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subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER working paper series"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Otero, Jesús G."
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Real estate price"
~subject:"Schätzung"
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Theorie
Bayesian shrinkage
Real estate price
Schätzung
Estimation
24
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Consumption theory
5
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5
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24
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Otero, Jesús G.
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Heckman, James J.
28
Rose, Andrew K.
20
Neumark, David
19
Card, David
17
Gruber, Jonathan
16
Campbell, John Y.
15
Gupta, Rangan
14
Shapiro, Matthew D.
14
Acemoglu, Daron
13
Hamermesh, Daniel S.
13
Hanushek, Eric A.
13
Ruhm, Christopher J.
13
Chinn, Menzie D.
12
Feenstra, Robert C.
12
Eichenbaum, Martin
11
Engel, Charles
11
Aizenman, Joshua
10
Alesina, Alberto
10
Diebold, Francis X.
10
Frankel, Jeffrey A.
10
Gil-Alaña, Luis A.
10
Levine, Ross
10
Poterba, James M.
10
Van Reenen, John
10
Bernard, Andrew B.
9
Blonigen, Bruce A.
9
Bloom, Nicholas
9
Finkelstein, Amy
9
Glaeser, Edward L.
9
Hong, Harrison
9
Lettau, Martin
9
Rigobon, Roberto
9
Shiller, Robert J.
9
Taylor, Alan M.
9
Wei, Shang-Jin
9
Wohar, Mark E.
9
Anderson, James E.
8
Basu, Susanto
8
Black, Sandra E.
8
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National Bureau of Economic Research
8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
NBER working paper series
Econometric Institute research papers
38
Working paper
29
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19
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18
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18
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12
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IFS working paper series
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International journal of forecasting
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ECONIS (ZBW)
24
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
4
Rigidities and adjustments of daily prices to costs : evidence from supermarket data
Giulietti, Monica
;
Otero, Jesús G.
;
Waterson, Michael
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503233
Saved in:
5
Determinants of FDI for Spanish regions : evidence using stock data
Camarero Olivas, Mariam
;
Montolio, Laura
;
Tamarit …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2779-2820
Persistent link: https://www.econbiz.de/10012499171
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu
;
Semmler, Willi
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
Saved in:
9
An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del
;
Camarero Olivas, Mariam
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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