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~person:"Castelnuovo, Efrem"
~person:"Herbst, Edward P."
~person:"Inoue, Atsushi"
~person:"Kim, Jaebeom"
~person:"Theodoridis, Konstantinos"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"DYNAMICS"
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| 9 applied filters
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Forecasting model
Monte Carlo simulation
VAR model
Dynamic equilibrium
29
Dynamisches Gleichgewicht
29
VAR-Modell
19
Schock
14
Shock
14
Business cycle
13
Konjunktur
13
Bayes-Statistik
12
Bayesian inference
12
Theorie
10
Theory
10
Estimation theory
9
Geldpolitik
9
Monetary policy
9
Risk
9
Schätztheorie
9
USA
9
United States
9
Risiko
8
DSGE model
7
Impact assessment
7
Wirkungsanalyse
7
DSGE models
6
DSGE-Modell
6
Estimation
6
Monte-Carlo-Simulation
6
Schätzung
6
Volatility
6
Volatilität
6
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
Uncertainty shocks
5
DSGE
4
Neoclassical synthesis
4
Neoklassische Synthese
4
Arbeitslosigkeit
3
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Undetermined
17
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1
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Article
25
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Aufsatz in Zeitschrift
Graue Literatur
54
Non-commercial literature
54
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51
Working Paper
51
Article in journal
25
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English
25
Author
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Castelnuovo, Efrem
Herbst, Edward P.
Inoue, Atsushi
Kim, Jaebeom
Theodoridis, Konstantinos
Schorfheide, Frank
16
Gupta, Rangan
12
Fève, Patrick
7
Paccagnini, Alessia
7
Minford, Patrick
6
Rubaszek, Michał
6
Wickens, Michael R.
6
An, Sungbae
5
Del Negro, Marco
5
Kolasa, Marcin
5
Mumtaz, Haroon
5
Bekiros, Stelios
4
Guerrón-Quintana, Pablo A.
4
Kapetanios, George
4
Kilian, Lutz
4
Le, Vo Phuong Mai
4
Lux, Thomas
4
Meenagh, David
4
Čapek, Jan
4
Adolfson, Malin
3
Canova, Fabio
3
Gelfer, Sacha
3
Iiboshi, Hirokuni
3
Ivashchenko, Sergey
3
Koopman, Siem Jan
3
Lindé, Jesper
3
Matheron, Julien
3
Mendicino, Caterina
3
Sahuc, Jean-Guillaume
3
Villani, Mattias
3
Warne, Anders
3
Ahmed, Ather Maqsood
2
Alho, Juha M.
2
Barra, István
2
Bekiros, Stelios D.
2
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Economics letters
3
Journal of econometrics
3
Journal of monetary economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Quantitative economics : QE ; journal of the Econometric Society
2
Applied economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of central banking : IJCB
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
The econometrics journal
1
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ECONIS (ZBW)
25
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25
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date (oldest first)
1
Oil price shocks and macroeconomic
dynamics
: how important is the role of nonlinearity?
Hwang, Inwook
;
Kim, Jaebeom
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10014519733
Saved in:
2
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:
3
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
4
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
5
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:
6
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:
7
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
8
Uncertainty shocks and asymmetric
dynamics
in Korea : a non-linear approach
Larcher, Kevin
;
Kim, Jaebeom
;
Kim, Youngju
- In:
Applied economics
51
(
2019
)
6
,
pp. 594-610
Persistent link: https://www.econbiz.de/10012196459
Saved in:
9
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:
10
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:
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