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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"VAR-Modell"
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Volatility
VAR-Modell
Estimation
805
Schätzung
805
Theorie
345
Theory
345
USA
202
United States
201
Estimation theory
182
Schätztheorie
182
Time series analysis
147
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147
Volatilität
119
Forecasting model
104
Prognoseverfahren
104
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90
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Marcellino, Massimiliano
5
Clark, Todd E.
3
Gao, Jiti
3
Koop, Gary
3
Watanabe, Toshiaki
3
Bollerslev, Tim
2
Casarin, Roberto
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Chan, Joshua
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Dijk, Dick van
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Francq, Christian
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Garcia, René
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Gospodinov, Nikolaj
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Horváth, Lajos
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Huber, Florian
2
Li, Jia
2
Li, Kunpeng
2
Li, Wai Keung
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Musso, Alberto
2
Okou, Cédric
2
Pesaran, M. Hashem
2
Petrella, Ivan
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Rodrigues, Paulo M. M.
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Tse, Yiu Kuen
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1
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1
Amir Ahmadi, Pooyan
1
Amisano, Gianni
1
Andersen, Torben
1
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1
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
178
Energy economics
171
Economic modelling
170
International review of economics & finance : IREF
132
Finance research letters
130
Working paper
119
Journal of econometrics
117
The North American journal of economics and finance : a journal of financial economics studies
116
International review of financial analysis
108
Economics letters
105
CESifo working papers
104
Applied economics letters
102
Journal of international money and finance
102
Working paper / National Bureau of Economic Research, Inc.
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Journal of banking & finance
93
NBER working paper series
92
Journal of empirical finance
87
NBER Working Paper
86
Applied financial economics
80
Research in international business and finance
78
Journal of international financial markets, institutions & money
75
Discussion paper / Centre for Economic Policy Research
72
Discussion paper / Tinbergen Institute
69
Journal of economic dynamics & control
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The journal of futures markets
63
Journal of risk and financial management : JRFM
62
International journal of forecasting
56
CAMA working paper series
55
International journal of finance & economics : IJFE
53
Journal of macroeconomics
52
The European journal of finance
52
Discussion papers / CEPR
50
International Journal of Energy Economics and Policy : IJEEP
49
Discussion paper
48
Macroeconomic dynamics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
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ECONIS (ZBW)
158
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
6
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
8
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
9
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
10
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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