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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Geldpolitik
Prognoseverfahren
Volatility
Estimation
200
Schätzung
200
Theorie
80
Theory
80
Time series analysis
60
Zeitreihenanalyse
60
Volatilität
42
Estimation theory
33
Schätztheorie
33
USA
33
Capital income
31
Kapitaleinkommen
31
Cointegration
30
Kointegration
30
Nichtlineare Regression
29
Nonlinear regression
29
ARCH model
25
ARCH-Modell
25
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25
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24
VAR-Modell
24
Markov chain
23
Markov-Kette
23
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Regressionsanalyse
19
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18
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18
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17
Börsenkurs
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17
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Inflation
16
Nichtparametrisches Verfahren
14
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14
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Article in journal
Aufsatz in Zeitschrift
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English
98
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Fabozzi, Frank J.
3
Jawadi, Fredj
3
Bekiros, Stelios
2
Chaubal, Aditi
2
Chevallier, Julien
2
Gupta, Rangan
2
Hurn, Stan
2
Jong, Robert M. de
2
Lanne, Markku
2
Račev, Svetlozar T.
2
Semmler, Willi
2
Uddin, Mohammed Gazi Salah
2
Vázquez, Jesús
2
Abdymomunov, Azamat
1
Agnello, Luca
1
Ahmed, Ali M.
1
Ahmed, Haydory Akbar
1
Anzuini, Alessio
1
Ardakani, Omid M.
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Bak, Yuhyeon
1
Barnett, William A.
1
Barunik, Jozef
1
Basu, Deepankar
1
Baur, Dirk G.
1
Bec, Frédérique
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Belaire-Franch, Jorge
1
BenSalem, Mélika
1
Blazsek, Szabolcs
1
Boldin, Michael David
1
Bond, Dereck
1
Boubaker, Heni
1
Bu, Ruijun
1
Bäurle, Gregor
1
Canarella, Giorgio
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
475
Applied economics letters
280
Economic modelling
278
Finance research letters
226
Journal of international money and finance
212
Energy economics
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
205
International review of economics & finance : IREF
205
Journal of banking & finance
194
Economics letters
187
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
The review of economics and statistics
176
Applied financial economics
170
The North American journal of economics and finance : a journal of financial economics studies
169
International journal of forecasting
166
International review of financial analysis
163
The American economic review
156
The journal of finance : the journal of the American Finance Association
154
Journal of empirical finance
145
Journal of applied econometrics
142
Journal of macroeconomics
130
The journal of futures markets
129
Journal of financial economics
126
Journal of forecasting
119
Journal of economic dynamics & control
118
Journal of money, credit and banking : JMCB
114
Journal of international financial markets, institutions & money
112
Journal of monetary economics
111
Research in international business and finance
96
The review of financial studies
95
International journal of finance & economics : IJFE
94
Journal of financial and quantitative analysis : JFQA
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Macroeconomic dynamics
84
Review of quantitative finance and accounting
80
American economic journal : a journal of the American Economic Association
79
The European journal of finance
79
Journal of risk and financial management : JRFM
78
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ECONIS (ZBW)
98
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1
Bayesian reconciliation of return predictability
Koval, Borys
;
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10014631938
Saved in:
2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
4
Asymmetries in the monetary policy reaction function : evidence from India
Shah, Irfan Ahmad
;
Kundu, Srikanta
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10013453776
Saved in:
5
Transition from the Taylor rule to the zero lower bound
Hurn, Stan
;
Johnson, Nicholas
;
Silvennoinen, Annastiina
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 635-647
Persistent link: https://www.econbiz.de/10013554845
Saved in:
6
A note on change in persistence of U.S. city prices
Belaire-Franch, Jorge
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 649-653
Persistent link: https://www.econbiz.de/10013554849
Saved in:
7
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
8
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
9
Asymmetric dynamics between uncertainty and unemployment flows in the United States
Ahmed, Ali M.
;
Granberg, Mark
;
Troster, Victor
;
Uddin, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 155-172
Persistent link: https://www.econbiz.de/10013334677
Saved in:
10
The non-linear effects of the Fed asset purchases
Anzuini, Alessio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 205-218
Persistent link: https://www.econbiz.de/10013334710
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