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isPartOf:"Journal of applied econometrics"
subject:"Wechselkurs"
~isPartOf:"The International trade journal"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Wechselkurs
Volatilität
Zeitreihenanalyse
Estimation
415
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159
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110
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Clark, Todd E.
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Marcellino, Massimiliano
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Kapetanios, George
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Nielsen, Morten Ørregaard
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Journal of applied econometrics
The International trade journal
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
143
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
130
International review of financial analysis
127
NBER working paper series
126
Working paper / National Bureau of Economic Research, Inc.
126
Economics letters
125
NBER Working Paper
121
Applied financial economics
116
Journal of banking & finance
104
Discussion paper / Tinbergen Institute
103
International journal of forecasting
103
Journal of empirical finance
103
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Discussion paper / Centre for Economic Policy Research
92
Research in international business and finance
86
International journal of finance & economics : IJFE
82
Journal of risk and financial management : JRFM
74
International journal of economics and financial issues : IJEFI
73
Journal of forecasting
73
The journal of futures markets
68
The empirical economics letters : a monthly international journal of economics
65
International journal of economics and finance
61
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
57
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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
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:
7
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
Saved in:
8
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:
9
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:
10
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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