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On business cycle fluctuations...
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Volatility
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326
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117
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108
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102
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98
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94
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93
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88
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79
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79
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79
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75
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74
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73
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71
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70
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69
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68
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65
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64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Christoffersen, Peter F.
55
Mensi, Walid
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Salisu, Afees A.
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C.E.P.R. Discussion Papers
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Centre for Analytical Finance <Århus>
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World Bank
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International Monetary Fund
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Federal Reserve Bank of St. Louis
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Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
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Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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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
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National Centre for Econometric Research (NCER)
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Department of Economics, Oxford University
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EconWPA
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Federal Reserve Bank of New York
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Rodney L. White Center for Financial Research
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European Central Bank
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Instituto Valenciano de Investigaciones Económicas
7
School of Economics and Management, University of Aarhus
7
Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
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
Birkbeck College / Department of Economics
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
418
Applied economics
384
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
340
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
292
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
265
Economics letters
257
Working paper
256
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
191
Pacific-Basin finance journal
176
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
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ECONIS (ZBW)
39,845
RePEc
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EconStor
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Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
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1
Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M.
- In:
International journal of economic perspectives : IJEP
5
(
2011
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
Saved in:
2
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
3
Forecasting with VAR models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
4
Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean
Pérez Forero, Fernando
-
2021
Persistent link: https://www.econbiz.de/10012543349
Saved in:
5
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
6
Drifts, volatilities, and impulse responses over the last century
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
-
2014
than you think.", respectively. We use vector autoregression with time-varying parameters and stochastic
volatility
to …
Persistent link: https://www.econbiz.de/10010489284
Saved in:
7
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
8
A tale of two major postwar business cycle episodes
Khan, Hashmat
;
Phaneuf, Louis
;
Victor, Jean Gardy
-
2020
-
revised 20 April 2020
Persistent link: https://www.econbiz.de/10012228112
Saved in:
9
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
10
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:
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