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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Gambetti, Luca"
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~subject:"Factor-augmented VAR"
~type_genre:"Working Paper"
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Schock
Volatilität
Factor-augmented VAR
Estimation
3
Schätzung
3
Shock
3
VAR model
3
VAR-Modell
3
Business cycle
2
Konjunktur
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Theorie
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Theory
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Ankündigungseffekt
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Noise Trading
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USA
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news shocks
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noise shocks
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Gambetti, Luca
Herwartz, Helmut
Pierdzioch, Christian
Forni, Mario
3
Guidolin, Massimo
3
Sala, Luca
3
Lippi, Marco
2
Bernales, Alejandro
1
Bianchi, Daniele
1
Foroni, Claudia
1
Guérin, Pierre
1
Marcellino, Massimiliano
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Working papers / Innocenzo Gasparini Institute for Economic Research
Kieler Arbeitspapiere
10
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8
Kiel working paper
7
Department of Economics working paper series
6
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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4
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2
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2
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ECONIS (ZBW)
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Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809746
Saved in:
2
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809749
Saved in:
3
No news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2013
-
This version: September, 2013
Persistent link: https://www.econbiz.de/10011814375
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