//--> //--> //-->
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
Retain my current filters
institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~language:"eng"
~subject:"Monetary policy"
~subject:"VAR-Modell"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Monetary policy
VAR-Modell
Estimation
27
Schätzung
27
USA
22
United States
22
Yield curve
5
Zinsstruktur
5
Capital income
4
Forecasting model
4
Geldpolitik
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Prognoseverfahren
4
VAR model
4
Risikoprämie
3
Risk premium
3
Schock
3
Shock
3
1952-2002
2
Aktienmarkt
2
CAPM
2
Exchange rate
2
Portfolio selection
2
Portfolio-Management
2
Stock market
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
Time series analysis
2
Volatilität
2
Wechselkurs
2
Zeitreihenanalyse
2
1938-1999
1
1948-2000
1
1952-1998
1
1954-2002
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
Author
All
Owyang, Michael T.
3
Francis, Neville
2
Theodorou, Athena T.
2
Andrés, Javier
1
Dittmar, Robert F.
1
Gavin, William T.
1
Guo, Hui
1
Lo, Ming Chien
1
López-Salido, José David
1
Neely, Christopher J.
1
Nelson, Edward
1
Piger, Jeremy Max
1
Savickas, Robert
1
Thornton, Daniel L.
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
156
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Institut für Weltwirtschaft
15
International Monetary Fund
8
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
7
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of San Francisco
4
Forschungsinstitut zur Zukunft der Arbeit
4
Bonn Graduate School of Economics
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Johns Hopkins University / Department of Economics
3
Kansantaloustieteen Laitos <Tampere>
3
Narodna Banka na Republika Makedonija
3
National Institute of Economic and Social Research
3
Türkiye Cumhuriyet Merkez Bankası
3
William Davidson Institute <Ann Arbor, Mich.>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Deutsches Institut für Wirtschaftsforschung
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Richmond
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
more ...
less ...
Published in...
All
Working paper
9
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
Saved in:
2
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
Saved in:
3
Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
Saved in:
4
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
5
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
6
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
7
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
8
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
9
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->