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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of macroeconomics"
~subject:"Inflation"
~subject:"Volatilität"
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Time series analysis
United States
Inflation
Volatilität
Estimation
1,741
Schätzung
1,741
Theorie
359
Theory
359
USA
356
Welt
159
World
159
Geldpolitik
141
Monetary policy
141
Börsenkurs
140
Share price
140
Business cycle
127
Konjunktur
127
Capital income
126
Kapitaleinkommen
126
Economic growth
123
Wirtschaftswachstum
123
Kaufkraftparität
119
Purchasing power parity
119
Cointegration
114
Kointegration
114
Volatility
113
Panel
112
Zeitreihenanalyse
111
Panel study
110
Forecasting model
106
Prognoseverfahren
106
Schock
91
Shock
91
Aktienmarkt
86
Stock market
86
EU countries
80
VAR model
80
VAR-Modell
80
EU-Staaten
79
Estimation theory
78
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Free
177
Undetermined
157
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Article
416
Book / Working Paper
199
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416
Aufsatz in Zeitschrift
416
Arbeitspapier
199
Working Paper
199
Graue Literatur
191
Non-commercial literature
191
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English
615
Author
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Gil-Alaña, Luis A.
10
Zhou, Hao
8
Kim, Don H.
7
Caporale, Guglielmo Maria
6
D'Amico, Stefania
6
Gupta, Rangan
6
Nalewaik, Jeremy
6
Chang, Tsangyao
5
Kiley, Michael T.
5
Laubach, Thomas
5
Li, Geng
5
Wohar, Mark E.
5
Bahmani-Oskooee, Mohsen
4
Berger, Allen N.
4
Falato, Antonio
4
Han, Song
4
Luciani, Matteo
4
Roberts, John M.
4
Shan, Hui
4
Tiwari, Aviral Kumar
4
Vidangos, Ivan
4
Whelan, Karl
4
Williams, John C.
4
Berge, Travis J.
3
Bollerslev, Tim
3
Cai, Yifei
3
Downing, Chris
3
Durham, J. Benson
3
Edge, Rochelle M.
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Kadyrzhanova, Dalida
3
Molloy, Raven S.
3
Nelson, Edward
3
Orphanides, Athanasios
3
Rudd, Jeremy B.
3
Sack, Brian
3
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Federal Reserve System / Division of Research and Statistics
9
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Applied economics letters
Finance and economics discussion series
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,534
Applied economics
487
Discussion paper series / IZA
458
Discussion paper / Centre for Economic Policy Research
440
CESifo working papers
287
Economic modelling
278
NBER working paper series
263
Working paper
241
Energy economics
228
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
224
Economics letters
210
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
NBER Working Paper
198
International review of economics & finance : IREF
195
The review of economics and statistics
180
Applied financial economics
174
Journal of international money and finance
172
Finance research letters
171
The North American journal of economics and finance : a journal of financial economics studies
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
150
Journal of applied econometrics
143
International review of financial analysis
136
Discussion paper
125
Discussion paper / Tinbergen Institute
123
The journal of futures markets
123
International journal of forecasting
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
Journal of money, credit and banking : JMCB
113
Journal of empirical finance
112
Journal of economic dynamics & control
108
Journal of international financial markets, institutions & money
98
Research in international business and finance
98
International journal of finance & economics : IJFE
95
The review of financial studies
92
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ECONIS (ZBW)
615
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1
Non-linear inflation dynamics in menu cost economies
Blanco, Andres
;
Boar, Corina
;
Jones, Callum
;
Midrigan, …
-
2024
Persistent link: https://www.econbiz.de/10014490855
Saved in:
2
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
Saved in:
3
Inflation and real activity over the business cycle
Bianchi, Francesco
;
Nicolò, Giovanni
;
Song, Dongho
-
2023
Persistent link: https://www.econbiz.de/10014384491
Saved in:
4
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
5
The role of wages in trend inflation : back to the 1980s?
Kiley, Michael T.
-
2023
-
Version 4
Persistent link: https://www.econbiz.de/10014284167
Saved in:
6
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
7
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
8
Anchored or not : how much information does 21st century data contain on inflation dynamics?
Kiley, Michael T.
-
2022
-
Version 2, February 22, 2022
Persistent link: https://www.econbiz.de/10013175609
Saved in:
9
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
10
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
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