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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Wirkungsanalyse
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Time series analysis
35
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35
Forecasting model
30
Prognoseverfahren
30
Panel
27
Panel study
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Volatilität
24
Bayes-Statistik
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Nichtparametrisches Verfahren
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Kapetanios, George
2
Marcellino, Massimiliano
2
Pesaran, M. Hashem
2
Andersen, Torben
1
Bailey, Natalia
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bergemann, Annette
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Chortareas, Georgios E.
1
Clark, Todd E.
1
Delle Chiaie, Simona
1
Dijk, Dick van
1
Eickmeier, Sandra
1
Eisenstat, Eric
1
Ferrara, Laurent
1
Fitzenberger, Bernd
1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Garratt, Anthony
1
Giannone, Domenico
1
Guerrón-Quintana, Pablo A.
1
Haan, Jakob de
1
Hafner, Christian M.
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Hansen, Peter Reinhard
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Jacobson, Tor
1
Jung, Robert
1
Karlsson, Martin
1
Kastoryano, Stephen
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Journal of applied econometrics
Applied economics
178
Energy economics
168
Economic modelling
150
Finance research letters
136
International review of economics & finance : IREF
125
Journal of econometrics
114
Applied economics letters
113
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
95
Economics letters
90
Journal of international money and finance
86
Journal of empirical finance
82
Applied financial economics
79
Research in international business and finance
75
Journal of international financial markets, institutions & money
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
International journal of finance & economics : IJFE
52
International Journal of Energy Economics and Policy : IJEEP
48
International journal of forecasting
47
The European journal of finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of economics and finance
42
Cogent economics & finance
41
Journal of economic dynamics & control
40
The American economic review
40
Macroeconomic dynamics
36
International journal of economics and financial issues : IJEFI
35
Labour economics : official journal of the European Association of Labour Economists
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of financial econometrics
31
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ECONIS (ZBW)
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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 impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
3
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:
4
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:
5
The employment effects of the minimum wage : a selection ratio approach to measuring treatment effects
Slichter, David
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 334-357
Persistent link: https://www.econbiz.de/10014287990
Saved in:
6
Dynamic evaluation of job search assistance
Kastoryano, Stephen
;
Klaauw, Bas van der
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10013165228
Saved in:
7
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
8
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
9
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
10
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
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