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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
VAR-Modell
Zeitreihenanalyse
Estimation
174
Schätzung
174
Theorie
67
Theory
67
Großbritannien
40
United Kingdom
40
Italien
32
Italy
32
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22
United States
22
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20
Kapitaleinkommen
20
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19
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17
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16
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16
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15
Shock
15
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13
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12
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Volatilität
12
Geldpolitik
11
Impact assessment
11
Monetary policy
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11
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Time series analysis
11
Wirkungsanalyse
11
EU countries
10
EU-Staaten
10
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9
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9
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8
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8
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Arbeitspapier
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31
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Anzuini, Alessio
3
Corsello, Francesco
2
Delle Monache, Davide
2
Gazzani, Andrea
2
Iacone, Fabrizio
2
Marcellino, Massimiliano
2
Petrella, Ivan
2
Venditti, Fabrizio
2
Vicondoa, Alejandro
2
Wickens, Michael R.
2
Abbott, Andrew J.
1
Alessandri, Piergiorgio
1
Brusa, Francesca
1
Cardani, Roberta
1
Carriero, Andrea
1
Coakley, Jerry
1
Conti, Antonio M.
1
Coroneo, Laura
1
De Polis, Andrea
1
DeVita, G.
1
Destefanis, Sergio
1
Di Giacinto, Valter
1
Fountas, Stilianos
1
Fuertes, Ana María
1
Giordano, Raffaela
1
Gylfi Zoega
1
Infante, Luigi
1
Kapetanios, George
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Kizys, Renatas
1
Landi, Valerio Nispi
1
Lilla, Francesca
1
Martin, Steve
1
Momigliano, Sandro
1
Neri, Stefano
1
Nobili, Andrea
1
Orszag, Jonathan Michael
1
Paccagnini, Alessia
1
Pelloni, Gianluigi
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1
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Discussion papers in economics
Temi di discussione / Banca d'Italia
CESifo working papers
128
Working paper
123
Discussion paper / Tinbergen Institute
82
CAMA working paper series
59
Discussion paper / Centre for Economic Policy Research
44
Working paper series / European Central Bank
44
Discussion paper
43
Discussion papers / CEPR
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
SFB 649 discussion paper
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CREATES research paper
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Economics and finance working paper series
31
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30
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27
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25
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25
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22
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Working papers series in theoretical and applied economics
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
14
Working papers / University of Connecticut, Department of Economics
14
Bank of Finland research discussion papers
13
IHS economics series : working paper
13
Reihe Ökonomie
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ECONIS (ZBW)
31
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1
The effects of the pandemic on households’ financial savings : a Bayesian structural VAR analysis
Infante, Luigi
;
Lilla, Francesca
;
Vercelli, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014483587
Saved in:
2
EU structural funds and GDP per capita : spatial var evidence for the European regions
Destefanis, Sergio
;
Di Giacinto, Valter
-
2023
Persistent link: https://www.econbiz.de/10014293875
Saved in:
3
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2021
Persistent link: https://www.econbiz.de/10012612441
Saved in:
4
Asymmetry in the conditional distribution of euro-area inflation
Tagliabracci, Alex
-
2020
Persistent link: https://www.econbiz.de/10012204734
Saved in:
5
Bridge proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency
Gazzani, Andrea
;
Vicondoa, Alejandro
-
2020
Persistent link: https://www.econbiz.de/10012212393
Saved in:
6
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
Persistent link: https://www.econbiz.de/10012299985
Saved in:
7
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
8
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2020
Persistent link: https://www.econbiz.de/10012301136
Saved in:
9
The non-linear effects of the Fed's asset purchases
Anzuini, Alessio
-
2020
Persistent link: https://www.econbiz.de/10012301827
Saved in:
10
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
-
2019
Persistent link: https://www.econbiz.de/10012140422
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