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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~subject:"Causality analysis"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Causality analysis
Nonparametric statistics
Portfolio-Management
Time series analysis
USA
Wirtschaftswachstum
Estimation
2,679
Schätzung
2,674
Theorie
631
Theory
631
Welt
377
World
377
United States
353
Volatilität
350
Panel
288
Panel study
287
Zeitreihenanalyse
261
Cointegration
235
Kointegration
235
Oil price
235
Ölpreis
235
Estimation theory
222
Schätztheorie
222
Börsenkurs
206
Share price
206
Economic growth
202
Forecasting model
199
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199
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196
Capital income
188
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Deutschland
177
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177
EU countries
159
EU-Staaten
159
ARCH model
155
ARCH-Modell
155
Geldpolitik
152
Monetary policy
152
Schock
144
Shock
144
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3
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1,167
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Aufsatz in Zeitschrift
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1,167
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
1
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1
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1
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1
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1,167
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Gupta, Rangan
16
Tiwari, Aviral Kumar
9
Ma, Feng
8
Marcellino, Massimiliano
8
Bouri, Elie
7
Gil-Alaña, Luis A.
7
Narayan, Paresh Kumar
7
Shahbaz, Muhammad
7
Wohar, Mark E.
7
Apergēs, Nikolaos
6
Caporale, Guglielmo Maria
6
Hammoudeh, Shawkat
6
Lee, Chien-chiang
6
Pesaran, M. Hashem
6
Serletis, Apostolos
6
Balcilar, Mehmet
5
Kanas, Angelos
5
Kapetanios, George
5
Smyth, Russell
5
Stengos, Thanasēs
5
Wang, Yudong
5
Wei, Yu
5
Yoon, Seong-min
5
Österholm, Pär
5
Gozgor, Giray
4
Herwartz, Helmut
4
Kumbhakar, Subal
4
Nonejad, Nima
4
Park, Sung Y.
4
Ren, Xiaohang
4
Shahzad, Syed Jawad Hussain
4
Sosvilla-Rivero, Simón
4
Aloui, Chaker
3
Arin, Kerim Peren
3
Beckmann, Joscha
3
Casarin, Roberto
3
Chan, Joshua
3
Chevallier, Julien
3
Cho, Dooyeon
3
Clark, Todd E.
3
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Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
Applied economics
607
Applied economics letters
383
Economic modelling
352
Journal of econometrics
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
International review of economics & finance : IREF
236
Journal of banking & finance
204
Finance research letters
195
Applied financial economics
192
Journal of international money and finance
181
The review of economics and statistics
181
The North American journal of economics and finance : a journal of financial economics studies
172
International review of financial analysis
171
The American economic review
164
The journal of finance : the journal of the American Finance Association
161
Journal of empirical finance
142
International Journal of Energy Economics and Policy : IJEEP
137
The journal of futures markets
130
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
129
International journal of economics and financial issues : IJEFI
126
The empirical economics letters : a monthly international journal of economics
126
International journal of forecasting
119
Research in international business and finance
116
Journal of macroeconomics
115
Journal of financial economics
114
Journal of risk and financial management : JRFM
110
International journal of economics and finance
108
International journal of finance & economics : IJFE
105
Journal of economic dynamics & control
104
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
100
Journal of money, credit and banking : JMCB
97
The review of financial studies
97
Cogent economics & finance
96
Journal of monetary economics
93
Journal of financial and quantitative analysis : JFQA
91
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ECONIS (ZBW)
1,167
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Did earnings mobility change after minimum wage introduction? : evidence from parametric and semi-nonparametric methods in Germany
Naguib, Costanza
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1379-1402
Persistent link: https://www.econbiz.de/10013473985
Saved in:
3
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
4
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
5
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
6
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
7
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
8
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:
9
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
10
Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? : because the electrification of energy services has saturated
Liddle, Brantley
;
Parker, Steven
;
Hasanov, Fakhri J.
- In:
Energy economics
125
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478830
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