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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of applied econometrics"
~subject:"Großbritannien"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Volatility
Yield curve
Großbritannien
United Kingdom
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
United States
96
Estimation theory
40
Schätztheorie
40
Welt
39
World
39
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
29
Panel study
29
Volatilität
24
VAR model
23
VAR-Modell
23
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Deutschland
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Germany
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Nichtparametrisches Verfahren
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Nonparametric statistics
21
Regression analysis
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Regressionsanalyse
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Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
Economic growth
16
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Article
52
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Article in journal
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52
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English
52
Author
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Blundell, Richard W.
2
Garratt, Anthony
2
Wel, Michel van der
2
Alessie, Rob
1
Altavilla, Carlo
1
Andersen, Torben
1
Barigozzi, Matteo
1
Baum, Christopher F.
1
Baxter, J. L.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Cappellari, Lorenzo
1
Chortareas, Georgios E.
1
Clark, Todd E.
1
Contoyannis, Paul
1
Croushore, Dean Darrell
1
Delle Chiaie, Simona
1
Dewachter, Hans
1
Dijk, Dick van
1
Doh, Taeyoung
1
Duncan, Alan S.
1
Dutta, Jayasri
1
Eisenstat, Eric
1
Eliasson, Ann-Charlotte
1
Engsted, Tom
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Geroski, Paul A.
1
Giacomini, Raffaella
1
Giannone, Domenico
1
González Rozada, Martín
1
Hafner, Christian M.
1
Hai, Waike
1
Haldrup, Niels
1
Hansen, Peter Reinhard
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Journal of applied econometrics
Applied economics
262
Energy economics
159
Economic modelling
155
Finance research letters
153
International review of economics & finance : IREF
152
Applied financial economics
132
Applied economics letters
126
International review of financial analysis
122
Journal of banking & finance
121
Journal of international money and finance
120
Journal of econometrics
119
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
102
Economics letters
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of international financial markets, institutions & money
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
International journal of finance & economics : IJFE
81
Research in international business and finance
78
The journal of futures markets
78
The European journal of finance
72
Journal of financial economics
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Journal of risk and financial management : JRFM
61
International journal of forecasting
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of economic dynamics & control
52
Journal of forecasting
42
Oxford bulletin of economics and statistics
42
International journal of economics and finance
41
The economic journal : the journal of the Royal Economic Society
41
Journal of money, credit and banking : JMCB
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Econometric reviews
38
International Journal of Energy Economics and Policy : IJEEP
38
Pacific-Basin finance journal
37
Quantitative finance
37
The journal of finance : the journal of the American Finance Association
37
International journal of economics and financial issues : IJEFI
36
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ECONIS (ZBW)
52
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1
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
3
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
4
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
5
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
6
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
8
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
9
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
10
Identifying the independent sources of consumption variation
Barigozzi, Matteo
;
Moneta, Alessio
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 420-449
Persistent link: https://www.econbiz.de/10011644342
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