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type_genre:"Arbeitspapier"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Government document"
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Search: subject_exact:"Volatilität"
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Stochastischer Prozess
Theorie
Volatility
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Volatilität
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Clark, Todd E.
8
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6
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6
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2
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1
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Working paper / National Bureau of Economic Research, Inc.
163
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101
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78
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Welfare implications of asset pricing facts : should central banks fill gaps or remove volatility?
Lopez, Pierlauro
-
2021
Persistent link: https://www.econbiz.de/10012694642
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2
Addressing COVID-19 Outliers in BVARs with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
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3
Asset prices and unemployment fluctuations
Kehoe, Patrick J.
;
Lopez, Pierlauro
;
Midrigan, Virgiliu
; …
-
2020
Persistent link: https://www.econbiz.de/10012182810
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4
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
5
Measuring uncertainty and its effects in the COVID-19 era
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388432
Saved in:
6
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
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7
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
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8
Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
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9
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549654
Saved in:
10
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
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