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~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Prognoseverfahren
Theory
Volatility
52
Volatilität
52
Theorie
29
USA
18
United States
18
Börsenkurs
16
Share price
16
Arbeitsmobilität
12
Labour mobility
12
Estimation
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Stochastic process
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9
Capital income
9
Kapitaleinkommen
9
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9
VAR model
9
VAR-Modell
9
Bayes-Statistik
7
Bayesian inference
7
Aktienmarkt
6
Geldpolitik
6
Monetary policy
6
Stock market
6
Exchange rate
5
Wechselkurs
5
stochastic volatility
5
Erwartungsbildung
4
Estimation theory
4
Expectation formation
4
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4
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4
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Graue Literatur
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33
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33
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English
33
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Clark, Todd E.
10
Carriero, Andrea
6
Marcellino, Massimiliano
6
Diebold, Francis X.
5
Brandt, Michael W.
4
Yaron, Amir
4
Mertens, Elmar
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Bollerslev, Tim
2
Drechsler, Itamar
2
Kadlec, Gregory B.
2
Lopez, Pierlauro
2
McCracken, Michael W.
2
Wachter, Jessica
2
Aastveit, Knut Are
1
Andersen, Torben
1
Anderson, Torben G.
1
Bognanni, Mark
1
Carlstrom, Charles T.
1
Chan, Joshua
1
Christoffersen, Peter F.
1
Craig, Ben R.
1
Dumas, Bernard
1
Fuerst, Timothy S.
1
Ghironi, Fabio
1
Kang, Qiang
1
Kannan, Bharadwaj
1
Kehoe, Patrick J.
1
Keller, Joachim G.
1
Khatchatrian, Varoujan
1
Koop, Gary
1
Krolikowski, Pawel
1
Kurshev, Alexander
1
Labys, Paul
1
Liu, Jianan
1
Midrigan, Virgiliu
1
Nosal, Ed
1
Pastorino, Elena
1
Pinheiro, Roberto B.
1
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Rodney L. White Center for Financial Research
7
Federal Reserve Bank of Cleveland
3
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Federal Reserve Bank of Cleveland working paper series
Working papers / Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
211
Discussion paper / Centre for Economic Policy Research
124
Discussion paper / Tinbergen Institute
113
Working paper
96
Discussion paper series / IZA
85
CESifo working papers
69
Discussion papers / CEPR
53
Research paper series / Swiss Finance Institute
51
CREATES research paper
46
Finance and economics discussion series
44
Working papers
43
SFB 649 discussion paper
40
Department of Economics working paper series
39
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37
Discussion paper
34
CAMA working paper series
33
IMF working papers
30
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27
Kiel working paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
IMF working paper
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Working paper series / European Central Bank
23
Econometric Institute research papers
21
Staff reports / Federal Reserve Bank of New York
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Economics working paper
20
International finance discussion papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
18
Discussion paper series
18
Staff working paper / Bank of Canada
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Working paper series / Centre for Practical Quantitative Finance
18
Working papers / Federal Reserve Bank of Philadelphia, Research Department
18
NCER working paper series
17
Working paper series
17
CORE discussion paper : DP
16
Discussion paper / Center for Economic Research, Tilburg University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
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ECONIS (ZBW)
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1
Addressing COVID-19 Outliers in BVARs with stochastic
volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
Saved in:
2
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:
3
A spanner in the works: restricting labor mobility and the inevitable capital-labor substitution
Kannan, Bharadwaj
;
Pinheiro, Roberto B.
;
Turtle, Harry J.
-
2022
Persistent link: https://www.econbiz.de/10013467004
Saved in:
4
Sequential Bayesian inference for vector autoregressions with stochastic
volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
Saved in:
5
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
6
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2018
Persistent link: https://www.econbiz.de/10011878541
Saved in:
7
Welfare implications of asset pricing facts : should central banks fill gaps or remove
volatility
?
Lopez, Pierlauro
-
2021
Persistent link: https://www.econbiz.de/10012694642
Saved in:
8
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2017
Persistent link: https://www.econbiz.de/10011718991
Saved in:
9
Asset prices and unemployment fluctuations
Kehoe, Patrick J.
;
Lopez, Pierlauro
;
Midrigan, Virgiliu
; …
-
2020
Persistent link: https://www.econbiz.de/10012182810
Saved in:
10
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:
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