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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International economic review"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Geldpolitik"
~subject:"USA"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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United States
Geldpolitik
USA
Volatility
Estimation
311
Schätzung
307
Theorie
166
Theory
166
Business cycle
53
Konjunktur
53
Monetary policy
48
Schock
48
Shock
48
VAR model
39
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39
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35
Time series analysis
32
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32
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29
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29
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24
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24
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22
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153
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153
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English
153
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Ireland, Peter N.
3
Atkinson, Scott Estes
2
Bishop, John A.
2
Bollerslev, Tim
2
Born, Benjamin
2
Chauvet, Marcelle
2
Cornwell, Christopher Mark
2
Formby, John P.
2
Heckman, James J.
2
Jackson, Laura
2
Keane, Michael P.
2
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2
Liu, Xiaochun
2
Lütkepohl, Helmut
2
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2
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2
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2
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2
Rogerson, Richard Donald
2
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2
Smith, Gregor W.
2
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Andersen, Torben
1
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1
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1
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1
Bali, Turan G.
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Baumeister, Christiane
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1
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International economic review
Journal of economic dynamics & control
Applied economics
425
Applied economics letters
245
Economic modelling
239
Journal of international money and finance
190
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Energy economics
181
International review of economics & finance : IREF
178
The review of economics and statistics
174
Finance research letters
164
Applied financial economics
159
Economics letters
158
The American economic review
154
The journal of finance : the journal of the American Finance Association
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of econometrics
148
Journal of banking & finance
146
International review of financial analysis
128
Journal of applied econometrics
123
The journal of futures markets
119
Journal of macroeconomics
115
Journal of money, credit and banking : JMCB
106
Journal of monetary economics
105
Journal of empirical finance
100
Journal of international financial markets, institutions & money
93
The review of financial studies
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Journal of financial economics
85
Research in international business and finance
83
International journal of finance & economics : IJFE
81
Journal of financial and quantitative analysis : JFQA
80
American economic journal : a journal of the American Economic Association
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Macroeconomic dynamics
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Journal of political economy
76
Southern economic journal
67
International journal of forecasting
66
Review of quantitative finance and accounting
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
153
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1
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10
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153
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
4
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
5
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
Saved in:
6
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
7
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
UK inflation dynamics since the thirteenth century
Nason, James Michael
;
Smith, Gregor W.
- In:
International economic review
64
(
2023
)
4
,
pp. 1595-1614
Persistent link: https://www.econbiz.de/10014436859
Saved in:
10
Asset purchases, limited asset markets participation and inequality
Tsiaras, Stylianos
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014480322
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