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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Kilian, Lutz"
~person:"Mumtaz, Haroon"
~person:"Timmermann, Allan"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
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23
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15
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15
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14
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14
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Kilian, Lutz
Mumtaz, Haroon
Timmermann, Allan
Gil-Alaña, Luis A.
94
Caporale, Guglielmo Maria
58
Gupta, Rangan
58
Chang, Tsangyao
33
Tiwari, Aviral Kumar
31
Moosa, Imad A.
30
Bahmani-Oskooee, Mohsen
28
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28
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25
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23
Narayan, Paresh Kumar
19
Bollerslev, Tim
18
Apergēs, Nikolaos
17
Jalles, João Tovar
17
Pierdzioch, Christian
17
Döpke, Jörg
16
Koop, Gary
16
Koopman, Siem Jan
16
McAleer, Michael
16
Lee, Chien-chiang
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
Todorov, Viktor
15
Tsionas, Efthymios G.
15
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14
Herwartz, Helmut
14
McMillan, David G.
14
Phillips, Peter C. B.
14
Tauchen, George Eugene
14
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13
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13
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13
Jawadi, Fredj
13
Li, Jia
13
Marcellino, Massimiliano
13
Österholm, Pär
13
Afonso, António
12
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12
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ECONIS (ZBW)
31
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
3
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
Saved in:
4
Common and country specific factors in the distribution of real wages
Chatzivgeri, Eleni
;
Mumtaz, Haroon
;
Tavasci, Daniela
; …
- In:
Economics letters
184
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304750
Saved in:
5
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Journal of monetary economics
101
(
2019
),
pp. 31-46
Persistent link: https://www.econbiz.de/10012264750
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
9
The role of oil price shocks in causing U.S. recessions
Kilian, Lutz
;
Vigfusson, Robert J.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
8
,
pp. 1747-1776
Persistent link: https://www.econbiz.de/10011946674
Saved in:
10
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
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