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~accessRights:"restricted"
~person:"Billio, Monica"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Herwartz, Helmut"
~subject:"ARCH-Modell"
~subject:"Bayesian regularization"
~subject:"Bildungsertrag"
~subject:"Estimation"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
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Billio, Monica
Chan, Joshua
Galvão Júnior, Antônio Fialho
Herwartz, Helmut
Gupta, Rangan
101
Zenou, Yves
99
Gersbach, Hans
79
Acemoglu, Daron
71
Tsionas, Efthymios G.
68
Cheng, T. C. E.
57
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55
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51
Acharya, Viral V.
48
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48
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47
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47
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47
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46
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46
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46
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43
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43
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42
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Yang, Jinqiang
42
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41
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40
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39
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39
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39
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37
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37
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36
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36
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36
Ploeg, Frederick van der
36
Serletis, Apostolos
36
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35
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35
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13
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5
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4
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4
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3
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3
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1
The macroeconomic effects of oil price shocks : evidence from a statistical identification approach
Herwartz, Helmut
;
Plödt, Martin
- In:
Journal of international money and finance
61
(
2016
),
pp. 30-44
Persistent link: https://www.econbiz.de/10011668265
Saved in:
2
Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin
;
Herwartz, Helmut
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
Saved in:
3
Unraveling the structural sources of oil production and their impact on CO2 emissions
Herwartz, Helmut
;
Theilen, Bernd
;
Wang, Shu
- In:
Energy economics
132
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015047516
Saved in:
4
Measurement errors in investment equations
Almeida, Heitor
;
Campello, Murillo
;
Galvão Júnior, …
-
2010
Persistent link: https://www.econbiz.de/10003966364
Saved in:
5
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
6
Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
7
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
8
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
9
Simulation evidence on
theory
-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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