of Michigan, Department of Economics
4
CESifo working papers
3
CFS working paper series
3
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
3
FRB of Dallas Working Paper
3
Staff working paper / Bank of Canada
2
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper Series
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DIW Berlin Discussion Paper
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Economics and finance working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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FRB Atlanta Working Paper Series
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International economic review
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
1
Working paper series / Federal Reserve Bank of Atlanta
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ZEI papers / Zentrum für Europäische Integrationsforschung
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ECONIS (ZBW)
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1
Oil prices, gasoline prices, and inflation expectations
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 867-881
Persistent link: https://www.econbiz.de/10013464637
Saved in:
2
Identifying technology shocks at the business cycle via spectral variance decompositions
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1966-1992
Persistent link: https://www.econbiz.de/10012704932
Saved in:
3
The hours worked-productivity puzzle : identification in a fractional integration setting
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10011515390
Saved in:
4
The role of inventories and speculative trading in the global market for crude oil
Kilian, Lutz
;
Murphy, Daniel P.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 454-478
Persistent link: https://www.econbiz.de/10010414884
Saved in:
5
Quantifying the uncertainty about the half-life if deviations from PPP
Kilian, Lutz
;
Zha, Tao
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10001667480
Saved in:
6
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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