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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"The International trade journal"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Wechselkurs
VAR-Modell
Volatilität
Estimation
415
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415
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159
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159
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110
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110
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45
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67
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Marcellino, Massimiliano
4
Clark, Todd E.
3
Bahmani-Oskooee, Mohsen
2
Kilian, Lutz
2
Pesaran, M. Hashem
2
Raafat, Feraidoon
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Salehizadeh, Mehdi
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Bai, Yu
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Bao Hoang Nguyen
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Baum, Christopher F.
1
Beck, Günter W.
1
Benati, Luca
1
Billio, Monica
1
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Bolhassani, Marzieh
1
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1
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1
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1
Cross, Jamie
1
Delle Chiaie, Simona
1
Di Mauro, Filippo
1
Dijk, Dick van
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Journal of applied econometrics
The International trade journal
Applied economics
221
Economic modelling
195
Energy economics
181
Journal of international money and finance
174
International review of economics & finance : IREF
164
Working paper
140
Finance research letters
139
CESifo working papers
137
The North American journal of economics and finance : a journal of financial economics studies
136
NBER working paper series
131
Working paper / National Bureau of Economic Research, Inc.
131
Applied economics letters
128
International review of financial analysis
122
NBER Working Paper
121
Journal of econometrics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Economics letters
113
Applied financial economics
103
Journal of banking & finance
101
Discussion paper / Centre for Economic Policy Research
98
Journal of empirical finance
95
Journal of international financial markets, institutions & money
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Research in international business and finance
85
International journal of finance & economics : IJFE
81
Discussion paper / Tinbergen Institute
79
Journal of economic dynamics & control
71
Journal of risk and financial management : JRFM
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of macroeconomics
67
The journal of futures markets
67
International journal of economics and financial issues : IJEFI
66
Discussion papers / CEPR
64
International journal of forecasting
62
The European journal of finance
60
CAMA working paper series
59
Discussion paper
57
International Journal of Energy Economics and Policy : IJEEP
56
International journal of economics and finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
9
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
Saved in:
10
Yuan-dollar real exchange rate and the U.S. real trade balance with China : long-run cointegration and short-run dynamic analysis
Islam, Anisul M.
- In:
The International trade journal
36
(
2022
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10012804234
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