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type_genre:"Working Paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~subject:"ARCH-Modell"
~subject:"Estimation"
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ARCH-Modell
Estimation
Japan
288
Geldpolitik
62
Monetary policy
62
Schätzung
40
Theorie
27
Theory
27
USA
26
United States
26
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16
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44
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Watanabe, Toshiaki
5
Nakajima, Jouchi
4
Baba, Naohiko
3
Morita, Hiroshi
3
Ubukata, Masato
3
Fujiki, Hiroshi
2
Gil-Alaña, Luis A.
2
Shiratsuka, Shigenori
2
İmrohoroğlu, Selahattin
2
Bernhofen, Daniel M.
1
Brown, John Christopher
1
Bryan, Michael F.
1
Caporale, Guglielmo Maria
1
Cecchetti, Stephen G.
1
Dekle, Robert
1
Früwirth-Scnatter, Sylvia
1
Hansen, Gary D.
1
Herwartz, Helmut
1
Higa, Kazuhito
1
Ichiue, Hibiki
1
Ieda, Akira
1
Inada, Masakazu
1
Ishida, Isao
1
Kano, Kazuko
1
Kano, Takashi
1
Kikuchi, Kentaro
1
Ko, Jun-Hyung
1
Kunihama, Tsuyoshi
1
Kuroda, Sachiko
1
Lanne, Markku
1
Masuda, Hiroki
1
Mitchener, Kris
1
Morimoto, Takayuki
1
Mulligan, Casey B.
1
Muto, Ichiro
1
Nakada, Sachiko Kuroda
1
Niizeki, Takeshi
1
Ogawa, Toshiaki
1
Ohba, Toshikazu
1
Ohnuki, Marki
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Global COE Hi-Stat discussion paper series
IMES discussion paper series / Englische Ausgabe
RIETI discussion paper
73
Working paper / National Bureau of Economic Research, Inc.
42
Bank of Japan working paper series
32
CESifo working papers
25
Discussion paper / Centre for Economic Policy Research
23
Discussion paper / Institute of Social and Economic Research
14
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Working paper
12
Discussion paper series / IZA
10
Discussion paper series
9
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
9
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
9
Kiel working paper
8
Discussion paper series / A / Institute of Economic Research
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
IMF working paper
6
IMF working papers
6
Kieler Arbeitspapiere
6
Working papers / Bank for International Settlements
6
Discussion paper
5
Discussion paper / Tinbergen Institute
5
Economics working paper
5
Working paper series
5
BIS working papers
4
DNB working paper
4
Discussion paper / Deutsche Bundesbank
4
Kiel advanced studies working papers : advanced studies in international economic policy research
4
WIFO working papers
4
Working paper series / European Central Bank
4
Working paper series, understanding inflation dynamics of the Japanese economy
4
Working papers / ADB Institute
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
CEFIR and NES working papers
3
CIGS working paper series
3
Discussion paper / Centre for Economic Forecasting
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
3
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ECONIS (ZBW)
44
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1
Individual Trend Inflation
Sekine, Toshitaka
;
Packer, Frank
;
Yoneyama, Shunichi
-
2022
Persistent link: https://www.econbiz.de/10013540965
Saved in:
2
Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki
;
Ubukata, Masato
;
Watanabe, Toshiaki
-
2020
Persistent link: https://www.econbiz.de/10013461530
Saved in:
3
A survey-based shadow rate and unconventional monetary policy effects
Ichiue, Hibiki
;
Ueno, Yoichi
-
2018
Persistent link: https://www.econbiz.de/10013447650
Saved in:
4
External shocks and Japanese business cycles : evidence from a sign-restricted VAR
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009689975
Saved in:
5
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
6
Fiscal reform and government debt in Japan : a neoclassical perspective
Hansen, Gary D.
;
İmrohoroğlu, Selahattin
-
2013
Persistent link: https://www.econbiz.de/10010210579
Saved in:
7
Japanese money demand from the regional data : an update and some additional results
Fujiki, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10010210648
Saved in:
8
Real exchange rates in a model of structural change : applications to the real Yen-Dollar and Chinese RMB-Dollar exchange rates
Dekle, Robert
-
2013
Persistent link: https://www.econbiz.de/10010210661
Saved in:
9
Estimating upward bias in the Japanese CPI using Engel's law
Higa, Kazuhito
-
2013
Persistent link: https://www.econbiz.de/10009727161
Saved in:
10
Regime switches in Japanese fiscal policy : Markov-Switching VAR approach
Ko, Jun-Hyung
;
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009682257
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