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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~type:"article"
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Volatility
Yield curve
Kapitaleinkommen
Theory
Estimation
367
Schätzung
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Theorie
178
Forecasting model
170
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170
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Serletis, Apostolos
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Discussion paper
International journal of forecasting
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Applied economics
493
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327
Applied economics letters
299
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International review of economics & finance : IREF
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ECONIS (ZBW)
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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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