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DSGE-based priors for BVARs an...
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Volatility
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45
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41
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36
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32
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Degiannakis, Stavros
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Journal of econometrics
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Energy economics
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Finance research letters
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International journal of forecasting
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Journal of forecasting
117
Economic modelling
97
International review of financial analysis
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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International review of economics & finance : IREF
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Journal of banking & finance
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Economics letters
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Applied economics letters
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Department of Economics working paper series
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Journal of risk and financial management : JRFM
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International journal of finance & economics : IJFE
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Research in international business and finance
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The European journal of finance
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CREATES research paper
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Journal of international money and finance
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CAMA working paper series
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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1
The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2012
Persistent link: https://www.econbiz.de/10009671786
Saved in:
2
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
3
Monetary policy volatility shocks in Brazil
Fasolo, Angelo Marsiglia
- In:
Economic modelling
81
(
2019
),
pp. 348-360
Persistent link: https://www.econbiz.de/10012202102
Saved in:
4
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector
DSGE
model approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
Forecasting global equity indices using large Bayesian VARs
Huber, Florian
;
Krisztin, Tamás
;
Piribauer, Philipp
- In:
Bulletin of economic research
69
(
2017
)
3
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011743287
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
9
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
10
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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