//--> //--> //--> //-->
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
~person:"Gambetti, Luca"
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
VaR and persistence of risk sh...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR-Modell
84
VAR model
83
Schock
51
Shock
51
Estimation
45
Schätzung
45
USA
36
United States
35
Business cycle
33
Konjunktur
33
Theorie
23
Theory
23
Geldpolitik
22
Monetary policy
22
Volatilität
18
Volatility
17
Bruttoinlandsprodukt
15
Gross domestic product
15
Bayes-Statistik
13
Bayesian inference
13
Impact assessment
12
Inflation
12
Strukturwandel
12
Wirkungsanalyse
12
Structural change
11
Inflationsrate
10
Inflation rate
9
Arbeitslosigkeit
8
Financial market
8
Finanzmarkt
8
Productivity
8
Produktivität
8
Risiko
8
Risk
8
Ankündigungseffekt
7
Announcement effect
7
Brasilien
7
Brazil
7
Chile
7
Lohnindexierung
7
more ...
less ...
Online availability
All
Free
48
Undetermined
35
Type of publication
All
Book / Working Paper
78
Article
20
Type of publication (narrower categories)
All
Working Paper
63
Arbeitspapier
62
Graue Literatur
59
Non-commercial literature
59
Article in journal
19
Aufsatz in Zeitschrift
19
Amtliche Publikation
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
98
Author
All
Gambetti, Luca
McAleer, Michael
557
Gupta, Rangan
340
Caporale, Guglielmo Maria
273
Chang, Chia-Lin
184
Pesaran, M. Hashem
183
Lütkepohl, Helmut
162
Bollerslev, Tim
161
Aizenman, Joshua
148
Härdle, Wolfgang
148
Belke, Ansgar
144
Bouri, Elie
144
Pierdzioch, Christian
144
Diebold, Francis X.
143
Kilian, Lutz
138
Caballero, Ricardo J.
132
Mumtaz, Haroon
130
Fernández-Villaverde, Jesús
129
Engle, Robert F.
127
Marcellino, Massimiliano
126
Hammoudeh, Shawkat
122
Corbet, Shaen
117
Spagnolo, Nicola
114
Hautsch, Nikolaus
112
Caporin, Massimiliano
110
Koopman, Siem Jan
110
Castelnuovo, Efrem
108
Tiwari, Aviral Kumar
107
Allen, David E.
106
Andersen, Torben
105
Lucey, Brian M.
104
Herwartz, Helmut
103
Hafner, Christian M.
101
Bekaert, Geert
99
Canova, Fabio
97
Christiano, Lawrence J.
96
Ma, Feng
94
Buch, Claudia M.
93
Snower, Dennis J.
93
Clark, Todd E.
90
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
Discussion paper / Centre for Economic Policy Research
16
Discussion papers / CEPR
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Working papers / Innocenzo Gasparini Institute for Economic Research
4
American economic journal : a journal of the American Economic Association
3
ECB Working Paper
3
The economic journal : the journal of the Royal Economic Society
3
Working paper series / European Central Bank
3
Baffi Center Research Paper
2
Barcelona GSE working paper series : working paper
2
CESifo working papers
2
CFM discussion paper series
2
Journal of applied econometrics
2
Journal of monetary economics
2
Journal of money, credit and banking : JMCB
2
NBER Working Paper
2
NBER working paper series
2
Paolo Baffi Centre Research Paper
2
Research technical papers
2
Working paper / Norges Bank
2
BSE working paper : working papers
1
CPB discussion paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper series / IZA
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Documentos de trabajo Banco Central de Chile
1
EIEF working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honour of Fabio Canova
1
European economic review : EER
1
IDB Working Paper
1
IZA Discussion Paper
1
Journal of economic dynamics & control
1
Journal of international economics
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
Policy research working paper : WPS
1
The World Bank economic review
1
Warwick economic research papers
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
97
EconStor
1
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Downside and upside uncertainty shocks
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012490267
Saved in:
2
News, noise and oil price swings
Gambetti, Luca
;
Moretti, Laura
-
2017
Persistent link: https://www.econbiz.de/10012182213
Saved in:
3
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
4
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
5
The effect of news shocks and monetary policy
Gambetti, Luca
;
Korobilis, Dimitris
;
Tsoukalas, John D.
; …
-
2017
Persistent link: https://www.econbiz.de/10012172227
Saved in:
6
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
- In:
American economic journal : a journal of the American …
9
(
2017
)
4
,
pp. 122-152
Persistent link: https://www.econbiz.de/10011747375
Saved in:
7
The effect of news shocks and monetary policy
Gambetti, Luca
;
Korobilis, Dimitiris
;
Tsoukalas, John D.
; …
-
2017
Persistent link: https://www.econbiz.de/10011752477
Saved in:
8
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809746
Saved in:
9
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2014
-
This version: November, 2014
Persistent link: https://www.econbiz.de/10011809749
Saved in:
10
Loan supply shocks and the business cycle
Gambetti, Luca
;
Musso, Alberto
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 764-782
Persistent link: https://www.econbiz.de/10011862202
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->