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subject:"USA"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Rutgers University / Department of Economics"
~institution:"The Wharton Financial Institutions Center"
~subject:"ARCH model"
~subject:"Bootstrap approach"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Schätztheorie"
~subject:"Share price"
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USA
ARCH model
Bootstrap approach
Business cycle
Börsenkurs
Großbritannien
Schätztheorie
Share price
Estimation
37
Schätzung
37
United States
28
Theorie
12
Theory
12
Financial crisis
9
Finanzkrise
9
Deutschland
5
Forecasting model
5
Geldpolitik
5
Germany
5
Monetary policy
5
Prognoseverfahren
5
Inflation
4
Lohnstruktur
4
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4
Statistische Verteilung
4
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4
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3
Cost of capital
3
Kapitalkosten
3
OECD countries
3
OECD-Staaten
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
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3
World
3
1959-1999
2
Aktienmarkt
2
Altersgrenze
2
Bank regulation
2
Bankenregulierung
2
Bootstrap-Verfahren
2
Bruttoinlandsprodukt
2
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33
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Graue Literatur
33
Non-commercial literature
33
Working Paper
33
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English
33
Author
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Craig, Ben R.
4
Keller, Joachim G.
3
Allen, Franklin
2
Altshuler, Rosanne
2
Bernheim, Bert Douglas
2
Carlson, John B.
2
Carman, Katherine Grace
2
Christiano, Lawrence J.
2
Cummins, John David
2
Eichenbaum, Martin S.
2
Gokhale, Jagadeesh
2
Goodspeed, Timothy J.
2
Herring, Richard J.
2
Kotlikoff, Laurence J.
2
Landon-Lane, John S.
2
Phillips, Richard D.
2
Swanson, Norman R.
2
Altig, David
1
Anderson, Torben G.
1
Aruoba, S. Borağan
1
Bachmeier, Lance J.
1
Blomberg, Stephen Brock
1
Branch, William A.
1
Bryan, Michael F.
1
Chatterjee, Satyajit
1
Corbae, Dean
1
Corradi, Valentina
1
Diebold, Francis X.
1
Evans, Charles
1
Evans, George W.
1
Fernando, Chitru S.
1
Gang, Ira N.
1
Glatzer, Ernst
1
Grace, Martin Francis
1
Gross, David B.
1
Guntay, Levent
1
Haubrich, Joseph Gerard
1
Hess, Gregory D.
1
Jafry, Yusuf
1
Klein, Robert W.
1
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Federal Reserve Bank of Cleveland
Rutgers University / Department of Economics
The Wharton Financial Institutions Center
National Bureau of Economic Research
765
Forschungsinstitut zur Zukunft der Arbeit
115
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
56
OECD
29
Federal Reserve Bank of St. Louis
26
Institut für Weltwirtschaft
22
Federal Reserve Bank of San Francisco
20
Ekonomiska forskningsinstitutet <Stockholm>
17
Centre for Economic Performance
16
University of Oxford / Institute of Economics and Statistics
16
International Energy Agency
14
Johns Hopkins University / Department of Economics
14
Organisation for Economic Co-operation and Development
14
Springer Fachmedien Wiesbaden
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
Federal Reserve Bank of New York
13
Institute for Fiscal Studies
13
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
World Bank
12
European University Institute / Department of Economics
11
Institute of Finance and Accounting <London>
11
Public Sector Economics Research Centre <Leicester>
11
Verlag Dr. Kovač
11
Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
10
University of Reading / Department of Economics
10
Centre for Economic Policy Research
9
Federal Reserve Bank of Chicago
9
University of Sheffield / Department of Economics
9
University of York / Department of Economics and Related Studies
9
Edward Elgar Publishing
8
Federal Reserve Bank of Richmond
8
Massachusetts Institute of Technology / Department of Economics
8
Nomos Verlagsgesellschaft
8
Queen Mary College / Department of Economics
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
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Federal Reserve Bank of Cleveland working paper series
14
Working papers / Financial Institutions Center
11
Working papers / Rutgers University, Department of Economics
8
Source
All
ECONIS (ZBW)
33
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1
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
Corradi, Valentina
(
contributor
); …
-
2003
-
[Elektronische Ressource], Rev
predictive accuracy tests, namely: the contribution of parameter
estimation
error, the choice of linear versus nonlinear models …
Persistent link: https://www.econbiz.de/10001848736
Saved in:
2
Measurement and
estimation
of credit migration matrices
Schuermann, Til
(
contributor
);
Jafry, Yusuf
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
Saved in:
3
Liquidity shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
Saved in:
4
Banking regulation versus securities market regulations
Allen, Franklin
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657010
Saved in:
5
US stock market crashes and their aftermath : implications for monetary policy ; Asset Price Bubbles Conference, Federal Reserve Bank of Chicago and the World Bank
Mishkin, Frederic S.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673482
Saved in:
6
Testing near-rationality using detailed survey data
Bryan, Michael F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003094551
Saved in:
7
Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645
Saved in:
8
The forecasting performance of German stock option densities
Craig, Ben R.
;
Glatzer, Ernst
;
Keller, Joachim G.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542704
Saved in:
9
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
10
The forecast ability of risk-neutral densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550128
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