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~person:"Wohar, Mark E."
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
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Estimation
Prognoseverfahren
Shock
VAR model
Wirkungsanalyse
Schätzung
44
USA
40
United States
40
Capital income
33
Kapitaleinkommen
33
Börsenkurs
31
Share price
31
Volatility
31
Volatilität
31
Welt
25
World
25
Forecasting model
24
Aktienmarkt
22
Stock market
22
Theorie
20
Theory
20
Risk
16
Risiko
15
Immobilienpreis
14
Real estate price
14
VAR-Modell
14
Time series analysis
13
Zeitreihenanalyse
13
Großbritannien
12
Inflation
12
Oil price
12
United Kingdom
12
Ölpreis
12
Cointegration
11
Geldpolitik
11
Impact assessment
10
Kointegration
10
Monetary policy
10
Schock
10
Spillover effect
10
Spillover-Effekt
10
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Undetermined
39
Free
10
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Article
62
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12
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Article in journal
60
Aufsatz in Zeitschrift
60
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
74
Author
All
Wohar, Mark E.
Gupta, Rangan
309
Caporale, Guglielmo Maria
147
Gil-Alaña, Luis A.
145
Lechner, Michael
136
Pierdzioch, Christian
130
Wagner, Joachim
116
Pesaran, M. Hashem
113
McAleer, Michael
107
Bahmani-Oskooee, Mohsen
101
Schneider, Friedrich
91
Timmermann, Allan
91
Afonso, António
81
Narayan, Paresh Kumar
81
Chang, Tsangyao
79
Woessmann, Ludger
77
Winter-Ebmer, Rudolf
76
Salvanes, Kjell G.
74
Berg, Gerard J. van den
73
Franses, Philip Hans
73
Egger, Peter
71
Heckman, James J.
71
Kim, Hyeongwoo
71
Miller, Stephen M.
71
Balcilar, Mehmet
70
Swanson, Norman R.
70
Rossi, Barbara
69
Belke, Ansgar
68
Marcellino, Massimiliano
68
Hayo, Bernd
66
Kapetanios, George
65
Schmidt, Christoph M.
65
Yilmazkuday, Hakan
64
Galí, Jordi
63
Blundell, Richard W.
60
Czarnitzki, Dirk
60
Snower, Dennis J.
60
Tiwari, Aviral Kumar
60
Minford, Patrick
59
Apergēs, Nikolaos
58
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Published in...
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International review of economics & finance : IREF
11
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
5
Applied financial economics
4
Energy economics
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Department of Economics working paper series
2
Discussion paper series / IZA
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of international economics
2
The journal of real estate finance and economics
2
Working papers / University of Connecticut, Department of Economics
2
Cardiff economics working papers
1
Economics and Business Letters : EBL
1
Empirical Economics, Forthcoming
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Experiences and challenges in the development of the Chinese capital market
1
Frontiers of economics and globalization
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economics & business
1
Journal of economics and finance
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economics
1
The review of economics and statistics
1
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Source
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ECONIS (ZBW)
74
Showing
1
-
10
of
74
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date (newest first)
date (oldest first)
1
Erratum to 'The Prebisch-Singer Hypothesis : Four Centuries of Evidence' (Review of
Economics
and Statistics, 2010, 92, 367-377)
Harvey, David I.
;
Kellard, Neil
;
Madsen, Jakob
;
Wohar, …
-
2013
Harvey, Kellard, Madsen and Wohar (2010, Review of
Economics
and Statistics, 92, 367-377) contains data construction …
Persistent link: https://www.econbiz.de/10014161770
Saved in:
2
Recent advances in estimating nonlinear models : with applications in
economics
and finance
Ma, Jun
(
contributor
);
Wohar, Mark E.
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10011385393
Saved in:
3
Stock returns forecasting with metals : sentiment vs. fundamentals
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 458-477
Persistent link: https://www.econbiz.de/10012244340
Saved in:
4
The stock return predictability and stock price decomposition in the Chinese equity market
Ma, Jun
;
Su, Zhenhua
;
Wohar, Mark E.
- In:
Experiences and challenges in the development of the …
,
(pp. 150-170)
.
2015
Persistent link: https://www.econbiz.de/10011388123
Saved in:
5
Can commodity returns forecast Canadian sector stock returns?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 172-188
Persistent link: https://www.econbiz.de/10011624689
Saved in:
6
The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness
Boucher Breuer, Janice
- In:
The economic journal : the journal of the Royal …
106
(
1996
)
434
,
pp. 26-38
Persistent link: https://www.econbiz.de/10001194054
Saved in:
7
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
8
Is real interest rate a monetary phenomenon in advanced economies? : time-varying evidence from over 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
-
2022
Persistent link: https://www.econbiz.de/10013387609
Saved in:
9
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
10
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
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