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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong; Kang, Kyu Ho - In: Journal of economic dynamics & control 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 90 (2018), pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe; Ielpo, Florian; Sévi, Benoît - In: Journal of economic dynamics & control 113 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao; Corgnet, Brice; Hanaki, Nobuyuki; Riyanto, … - In: Journal of economic dynamics & control 146 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014478514
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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What is the globalisation of inflation?
Altansukh, Gantungalag; Becker, Ralf; Bratsiotis, George; … - In: Journal of economic dynamics & control 74 (2017), pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
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Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas; Kaizoji, Taisei - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855