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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of applied econometrics"
~subject:"United Kingdom"
~subject:"VAR model"
~type_genre:"Article in journal"
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Volatility
Yield curve
United Kingdom
VAR model
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
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Prognoseverfahren
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Volatilität
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English
73
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Marcellino, Massimiliano
4
Clark, Todd E.
3
Pesaran, M. Hashem
3
Blundell, Richard W.
2
Garratt, Anthony
2
Wel, Michel van der
2
Ahelegbey, Daniel Felix
1
Alessie, Rob
1
Altavilla, Carlo
1
Andersen, Torben
1
Artis, Michael J.
1
Bai, Yu
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Barigozzi, Matteo
1
Baum, Christopher F.
1
Baxter, J. L.
1
Beck, Günter W.
1
Benati, Luca
1
Billio, Monica
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caggiano, Giovanni
1
Caglayan, Mustafa
1
Campolieti, Michele
1
Cappellari, Lorenzo
1
Carriero, Andrea
1
Casarin, Roberto
1
Castelnuovo, Efrem
1
Chavleishvili, Sulkhan
1
Chortareas, Georgios E.
1
Contoyannis, Paul
1
Cross, Jamie
1
Croushore, Dean Darrell
1
Delle Chiaie, Simona
1
Dewachter, Hans
1
Di Mauro, Filippo
1
Dijk, Dick van
1
Doh, Taeyoung
1
Droumaguet, Matthieu
1
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Journal of applied econometrics
Applied economics
314
Economic modelling
209
Energy economics
191
International review of economics & finance : IREF
174
Finance research letters
165
Journal of international money and finance
153
Applied economics letters
152
Applied financial economics
136
Economics letters
134
Journal of econometrics
132
The North American journal of economics and finance : a journal of financial economics studies
131
International review of financial analysis
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of banking & finance
128
Journal of empirical finance
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of finance & economics : IJFE
89
Journal of international financial markets, institutions & money
88
Research in international business and finance
87
Journal of economic dynamics & control
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
82
The journal of futures markets
80
The European journal of finance
76
Journal of risk and financial management : JRFM
69
International journal of forecasting
68
Journal of macroeconomics
68
Journal of financial economics
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Macroeconomic dynamics
55
Journal of money, credit and banking : JMCB
51
International Journal of Energy Economics and Policy : IJEEP
50
Journal of forecasting
50
International journal of economics and finance
49
Oxford bulletin of economics and statistics
49
International journal of economics and financial issues : IJEFI
47
European economic review : EER
45
The economic journal : the journal of the Royal Economic Society
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Cogent economics & finance
40
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ECONIS (ZBW)
73
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
5
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:
6
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:
7
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:
8
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
9
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
Saved in:
10
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
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