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subject:"Zeitreihenanalyse"
~person:"Joëts, Marc"
~subject:"Monetary policy"
~subject:"VAR-Modell"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Monetary policy
VAR-Modell
Volatility
Commodity price
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Rohstoffpreis
3
VAR model
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Estimation
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Risiko
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commodity prices
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macroeconomic uncertainty
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threshold vector autoregressive model
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Joëts, Marc
Arezki, Rabah
8
Frankel, Jeffrey A.
8
Ploeg, Frederick van der
7
Jacks, David S.
6
Lederman, Daniel
6
Lombardi, Marco
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Peersman, Gert
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Ratti, Ronald A.
6
Belke, Ansgar
5
Bordon, Ingo G.
5
Hendricks, Torben
5
Zhao, Hongyan
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Dehn, Jan
4
Liang, Hong
4
O'Rourke, Kevin Hjortshøj
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Vespignani, Joaquin
4
Vespignani, Joaquin L.
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Williamson, Jeffrey G.
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Bernanke, Ben
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Blanchard, Olivier
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Caporale, Guglielmo Maria
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Castelnuovo, Efrem
3
Cuddington, John T.
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Kang, Wensheng
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Kim, Hyeongwoo
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Manera, Matteo
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Mignon, Valérie
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Mori, Lorenzo
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Poelhekke, Steven
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Razafindrabe, Tovonony
3
Rüth, Sebastian
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Spagnolo, Fabio
3
Spagnolo, Nicola
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Van der Veken, Wouter
3
Aliyev, Shahriyar
2
Anzuini, Alessio
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Bastourre, Diego
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ECONIS (ZBW)
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Does the volatility of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc
;
Mignon, Valérie
;
Razafindrabe, Tovonony
-
2016
Persistent link: https://www.econbiz.de/10011646834
Saved in:
2
Does the volatility of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc
;
Mignon, Valérie
;
Razafindrabe, Tovonony
-
2015
Persistent link: https://www.econbiz.de/10011300954
Saved in:
3
Does the volatility of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc
;
Mignon, Valérie
;
Razafindrabe, Tovonony
-
2015
Persistent link: https://www.econbiz.de/10011296224
Saved in:
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