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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"Journal of macroeconomics"
~subject:"Time series analysis"
~subject:"Volatility"
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Wechselkurs
Time series analysis
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631
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259
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Clark, Todd E.
3
Gupta, Rangan
3
Marcellino, Massimiliano
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Berger, Tino
2
Biolsi, Christopher
2
Carriero, Andrea
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Crowley, Patrick M.
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Hughes Hallett, Andrew
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Ma, Jun
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Journal of applied econometrics
Journal of macroeconomics
Applied economics
246
Economic modelling
216
Energy economics
183
Applied economics letters
170
Journal of econometrics
166
International review of economics & finance : IREF
165
Journal of international money and finance
159
CESifo working papers
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Finance research letters
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
Working paper
131
The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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NBER working paper series
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Economics letters
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Centre for Economic Policy Research
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Research in international business and finance
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International journal of finance & economics : IJFE
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International journal of economics and financial issues : IJEFI
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The European journal of finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Econometric reviews
57
International Journal of Energy Economics and Policy : IJEEP
57
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
4
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:
5
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:
6
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
7
Do central bank words matter in emerging markets? : evidence from Mexico
Solís, Pavel
- In:
Journal of macroeconomics
78
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494213
Saved in:
8
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:
9
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:
10
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
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