//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,"
~isPartOf:"Boston College working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"EUI working paper / ECO"
~language:"eng"
~person:"Basu, Susanto"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Praag, Bernard M. S. van"
~person:"Teulings, Coen N."
~subject:"Finanzkrise"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Finanzkrise
Theorie
191
Theory
191
Time series analysis
73
Zeitreihenanalyse
73
Estimation
58
Schätzung
58
State space model
44
Zustandsraummodell
44
Welt
34
World
34
Stochastic process
33
Stochastischer Prozess
33
Volatility
28
Volatilität
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
USA
24
United States
24
Forecasting model
20
Prognoseverfahren
20
Business cycle
18
Konjunktur
18
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
Großbritannien
14
United Kingdom
14
Lebensqualität
13
Lohnstruktur
13
Quality of life
13
Wage structure
13
Financial crisis
11
Simulation
11
Credit risk
10
Factor analysis
10
Faktorenanalyse
10
Kalman filter
10
Kreditrisiko
10
ARCH model
9
ARCH-Modell
9
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles written by one author
Handbuch
Non-commercial literature
Graue Literatur
11
Working Paper
11
Language
All
English
Author
All
Basu, Susanto
Dreher, Axel
Gil-Alaña, Luis A.
Koopman, Siem Jan
Poot, Jacques
Praag, Bernard M. S. van
Teulings, Coen N.
Wijnbergen, Sweder van
7
Baum, Christopher F.
5
Lucas, André
5
McAleer, Michael
4
Perotti, Enrico C.
4
Franses, Philip Hans
3
Gresnigt, Francine
3
Kole, Erik
3
Kwaak, Christiaan van der
3
Schwaab, Bernd
3
Schäfer, Dorothea
3
Vries, Casper G. de
3
Balduzzi, Pierluigi
2
Beber, Alessandro
2
Belke, Ansgar
2
Brancati, Emanuele
2
Feijen, Erik
2
Grazzini, Caterina Forti
2
Hommes, Cars H.
2
Jiménez-Martín, Juan-Ángel
2
Pagano, Marco
2
Pérez Amaral, Teodosio
2
Schiantarelli, Fabio
2
Schoenmaker, Dirk
2
Wagner, Wolf
2
Ahnert, Toni
1
Akinci, Ozge
1
Allen, David E.
1
Ashraf, Mohammad A.
1
Basso, Gaetano
1
Bekaert, Geert
1
Blasques, Francisco
1
Boeri, Tito
1
Bundick, Brent
1
Butler, David J.
1
Butter, Frank A. G. den
1
Caglayan, Mustafa
1
more ...
less ...
Institution
All
Forschungsinstitut zur Zukunft der Arbeit
1
Published in...
All
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
Boston College working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Discussion paper series / IZA
Discussion papers / Deutsches Institut für Wirtschaftsforschung
EUI working paper / ECO
CESifo working papers
1
CFM discussion paper series
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Discussion paper / Centre for Economic Policy Research
1
Economics and finance working paper series
1
Research working papers / Federal Reserve Bank of Kansas City
1
School of Economics and Finance discussion paper
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / European Central Bank
1
Working papers / Federal Reserve Bank of Boston
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information in systemic risk rankings
Nucera, Federico
;
Schwaab, Bernd
;
Koopman, Siem Jan
; …
-
2015
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic...
Persistent link: https://www.econbiz.de/10010532581
Saved in:
2
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
3
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2017
This paper employs a price-based measure of integration, namely stock return differentials between ten emerging Asian economies and the US (as an indicator of global integration), as well as Japan and the Asian region (as two alternative indicators of regional integration), to test for mean...
Persistent link: https://www.econbiz.de/10011654607
Saved in:
4
Urban resilience and social security uptake : New Zealand evidence from the global financial crisis and the COVID-19 pandemic
Cochrane, William
;
Poot, Jacques
;
Roskruge, Matthew
-
2022
This paper focuses on the spatial variation in the uptake of social security benefits following a large and detrimental exogenous shock. Specifically, we focus on the Global Financial Crisis (GFC) and the onset of the COVID-19 pandemic. We construct a two-period panel of 66 Territorial...
Persistent link: https://www.econbiz.de/10013347147
Saved in:
5
Uncertainty shocks in a model of effective demand
Basu, Susanto
;
Bundick, Brent
-
2011
This paper examines the role of uncertainty shocks in a one-sector, representative-agent dynamic stochastic general-equilibrium model. When prices are flexible, uncertainty shocks are not capable of producing business-cycle comovements among key macro variables. With countercyclical markups...
Persistent link: https://www.econbiz.de/10009312762
Saved in:
6
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
7
Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
-
2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
Saved in:
8
Secular stagnation, rational bubbles, and fiscal policy
Teulings, Coen N.
-
2016
efficient allocation. This paper considers a
world
where r fluctuates over time due to shocks to the marginal productivity of …
Persistent link: https://www.econbiz.de/10011540632
Saved in:
9
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
We introduce a new model for time-varying spatial dependence. The model extends the well-known static spatial lag model. All parameters can be estimated conveniently by maximum likelihood. We establish the theoretical properties of the model and show that the maximum likelihood estimator for the...
Persistent link: https://www.econbiz.de/10010391531
Saved in:
10
Generational accounting, solidarity and pension losses
Teulings, Coen N.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875426
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->