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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The American economic review"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Theory
Estimation
668
Schätzung
668
Theorie
255
USA
199
United States
199
Forecasting model
174
Prognoseverfahren
174
Time series analysis
103
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103
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73
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64
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64
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Serletis, Apostolos
5
Cascaldi-Garcia, Danilo
3
Engel, Charles
3
Gupta, Rangan
3
Koopman, Siem Jan
3
Kurmann, André
3
Otrok, Christopher M.
3
Xu, Libo
3
Afonso, Oscar
2
Alesina, Alberto
2
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2
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2
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2
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2
De Peretti, Philippe
2
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2
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2
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2
Galvão, Ana Beatriz C.
2
Gerlach, Richard
2
Goldberg, Pinelopi K.
2
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2
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2
Hou, Chenghan
2
Huber, Florian
2
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2
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2
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2
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2
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2
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2
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2
Mumtaz, Haroon
2
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2
Rua, António
2
Schiantarelli, Fabio
2
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2
Theodoridis, Konstantinos
2
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2
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Discussion paper
International journal of forecasting
Macroeconomic dynamics
The American economic review
Applied economics
438
Economic modelling
294
Economics letters
261
Applied economics letters
246
Journal of econometrics
237
International review of economics & finance : IREF
232
Journal of international money and finance
221
Energy economics
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
Finance research letters
201
Journal of banking & finance
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
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165
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162
Journal of empirical finance
161
International review of financial analysis
160
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147
The North American journal of economics and finance : a journal of financial economics studies
146
Journal of macroeconomics
131
International journal of finance & economics : IJFE
122
Journal of financial economics
117
The review of economics and statistics
117
Journal of international financial markets, institutions & money
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Journal of monetary economics
105
The European journal of finance
102
The journal of finance : the journal of the American Finance Association
100
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98
European economic review : EER
96
Journal of forecasting
95
Journal of money, credit and banking : JMCB
95
The journal of futures markets
93
Journal of urban economics
87
Research in international business and finance
86
Econometric reviews
85
Journal of risk and financial management : JRFM
84
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)
292
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
4
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
5
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
6
Bankruptcy costs, idiosyncratic risk, and long-run growth
Acosta Ormaechea, Santiago Leonardo Enrique
;
Morozumi, …
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1807-1842
Persistent link: https://www.econbiz.de/10014364403
Saved in:
7
Quantifying spillovers of coordinated investment stimulus in the EU
Pfeiffer, Philipp Ludwig
;
Varga, Janos
;
Veld, Jan in 't
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1843-1865
Persistent link: https://www.econbiz.de/10014364404
Saved in:
8
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
9
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
10
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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