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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The review of economics and statistics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
820
Schätzung
820
Theorie
267
Theory
267
USA
248
Welt
104
World
104
Capital income
94
Kapitaleinkommen
94
Volatility
91
Börsenkurs
84
Share price
84
Geldpolitik
79
Monetary policy
79
Schock
65
Shock
65
Aktienmarkt
64
Stock market
64
Exchange rate
57
Forecasting model
57
Prognoseverfahren
57
Wechselkurs
57
Business cycle
55
Konjunktur
55
Zeitreihenanalyse
54
VAR model
51
VAR-Modell
51
Economic growth
46
Risk
46
Wirtschaftswachstum
46
Risiko
45
EU countries
42
EU-Staaten
42
Inflation
42
ARCH model
39
ARCH-Modell
39
Cointegration
37
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Article
356
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355
Aufsatz in Zeitschrift
355
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English
356
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Narayan, Paresh Kumar
5
Wohar, Mark E.
4
Kanas, Angelos
3
Appelbaum, Elie
2
Biolsi, Christopher
2
Bley, Jorg
2
Blundell, Richard W.
2
Bouri, Elie
2
Bénassy-Quéré, Agnès
2
Chavas, Jean-Paul
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Dinh Hoang Bach Phan
2
Evans, William N.
2
Filis, George
2
Floros, Christos
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Haltiwanger, John C.
2
Hou, Ai Jun
2
Hughes Hallett, Andrew
2
Jappelli, Tullio
2
Keating, John William
2
Kilian, Lutz
2
Lanne, Markku
2
Levitt, Steven D.
2
Maddala, Gangadharrao S.
2
McKenzie, Michael D.
2
Ni, Shawn X.
2
Rich, Robert W.
2
Russell, Bill
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
2
Siegel, Donald S.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Steigerwald, Douglas G.
2
Stephens, Melvin
2
Vilasuso, Jon R.
2
Watson, Mark W.
2
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Journal of international financial markets, institutions & money
Journal of macroeconomics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
273
CESifo working papers
254
Economic modelling
239
NBER working paper series
232
Working paper
213
Journal of econometrics
204
Energy economics
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
International review of economics & finance : IREF
176
NBER Working Paper
169
Applied financial economics
168
Finance research letters
167
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of international money and finance
149
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of applied econometrics
137
International review of financial analysis
131
The journal of futures markets
123
Discussion paper / Tinbergen Institute
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
110
International journal of forecasting
108
Discussion paper
104
Journal of money, credit and banking : JMCB
97
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of financial economics
85
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ECONIS (ZBW)
356
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91
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
92
Monetarism rides again? : US monetary policy in a world of Quantitative Easing
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011690388
Saved in:
93
Anticipating business-cycle turning points in real time using density forecasts from a VAR
Schreiber, Sven
;
Soldatenkova, Natalia
- In:
Journal of macroeconomics
47
(
2016
),
pp. 166-187
Persistent link: https://www.econbiz.de/10011707598
Saved in:
94
Nonlinearities in the U.S. wage Phillips curve
Donayre, Luiggi
;
Panovska, Irina
- In:
Journal of macroeconomics
48
(
2016
),
pp. 19-43
Persistent link: https://www.econbiz.de/10011707676
Saved in:
95
The white/black educational gap, stalled progress, and the long-term consequences of the emergence of crack cocaine markets
Evans, William N.
;
Garthwaite, Craig
;
Moore, Timothy J.
- In:
The review of economics and statistics
98
(
2016
)
5
,
pp. 832-847
Persistent link: https://www.econbiz.de/10011780460
Saved in:
96
Measuring the level and uncertainty of trend inflation
Mertens, Elmar
- In:
The review of economics and statistics
98
(
2016
)
5
,
pp. 950-967
Persistent link: https://www.econbiz.de/10011791712
Saved in:
97
The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
Saved in:
98
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Fernández Rodríguez, Fernando
;
Gómez Puig, Marta
; …
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011673512
Saved in:
99
Real-time properties of the Federal Reserve's output gap
Edge, Rochelle M.
;
Rudd, Jeremy B.
- In:
The review of economics and statistics
98
(
2016
)
4
,
pp. 785-791
Persistent link: https://www.econbiz.de/10011558036
Saved in:
100
The response of capital goods shipments to demand over the business cycle
Nalewaik, Jeremy
;
Pinto, Eugénio
- In:
Journal of macroeconomics
43
(
2015
),
pp. 62-80
Persistent link: https://www.econbiz.de/10011506965
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