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~person:"Castelnuovo, Efrem"
~person:"Inoue, Atsushi"
~person:"Theodoridis, Konstantinos"
~subject:"Forecasting model"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
VAR model
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22
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22
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15
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11
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11
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9
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9
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Castelnuovo, Efrem
Inoue, Atsushi
Theodoridis, Konstantinos
Schorfheide, Frank
14
Gupta, Rangan
11
Fève, Patrick
7
Paccagnini, Alessia
7
Rubaszek, Michał
6
Wickens, Michael R.
6
An, Sungbae
5
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Kolasa, Marcin
5
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Bekiros, Stelios
4
Kapetanios, George
4
Le, Vo Phuong Mai
4
Lux, Thomas
4
Meenagh, David
4
Čapek, Jan
4
Adolfson, Malin
3
Canova, Fabio
3
Gelfer, Sacha
3
Herbst, Edward P.
3
Kim, Jaebeom
3
Lindé, Jesper
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Matheron, Julien
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Mendicino, Caterina
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Villani, Mattias
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2
Benati, Luca
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Caggiano, Giovanni
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Cai, Michael
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Caldeira, João F.
2
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3
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3
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2
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1
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1
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1
Journal of economic dynamics & control
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
8
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:
9
Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
- In:
Economics letters
151
(
2017
),
pp. 31-34
Persistent link: https://www.econbiz.de/10011742127
Saved in:
10
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:
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