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subject:"Volatilität"
~isPartOf:"Macroeconomic dynamics"
~person:"Balke, Nathan S."
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~subject:"State space model"
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Volatilität
Schätztheorie
State space model
Estimation
3
Schätzung
3
Bayes-Statistik
1
Bayesian Analysis
1
Bayesian inference
1
Bubbles
1
Börsenkurs
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Cointegration
1
Decomposition method
1
Dekompositionsverfahren
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Estimation theory
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House prices
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Housing market
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Immobilienmarkt
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Immobilienpreis
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Inflation
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Kointegration
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Money-Demand Function
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Real estate market
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Real estate price
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Schock
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Share price
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Shock
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Social costs
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Soziale Kosten
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Spekulationsblase
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State-Space Model
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Stock Price Decomposition
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Theorie
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Theory
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Time-Varying Cointegration
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USA
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United States
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VAR model
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VAR-Modell
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Volatility
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Weak Identification
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Balke, Nathan S.
Gupta, Rangan
Ma, Jun
2
Serletis, Apostolos
2
Wohar, Mark E.
2
Afonso, António
1
Ben Ameur, Hachmi
1
Benkwitz, Alexander
1
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1
Burren, Daniel
1
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1
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1
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1
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1
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1
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1
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1
Hindrayanto, Irma
1
Hwu, Shih-Tang
1
Jacobs, Jan
1
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1
Jawadi, Fredj
1
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Lütkepohl, Helmut
1
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Mitra, Sinchan
1
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Macroeconomic dynamics
Department of Economics working paper series
20
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Working papers / University of Connecticut, Department of Economics
3
Applied economics letters
2
Economic modelling
2
Economics letters
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Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
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Journal of forecasting
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Journal of multinational financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
2
Applied economics
1
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BIS Working Paper
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finmap working paper
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Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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Journal of applied econometrics
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Journal of behavioral and experimental finance
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Journal of emerging market finance
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ECONIS (ZBW)
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
2
A Bayesian analysis of weak identification in stock price decompositions
Balke, Nathan S.
;
Ma, Jun
;
Wohar, Mark E.
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 728-752
Persistent link: https://www.econbiz.de/10011309216
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