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~person:"Maheu, John M."
~person:"Serletis, Apostolos"
~subject:"Industrialized countries"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Industrialized countries
Markov chain
ARCH model
37
ARCH-Modell
37
Volatility
26
Volatilität
26
Theorie
14
Theory
14
Oil price
11
Ölpreis
11
Markov-Kette
7
Estimation
6
Financial market
6
Finanzmarkt
6
GARCH-in-Mean model
6
Schätzung
6
VAR model
6
VAR-Modell
6
Inflation expectations
5
Inflationserwartung
5
Börsenkurs
4
Capital income
4
GARCH
4
Kapitaleinkommen
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
USA
4
United States
4
Asymmetric BEKK model
3
Bayes-Statistik
3
Bayesian inference
3
Crude oil
3
Energiemarkt
3
Energy market
3
Erdgas
3
GARCH-in-mean model
3
Geldmenge
3
Industrieländer
3
Inflation
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Article in journal
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Maheu, John M.
Serletis, Apostolos
Lee, Hsiang-Tai
8
Ma, Feng
7
Chang, Kuang-Liang
6
Chen, Cathy W. S.
6
Bauwens, Luc
5
Shi, Yanlin
5
Balcilar, Mehmet
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Lu, Xinjie
4
Otranto, Edoardo
4
So, Mike Ka-pui
4
Xu, Libo
4
Blazsek, Szabolcs
3
Dimitrakopoulos, Stefanos
3
Dufays, Arnaud
3
Gerlach, Richard
3
Haas, Markus
3
Ho, Kin-Yip
3
Lee, Chien-chiang
3
Li, Ming-yuan Leon
3
Siu, Tak Kuen
3
Wang, Jiqian
3
Wilfling, Bernd
3
Ajmi, Ahdi Noomen
2
Alizadeh-Masoodian, Amir H.
2
Amisano, Gianni
2
Ardia, David
2
Asai, Manabu
2
BenSaïda, Ahmed
2
Bohl, Martin T.
2
Bouri, Elie
2
Casarin, Roberto
2
Cavicchioli, Maddalena
2
Dias, José G.
2
Elliott, Robert J.
2
Feng, Lingbing
2
Gallo, Giampiero M.
2
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Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic studies
1
Journal of empirical finance
1
Open economies review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
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ECONIS (ZBW)
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
World commodity prices and economic activity in advanced and emerging economies
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10013273194
Saved in:
3
Inflation and economic activity in advanced and emerging economies
Serletis, Apostolos
;
Liu, Jinan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4196-4223
Persistent link: https://www.econbiz.de/10013461321
Saved in:
4
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
5
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
6
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
7
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
8
Modeling covariance breakdowns in multivariate GARCH
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011705024
Saved in:
9
The effects of inflation uncertainty : some international evidence
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Journal of economic studies
36
(
2009
)
5/6
,
pp. 541-550
Persistent link: https://www.econbiz.de/10003915975
Saved in:
10
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
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