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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of macroeconomics"
~person:"Bashar, Omar Haider Mohammad Nazmul"
~person:"Wohar, Mark E."
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
5
Schätzung
5
Theorie
3
Theory
3
USA
3
Business cycle
2
Konjunktur
2
Zeitreihenanalyse
2
1974-1993
1
Antizyklische Finanzpolitik
1
Business cycle synchronization
1
Börsenkurs
1
Common business cycles
1
Common stochastic volatility
1
Countercyclical fiscal policy
1
Currency derivative
1
Cyclicality
1
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1
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1
Geldpolitik
1
Großbritannien
1
House prices
1
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Interest rate parity
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Multivariate unobserved components model
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OECD countries
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OECD-Staaten
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Bashar, Omar Haider Mohammad Nazmul
Wohar, Mark E.
Gupta, Rangan
6
Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Meng, Ming
3
Murasawa, Yasutomo
3
Russell, Bill
3
Aguiar-Conraria, Luís
2
Balke, Nathan S.
2
Beard, Thomas Randolph
2
Biolsi, Christopher
2
Bjørnland, Hilde Christiane
2
Coe, Patrick J.
2
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2
Cunningham, Steven Ray
2
Dua, Pami
2
Edwards, Jeffrey A.
2
Glocker, Christian
2
Hassler, Uwe
2
Herwartz, Helmut
2
Hughes Hallett, Andrew
2
Juan Fernández, Aránzazu de
2
Jönsson, Kristian
2
Kanas, Angelos
2
Keating, John William
2
Kivedal, Bjørnar Karlsen
2
Klaassen, Franc
2
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2
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2
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2
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2
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2
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2
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2
Oh, Dong-Yop
2
Perez-Laborda, Alejandro
2
Ribba, Antonio
2
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of macroeconomics
Applied economics
3
Applied economics letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Southern economic journal
2
Working papers / University of Connecticut, Department of Economics
2
Cardiff economics working papers
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part B
1
Economic inquiry : journal of the Western Economic Association International
1
Economics and Business Letters : EBL
1
Federal Reserve Bank of Cleveland working paper series
1
Global finance journal
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Research Department working paper / Federal Reserve Bank of Dallas
1
The Chinese economy
1
The European journal of finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
4
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1
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
2
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
3
The cyclicality of fiscal policy : new evidence from unobserved components approach
Bashar, Omar Haider Mohammad Nazmul
;
Bhattacharya, Prasad S.
- In:
Journal of macroeconomics
53
(
2017
),
pp. 222-234
Persistent link: https://www.econbiz.de/10011753436
Saved in:
4
Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
Saved in:
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