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~person:"Carriero, Andrea"
~person:"Castelnuovo, Efrem"
~person:"Inoue, Atsushi"
~person:"Theodoridis, Konstantinos"
~subject:"Risk"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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23
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23
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11
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Carriero, Andrea
Castelnuovo, Efrem
Inoue, Atsushi
Theodoridis, Konstantinos
Schorfheide, Frank
20
Minford, Patrick
11
Fève, Patrick
8
Gupta, Rangan
8
Meenagh, David
8
Mumtaz, Haroon
8
Le, Vo Phuong Mai
7
Lindé, Jesper
7
Vogel, Lukas
7
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7
Adolfson, Malin
6
Fernández-Villaverde, Jesús
6
Lubik, Thomas A.
6
Westerhoff, Frank H.
6
An, Sungbae
5
Fleming, Christopher M.
5
Hohberger, Stefan
5
Kolasa, Marcin
5
Kurozumi, Takushi
5
Ratto, Marco
5
Rubio-Ramírez, Juan Francisco
5
Villani, Mattias
5
Wang, Pengfei
5
Zha, Tao
5
Canova, Fabio
4
Cardani, Roberta
4
Christiano, Lawrence J.
4
Del Negro, Marco
4
Guerrón-Quintana, Pablo A.
4
Lo, Ming Chien
4
Lucas, André
4
Mendicino, Caterina
4
Miao, Jianjun
4
Morley, James C.
4
Opschoor, Anne
4
Paccagnini, Alessia
4
Rubaszek, Michał
4
Sahuc, Jean-Guillaume
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Economics letters
3
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3
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2
International journal of central banking : IJCB
1
International journal of forecasting
1
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1
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1
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1
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ECONIS (ZBW)
18
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1
Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George
;
Theodoridis, Konstantinos
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357095
Saved in:
2
Uncertainty shocks and the great recession : Nonlinearities matter
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605757
Saved in:
3
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
4
Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of monetary economics
114
(
2020
),
pp. 262-282
Persistent link: https://www.econbiz.de/10012494958
Saved in:
5
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
6
Uncertainty shocks and unemployment
dynamics
in US recessions
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Groshenny, Nicolas
- In:
Journal of monetary economics
67
(
2014
),
pp. 78-92
Persistent link: https://www.econbiz.de/10010510922
Saved in:
7
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
8
Uncertainty-dependent effects of monetary policy shocks : a new-Keynesian interpretation
Castelnuovo, Efrem
;
Pellegrino, Giovanni
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 277-296
Persistent link: https://www.econbiz.de/10011974517
Saved in:
9
Google It Up! : a Google Trends-based Uncertainty index for the United States and Australia
Castelnuovo, Efrem
;
Trung Duc Tran
- In:
Economics letters
161
(
2017
),
pp. 149-153
Persistent link: https://www.econbiz.de/10011904550
Saved in:
10
Common and country specific economic uncertainty
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of international economics
105
(
2017
),
pp. 205-216
Persistent link: https://www.econbiz.de/10011751898
Saved in:
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