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ECONIS (ZBW)
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1
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and factor stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012052678
Saved in:
2
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic
volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
Volatility
co-movement and the great moderation : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2016
volatility
of US and UK GDP growth appears to have become increasingly correlated in the recent past. …
Persistent link: https://www.econbiz.de/10011554403
Saved in:
6
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
Saved in:
7
On the epidemic of financial crises
Demiris, Nikolao
;
Kypraios, Theodore
;
Smith, L. Vanessa
-
2012
Persistent link: https://www.econbiz.de/10009757621
Saved in:
8
Global macroeconomic uncertainty
Berger, Tino
;
Grabert, Sibylle
;
Kempa, Bernd
- In:
Journal of macroeconomics
53
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
Saved in:
9
Density forecasting using Bayesian global vector autoregressions with stochastic
volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
10
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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