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subject:"Theorie"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Acemoglu, Daron"
~person:"Cumby, Robert E."
~person:"Jawadi, Fredj"
~person:"Jordà, Òscar"
~person:"Jovanovic, Boyan"
~source:"econis"
~subject:"Business cycle"
~subject:"Devisenmarkt"
~subject:"Interest rate"
~subject:"Shock"
~type:"article"
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Theorie
Zeitreihenanalyse
Business cycle
Devisenmarkt
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Shock
Estimation
31
Schätzung
31
Börsenkurs
12
Share price
12
Theory
12
Volatility
11
Volatilität
11
Capital income
9
Kapitaleinkommen
9
Forecasting model
7
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Cointegration
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3
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19
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Acemoglu, Daron
Cumby, Robert E.
Jawadi, Fredj
Jordà, Òscar
Jovanovic, Boyan
Gupta, Rangan
60
Gil-Alaña, Luis A.
46
Serletis, Apostolos
21
Tiwari, Aviral Kumar
20
Bahmani-Oskooee, Mohsen
17
Chang, Tsangyao
17
Caporale, Guglielmo Maria
16
Apergēs, Nikolaos
15
Ma, Feng
14
Wohar, Mark E.
14
Jalles, João Tovar
13
Salisu, Afees A.
13
Li, Jia
12
Moosa, Imad A.
12
Narayan, Paresh Kumar
12
Nonejad, Nima
12
Balcilar, Mehmet
11
Chan, Joshua
11
Kumbhakar, Subal
11
Miller, Stephen M.
11
Mumtaz, Haroon
11
Ranjbar, Omid
11
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Lee, Chien-chiang
10
Liu, Xiaochun
10
Marcellino, Massimiliano
10
Pierdzioch, Christian
10
Tsionas, Efthymios G.
10
Yin, Libo
10
Afonso, António
9
Caporin, Massimiliano
9
Herwartz, Helmut
9
Huber, Florian
9
Ji, Qiang
9
Koopman, Siem Jan
9
Todorov, Viktor
9
Wang, Yudong
9
Xu, Libo
9
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Economic modelling
1
Economic policy : a European forum
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of monetary economics
1
Open economies review
1
Review of quantitative finance and accounting
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
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ECONIS (ZBW)
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1
Structural breaks in an endogenous growth model
Cogley, Timothy
;
Jovanovic, Boyan
- In:
The review of economic studies : RES
89
(
2022
)
2
,
pp. 666-694
Persistent link: https://www.econbiz.de/10013188852
Saved in:
2
Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Cheffou, …
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 448-471
Persistent link: https://www.econbiz.de/10012598402
Saved in:
3
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
4
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
5
The effects of quasi-random monetary experiments
Jordà, Òscar
;
Schularick, Moritz
;
Taylor, Alan M.
- In:
Journal of monetary economics
112
(
2020
),
pp. 22-40
Persistent link: https://www.econbiz.de/10012494782
Saved in:
6
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
7
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
8
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
9
Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
Saved in:
10
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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