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subject:"Time series analysis"
subject:"United States"
~person:"Balcilar, Mehmet"
~person:"Härdle, Wolfgang"
~subject:"Geldpolitik"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Geldpolitik
Volatilität
Estimation
68
Schätzung
68
Volatility
23
Börsenkurs
21
Share price
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Forecasting model
19
Prognoseverfahren
19
Aktienmarkt
16
Capital income
16
Causality analysis
16
Kapitaleinkommen
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USA
14
Welt
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World
13
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11
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46
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46
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46
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36
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3
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English
36
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Balcilar, Mehmet
Härdle, Wolfgang
Gupta, Rangan
111
Gil-Alaña, Luis A.
99
Bahmani-Oskooee, Mohsen
69
Caporale, Guglielmo Maria
62
Wohar, Mark E.
46
Tiwari, Aviral Kumar
40
Belke, Ansgar
29
Chang, Tsangyao
29
Pierdzioch, Christian
29
Apergēs, Nikolaos
28
Bollerslev, Tim
28
Moosa, Imad A.
28
Ma, Feng
27
Bouri, Elie
25
McAleer, Michael
25
Serletis, Apostolos
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Hsing, Yu
24
McMillan, David G.
24
Narayan, Paresh Kumar
22
Brooks, Robert
20
Kumar, Dilip
20
Miller, Stephen M.
20
Koopman, Siem Jan
19
Payne, James E.
19
Lee, Chien-chiang
18
Hammoudeh, Shawkat
17
Jawadi, Fredj
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Salisu, Afees A.
17
Hegerty, Scott W.
16
Mensi, Walid
16
Papadamou, Stephanos
16
Sarno, Lucio
16
Tauchen, George Eugene
16
Asai, Manabu
15
Wang, Yudong
15
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Energy economics
3
Applied economics
2
Empirica : journal of european economics
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Finance research letters
1
International economics and economic policy : IEEP
1
International journal of monetary economics and finance
1
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1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
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1
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1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Macroeconomic dynamics
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Open economies review
1
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Review of derivatives research
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Structural change and economic dynamics : SC+ED
1
The European journal of finance
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The journal of developing areas
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
36
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1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
4
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
5
Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality
Balcilar, Mehmet
;
Berisha, Edmond
;
Gupta, Rangan
; …
- In:
Structural change and economic dynamics : SC+ED
57
(
2021
),
pp. 87-92
Persistent link: https://www.econbiz.de/10012648494
Saved in:
6
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
A note on the impact of news on us household inflation expectations
Wang, Ben Zhe
;
Sheen, Jeffrey R.
;
Trück, Stefan
;
Chao, …
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 995-1015
Persistent link: https://www.econbiz.de/10012241046
Saved in:
9
Asymmetric effects of inequality on real output levels of the United States
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Eurasian economic review : a journal in applied …
10
(
2020
)
1
,
pp. 47-69
Persistent link: https://www.econbiz.de/10012224436
Saved in:
10
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
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