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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Stochastischer Prozess"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
Stochastischer Prozess
nominal exchange rate
real exchange rates
Structural break
68
Strukturbruch
68
Estimation
64
Schätzung
64
Theorie
51
Theory
51
Time series analysis
38
Zeitreihenanalyse
38
Volatility
34
Volatilität
34
Markov chain
30
Markov-Kette
30
Welt
28
World
28
Exchange rate regime
24
Wechselkurssystem
24
ARCH model
20
ARCH-Modell
20
Einheitswurzeltest
20
Unit root test
20
Börsenkurs
17
Monetary policy
17
Share price
17
Capital income
16
Geldpolitik
16
Kapitaleinkommen
16
Regime switching
16
Aktienmarkt
15
Exchange rate
15
Forecasting model
15
Prognoseverfahren
15
Stock market
15
Wechselkurs
15
structural breaks
15
Cointegration
14
Economic growth
14
Exchange rate policy
14
Kointegration
14
Structural breaks
14
Wechselkurspolitik
14
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17
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Author
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Albulescu, Claudiu Tiberiu
1
Altansukh, Gantungalag
1
Aristidou, Chrystalleni
1
Aubin, Christian
1
Baharumshah, Ahmad Zubaidi
1
Becker, Ralf
1
Bo, Lijun
1
Boroumand, Raphaël Homayoun
1
Bratsiotis, George
1
Chang, Chia-Chien
1
Charles, Sébastien
1
Cui, Zhenyu
1
Dai, Wei
1
Dendramis, Yiannis
1
D’Adamo, Gaetano
1
Gomes, Fábio A.
1
Goutte, Stéphane
1
Goyeau, Daniel
1
He, Xin-Jiang
1
Insley, Margaret
1
Kapetanios, George
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kirkby, J. Lars
1
Melo, Lívia C. M.
1
Nguyen, Duy
1
Niu, Shilei
1
Osborn, Denise R.
1
Porcher, Simon
1
Porcher, Thomas
1
Rovelli, Riccardo
1
Serletis, Apostolos
1
Shyu, So-De
1
Slavtcheva, Dessislava
1
Soave, Gian Paulo
1
Soon, Siew-Voon
1
Tang, Dan
1
Tsai, Shu-Yu
1
Tzavalis, Elias
1
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Applied economics
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of macroeconomics
Working paper series / European Central Bank
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International journal of theoretical and applied finance
8
Economic modelling
6
Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Computational economics
4
Finance research letters
4
International journal of financial engineering
4
Mathematics of operations research
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of finance
3
Applied economics letters
3
Energy economics
3
European journal of operational research : EJOR
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Open economies review
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Edward Elgar E-Book Archive
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IMA journal of management mathematics
2
International journal of economics and finance
2
International journal of forecasting
2
International journal of theoretical and applied finance : IJTAF
2
Journal of Asian economics
2
Journal of applied econometrics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of international money and finance
2
Journal of mathematical economics
2
Journal of quantitative economics
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Journal of the Asia Pacific economy
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ECONIS (ZBW)
17
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17
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1
Flexible markov-switching models with evolving
regime
-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Is French (dis)inflation explained by conflicting-claims theory? : evidence from cointegration with structural break
Charles, Sébastien
- In:
Applied economics
56
(
2024
)
6
,
pp. 728-743
Persistent link: https://www.econbiz.de/10014440122
Saved in:
3
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
4
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
5
Markov-switching analysis of exchange rate pass-through : perspective from Asian countries
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-Voon
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 245-257
Persistent link: https://www.econbiz.de/10011754443
Saved in:
6
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
7
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
8
Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
9
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
10
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
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