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~isPartOf:"Demand, supply and financial deregulation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Economica"
~isPartOf:"Greek economic review"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Blake, David"
~person:"Hallin, Marc"
~person:"Miles, David"
~person:"Taylor, Mark P."
~person:"Timmermann, Allan"
~subject:"Bildungsverhalten"
~subject:"Developing countries"
~subject:"Educational behaviour"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
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Bildungsverhalten
Developing countries
Educational behaviour
Germany
Großbritannien
Risk premium
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Volatility
Theorie
47
Theory
47
Forecasting model
27
Prognoseverfahren
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Blake, David
Hallin, Marc
Miles, David
Taylor, Mark P.
Timmermann, Allan
Engle, Robert F.
22
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Andersen, Torben
12
Granger, C. W. J.
11
McAleer, Michael
10
Pesaran, M. Hashem
9
Slottje, Daniel Jonathan
9
Disney, Richard
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Betts, Julian R.
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Raphael, Steven
7
Cavaliere, Giuseppe
6
Den Haan, Wouter J.
6
Diebold, Francis X.
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Ghysels, Eric
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Gouriéroux, Christian
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Kim, Donggyu
6
Shephard, Neil G.
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Asai, Manabu
5
Bandi, Federico M.
5
Blundell, Richard W.
5
Francq, Christian
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Friedberg, Leora
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Demand, supply and financial deregulation
Discussion paper / Department of Economics, University of California San Diego
Discussion paper in financial economics : FE
Economica
Greek economic review
Journal of econometrics
Discussion paper / The Pensions Institute, Cass Business School, City University
36
Discussion paper / Centre for Economic Policy Research
35
Discussion paper series / LSE Financial Markets Group
19
The economic journal : the journal of the Royal Economic Society
17
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Discussion paper / the Pensions Institute, Birkbeck College, University of London
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5
Oxford bulletin of economics and statistics
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The IFS green budget
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European economic review : EER
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Journal of financial economics
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Journal of macroeconomics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The Manchester School
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ECONIS (ZBW)
40
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
4
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
Educational aspirations and attitudes over the business cycle
Taylor, Mark P.
;
Rampino, Tina
- In:
Economica
81
(
2014
)
324
,
pp. 649-673
Persistent link: https://www.econbiz.de/10010473454
Saved in:
7
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
Saved in:
8
Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs. Thatcher
Kim, Hyeyoen
;
Taylor, Mark P.
- In:
Economica
79
(
2012
)
314
,
pp. 378-410
Persistent link: https://www.econbiz.de/10009536441
Saved in:
9
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
10
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
Saved in:
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