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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Fabozzi, Frank J."
~person:"Marcellino, Massimiliano"
~person:"Moosa, Imad A."
~person:"Serletis, Apostolos"
~person:"Stock, James H."
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Book section"
~type_genre:"Statistik"
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United States
ARCH-Modell
Theorie
Theory
Estimation
176
Schätzung
176
USA
49
Forecasting model
36
Prognoseverfahren
36
Time series analysis
36
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36
Volatility
27
Volatilität
27
Capital income
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26
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18
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101
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57
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57
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56
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56
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5
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105
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Bali, Turan G.
Fabozzi, Frank J.
Marcellino, Massimiliano
Moosa, Imad A.
Serletis, Apostolos
Stock, James H.
Gupta, Rangan
81
Gil-Alaña, Luis A.
59
Bahmani-Oskooee, Mohsen
56
Caporale, Guglielmo Maria
48
Wohar, Mark E.
33
Kumbhakar, Subal
28
McAleer, Michael
28
Apergēs, Nikolaos
26
Tiwari, Aviral Kumar
22
Belke, Ansgar
21
Chang, Tsangyao
21
Hsing, Yu
21
Blundell, Richard W.
20
Koopman, Siem Jan
20
Ma, Feng
20
Brooks, Robert
19
Kumar, Dilip
19
MacDonald, Ronald
19
Peel, David
19
Balcilar, Mehmet
18
Bollerslev, Tim
18
Jawadi, Fredj
18
Pierdzioch, Christian
18
Bouri, Elie
17
Ghysels, Eric
17
Hamori, Shigeyuki
17
Heckman, James J.
16
Herwartz, Helmut
16
Sickles, Robin C.
16
Chiang, Thomas C.
15
Hess, Gregory D.
15
Koop, Gary
15
Lee, Chien-chiang
15
Payne, James E.
15
Pesaran, M. Hashem
15
Sarno, Lucio
15
Tsionas, Efthymios G.
15
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Applied economics
8
Journal of applied econometrics
8
Macroeconomic dynamics
6
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
International review of financial analysis
3
Journal of money, credit and banking : JMCB
3
Open economies review
3
The energy journal
3
The journal of fixed income
3
Applied financial economics
2
Economia internazionale
2
Economic modelling
2
International journal of forecasting
2
Journal of econometrics
2
Journal of economic studies
2
Journal of financial and quantitative analysis : JFQA
2
American economic journal : a journal of the American Economic Association
1
Annals of operations research
1
Australian economic papers
1
Brookings papers on economic activity : BPEA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial management
1
Información comercial española / Cuadernos económicos
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of development economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic literature
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of post-Keynesian economics : JPKE
1
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ECONIS (ZBW)
106
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
3
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
4
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
6
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
7
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
8
Credit cards, the demand for money, and monetary aggregation
Liu, Jinan
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2161-2203
Persistent link: https://www.econbiz.de/10013469791
Saved in:
9
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
10
The welfare cost of inflation
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012628262
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