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
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
A stochastic variance factor m...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
98
Theory
98
Forecasting model
82
Prognoseverfahren
82
Time series analysis
77
Zeitreihenanalyse
77
Estimation
72
Schätzung
72
Estimation theory
70
Schätztheorie
70
VAR model
47
VAR-Modell
47
Großbritannien
40
United Kingdom
40
Panel
35
Panel study
35
Nichtlineare Regression
33
Nonlinear regression
33
Factor analysis
31
Faktorenanalyse
31
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Regression analysis
29
Regressionsanalyse
29
USA
29
United States
29
Bayes-Statistik
24
Bayesian inference
24
Einheitswurzeltest
22
Unit root test
22
Economic forecast
21
Wirtschaftsprognose
21
Cointegration
19
Kointegration
19
Neural networks
18
Neuronale Netze
18
Structural break
18
Strukturbruch
18
State space model
17
Volatility
17
more ...
less ...
Online availability
All
Free
111
Undetermined
71
Type of publication
All
Book / Working Paper
211
Article
164
Type of publication (narrower categories)
All
Arbeitspapier
189
Working Paper
189
Graue Literatur
184
Non-commercial literature
184
Article in journal
138
Aufsatz in Zeitschrift
138
Aufsatz im Buch
4
Book section
4
Amtsdruckschrift
1
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Conference paper
1
Fallstudie
1
Government document
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
349
Undetermined
26
Author
All
Kapetanios, George
304
Cipollini, Andrea
40
Marcellino, Massimiliano
39
Kapetanios, G.
36
Price, Simon
31
Pesaran, M. Hashem
28
Carriero, Andrea
18
Shin, Yongcheol
18
Baillie, Richard
17
Chortareas, Georgios E.
17
Giraitis, Liudas
17
Camba-Méndez, Gonzalo
13
Yates, Anthony
13
Labhard, Vincent
12
Theodoridis, Konstantinos
11
Blake, Andrew P.
10
Groen, Jan J. J.
9
Bailey, Natalia
8
Eklund, Jana
8
Mitchell, James
8
Papailias, Fotis
8
Petrova, Katerina
8
Caporale, Guglielmo Maria
7
Tzavalis, Elias
7
Dendramis, Yiannis
6
Marcellino, M.
6
Arestis, Philip
5
Carriero, A.
5
Cipollini, A.
5
Diebold, Francis X.
5
Kim, Kun Ho
5
Muzzioli, Silvia
5
Yamagata, T.
5
Yamagata, Takashi
5
Galvão, Ana Beatriz C.
4
Price, S.
4
Snell, Andy
4
Uctum, Merih
4
Ventouri, Alexia
4
Weale, Martin
4
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
32
National Institute of Economic and Social Research
10
Faculty of Economics, University of Cambridge
6
Department of Economics, City University
3
European University Institute / Department of Law
3
Department of Economics, European University Institute
2
Europäische Kommission / Statistisches Amt
2
HAL
2
National Bureau of Economic Research
2
University of Cambridge / Department of Applied Economics
2
Centre for International Macroeconomics
1
Crawford School of Public Policy, Australian National University
1
University of Cambridge / Faculty of Economics
1
University of Leicester / Department of Economics
1
more ...
less ...
Published in...
All
Working paper
86
Economics letters
18
Journal of econometrics
16
Working papers / Bank of England
15
International journal of forecasting
13
Discussion papers / National Institute of Economic and Social Research
11
Journal of empirical finance
10
Discussion paper / Centre for Economic Policy Research
9
Journal of applied econometrics
9
Staff working papers / Bank of England
9
CAMA working paper series
7
CESifo working papers
7
Cambridge Working Papers in Economics
6
Cambridge working papers in economics
6
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of banking & finance
5
Journal of economic dynamics & control
5
Oxford bulletin of economics and statistics
5
The econometrics journal
5
Econometric reviews
4
Journal of forecasting
4
Working paper series / European Central Bank ; Eurosystem
4
Discussion papers / CEPR
3
EUI working paper
3
Economic modelling
3
Journal of Econometrics
3
Staff reports / Federal Reserve Bank of New York
3
Statistical working papers / Eurostat
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working Papers / Department of Economics, City University
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / European Central Bank
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
CREATES research paper
2
DAE working paper
2
Discussion paper series / IZA
2
Discussion papers / University of Leicester, Department of Economics
2
Economic inquiry : journal of the Western Economic Association International
2
more ...
less ...
Source
All
ECONIS (ZBW)
339
RePEc
23
OLC EcoSci
11
Other ZBW resources
2
Showing
31
-
40
of
375
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Housing market shocks in italy : a GVAR approach
Cipollini, Andrea
;
Parla, Fabio
- In:
Journal of housing economics
50
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012653443
Saved in:
32
Financial distress and real economic activity in Lithuania : a Granger causality test based on mixed-frequency VAR
Cipollini, Andrea
;
Mikaliunaite, Ieva
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 855-881
Persistent link: https://www.econbiz.de/10012616911
Saved in:
33
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
International review of financial analysis
21
(
2012
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
Saved in:
34
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
- In:
Finance research letters
29
(
2019
),
pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
Saved in:
35
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
36
Risk aversion connectedness in five European countries
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Economic modelling
71
(
2018
),
pp. 68-79
Persistent link: https://www.econbiz.de/10012062452
Saved in:
37
Credit demand and supply shocks in Italy during the Great Recession
Cipollini, Andrea
;
Parla, Fabio
- In:
Applied economics
50
(
2018
)
53
,
pp. 5795-5813
Persistent link: https://www.econbiz.de/10012062911
Saved in:
38
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
39
How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
Saved in:
40
Macro-uncertainty and financial stress spillovers in the Eurozone
Cipollini, Andrea
;
Mikaliunaite, Ieva
- In:
Economic modelling
89
(
2020
),
pp. 546-558
Persistent link: https://www.econbiz.de/10012426244
Saved in:
First
Prev
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...
