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Reference prices, costs, and nominal rigidities
Eichenbaum, Martin S.; Jaimovich, Nir; Rebelo, Sérgio - In: The American economic review 101 (2011) 1, pp. 234-262
Persistent link: https://www.econbiz.de/10009235931
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu; García-Enríquez, Javier - In: Journal of forecasting 41 (2022) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
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The inflation-output trade-off with downward wage rigidities
Benigno, Pierpaolo; Ricci, Lucia Antonio - In: The American economic review 101 (2011) 4, pp. 1436-1466
Persistent link: https://www.econbiz.de/10009232433
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Specific capital and vintage effects on the dynamics of unemployment and vacancies
Eyigungor, Burcu - In: The American economic review 100 (2010) 3, pp. 1214-1237
Persistent link: https://www.econbiz.de/10008749090
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Missing events in event studies : identifying the effects of partially measured news surprises
Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - In: The American economic review 110 (2020) 12, pp. 3871-3912
Persistent link: https://www.econbiz.de/10012431236
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Who acquires information in dealer markets?
Rüdiger, Jesper; Vigier, Adrien - In: The American economic review 110 (2020) 4, pp. 1145-1176
Persistent link: https://www.econbiz.de/10012216023
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Thar SHE blows? : gender, competition, and bubbles in experimental asset markets
Eckel, Catherine C.; Füllbrunn, Sascha - In: The American economic review 105 (2015) 2, pp. 906-920
Persistent link: https://www.econbiz.de/10010519531
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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis; Spungin, Giles E.; Tzavalis, Elias - In: Journal of forecasting 33 (2014) 7, pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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Modeling realized volatility dynamics with a genetic algorithm
Qu, Hui; Ji, Ping - In: Journal of forecasting 35 (2016) 5, pp. 434-444
Persistent link: https://www.econbiz.de/10011580981