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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Subject
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Prognoseverfahren
Volatilität
USA
1,750
United States
1,745
Estimation
368
Schätzung
368
Theorie
309
Theory
309
Konjunktur
155
Business cycle
153
Geldpolitik
140
Monetary policy
133
Impact assessment
124
Wirkungsanalyse
124
Schock
120
Shock
120
EU countries
106
EU-Staaten
106
Großbritannien
95
United Kingdom
95
Comparison
90
Vergleich
90
Börsenkurs
83
Financial crisis
83
Finanzkrise
83
Share price
83
Welt
71
World
71
Productivity
69
Produktivität
68
Forecasting model
63
Volatility
63
VAR model
60
VAR-Modell
60
Wirtschaftswachstum
59
Economic growth
58
Arbeitslosigkeit
52
Welfare analysis
51
Wohlfahrtsanalyse
51
Unemployment
49
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Undetermined
Type of publication
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Book / Working Paper
121
Type of publication (narrower categories)
All
Arbeitspapier
121
Graue Literatur
121
Non-commercial literature
121
Working Paper
121
Bibliografie
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
121
Author
All
Marcellino, Massimiliano
9
Lettau, Martin
6
Timmermann, Allan
6
Giannone, Domenico
5
Kilian, Lutz
5
Ludvigson, Sydney C.
5
Sarno, Lucio
5
Ghysels, Eric
4
Valente, Giorgio
4
Bianchi, Francesco
3
Fernández-Villaverde, Jesús
3
Gambetti, Luca
3
Guerrón-Quintana, Pablo A.
3
Massa, Massimo
3
Reichlin, Lucrezia
3
Rossi, Barbara
3
Rubio-Ramírez, Juan Francisco
3
Andreou, Elena
2
Antolin-Diaz, Juan
2
Ball, Ryan
2
Baumeister, Christiane
2
Benk, Szilárd
2
Broer, Tobias
2
Carriero, Andrea
2
Clark, Todd E.
2
Forni, Mario
2
Gadea, María Dolores
2
Galí, Jordi
2
Gargano, Antonio
2
Gillman, Max
2
Guérin, Pierre
2
Inoue, Atsushi
2
Kejak, Michal
2
Lippi, Marco
2
Nieuwerburgh, Stijn van
2
Orphanides, Athanasios
2
Perri, Fabrizio
2
Petrella, Ivan
2
Pettenuzzo, Davide
2
Pérez-Quirós, Gabriel
2
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Institution
All
Centre for Economic Policy Research
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
Technological forecasting & social change : an international journal
207
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Working paper / National Bureau of Economic Research, Inc.
87
The review of financial studies
49
Energy economics
44
The North American journal of economics and finance : a journal of financial economics studies
43
Finance research letters
41
International journal of forecasting
36
Journal of financial and quantitative analysis : JFQA
29
Applied economics
28
IEEE transactions on engineering management : EM
28
Economic modelling
23
The journal of futures markets
23
International review of economics & finance : IREF
22
International review of financial analysis
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics letters
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Research in international business and finance
15
Economics letters
14
Journal of applied econometrics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of international money and finance
13
Global finance journal
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of forecasting
12
Journal of international financial markets, institutions & money
12
Pacific-Basin finance journal
11
Discussion papers / CEPR
10
Operations research
10
Computational economics
9
SpringerLink / Bücher
9
Economic research
8
International journal of finance & economics : IJFE
8
Quantitative finance
8
Review of asset pricing studies : RAPS
8
The review of economics and statistics
8
Annals of financial economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
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ECONIS (ZBW)
121
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1
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
2
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
3
Macroeconomic nowcasting and forecasting with big data
Bok, Brandyn
;
Caratelli, Daniele
;
Giannone, Domenico
; …
-
2018
Persistent link: https://www.econbiz.de/10011860522
Saved in:
4
Revealing downturns
Schmalz, Martin C.
;
Zhuk, Sergey
-
2018
Persistent link: https://www.econbiz.de/10011860622
Saved in:
5
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
6
Pockets of predictability
Farmer, Leland
;
Schmidt, Lawrence
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011915958
Saved in:
7
Forecaster (mis-)behavior
Broer, Tobias
;
Kohlhas, Alexandre
-
2018
Persistent link: https://www.econbiz.de/10011916272
Saved in:
8
The welfare and distributional effects of fiscal volatility : a quantitative evaluation
Bachmann, Ruediger
;
Bai, Jinhui H.
;
Lee, Minjoon
; …
-
2017
Persistent link: https://www.econbiz.de/10011770704
Saved in:
9
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
10
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
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