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Macroeconomic volatility, pred...
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Volatility
USA
327,271
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290,170
Wirtschaftswachstum
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97,758
Theorie
82,573
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81,093
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45,479
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12,273
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12,130
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McAleer, Michael
325
Gupta, Rangan
229
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172
Bollerslev, Tim
144
Chang, Chia-Lin
126
Diebold, Francis X.
108
Bouri, Elie
105
Andersen, Torben
98
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95
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92
Ma, Feng
91
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89
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79
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78
Koopman, Siem Jan
78
Engle, Robert F.
75
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74
Härdle, Wolfgang
72
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68
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67
McMillan, David G.
67
Asai, Manabu
64
Kočenda, Evžen
64
Tiwari, Aviral Kumar
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
59
Clements, Adam
58
Kang, Sang Hoon
56
Lucey, Brian M.
56
Wohar, Mark E.
56
Christoffersen, Peter F.
55
Gil-Alaña, Luis A.
55
Caballero, Ricardo J.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Hafner, Christian M.
52
Ghysels, Eric
51
Mensi, Walid
51
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50
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28
C.E.P.R. Discussion Papers
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World Bank
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International Monetary Fund
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Cowles Foundation for Research in Economics, Yale University
9
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8
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7
Banque de France
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6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
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5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Energy economics
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Finance research letters
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NBER working paper series
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466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
376
Journal of banking & finance
375
International review of economics & finance : IREF
360
The journal of futures markets
357
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
244
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
237
Journal of international money and finance
222
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
Pacific-Basin finance journal
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
140
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
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ECONIS (ZBW)
39,021
RePEc
1,017
EconStor
131
BASE
39
ArchiDok
3
Other ZBW resources
1
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1
Macroeconomic
volatility
, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
Saved in:
2
Forecast errors before and during the great moderation
Gamber, Edward N.
;
Smith, Julie K.
;
Weiss, Matthew A.
- In:
Journal of economics & business
63
(
2011
)
4
,
pp. 278-289
Persistent link: https://www.econbiz.de/10009298202
Saved in:
3
Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton
;
Liu, Guangling
- In:
Journal of banking & finance
67
(
2016
),
pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
Saved in:
4
Has the predictability of the yield spread changed?
Kim, Dong-heon
;
Park, Euihwan
- In:
Seoul journal of economics
31
(
2018
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10011950676
Saved in:
5
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic
volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
6
The importance of time‐varying
volatility
and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
7
Forecasting growth during the Great Recession : is financial
volatility
the missing ingredient?
Ferrara, Laurent
;
Marsilli, Clément
;
Ortega, Juan-Pablo
- In:
Economic modelling
36
(
2014
),
pp. 44-50
Persistent link: https://www.econbiz.de/10010412035
Saved in:
8
Forecasting stock market
volatility
: the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
9
The Baltic Dry Index : cyclicalities, forecasting and hedging strategies
Papailias, Fotis
;
Thomakos, Dimitrios D.
;
Liu, Jiadong
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10011632114
Saved in:
10
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
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