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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Andersen, Torben"
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Herwartz, Helmut"
~person:"Lai, Ching-chong"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Andersen, Torben
Bandi, Federico M.
Blasques, Francisco
Herwartz, Helmut
Lai, Ching-chong
Pelger, Markus
Phillips, Peter C. B.
37
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Granger, C. W. J.
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9
Whang, Yoon-jae
9
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8
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8
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8
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial economics
2
Journal of forecasting
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
25
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1
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
3
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:
4
Bootstrap inference in systems of single equation error correction models
Herwartz, Helmut
;
Neumann, Michael H.
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10003002296
Saved in:
5
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
6
The specification of money demand, fiscal policy, and exchange rate dynamics
Chang, Wen-ya
- In:
Journal of macroeconomics
19
(
1997
)
1
,
pp. 79-102
Persistent link: https://www.econbiz.de/10001213649
Saved in:
7
Currency devaluation with flexible wages : an application of the Cebula model
Lai, Ching-chong
- In:
Journal of macroeconomics
9
(
1987
)
4
,
pp. 625-635
Persistent link: https://www.econbiz.de/10001088036
Saved in:
8
The Mundell proposition with efficient wage-employment bargaining
Chang, Juin-jen
;
Lai, Ching-chong
;
Chang, Wen-ya
- In:
Journal of macroeconomics
21
(
1999
)
4
,
pp. 765-784
Persistent link: https://www.econbiz.de/10001419146
Saved in:
9
Income taxes, supply-side effects, and currency devaluation
Lai, Ching-chong
- In:
Journal of macroeconomics
11
(
1989
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10001089148
Saved in:
10
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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