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isPartOf:"Journal of the Japanese and international economies : an international journal ; JJIE"
subject:"Japan"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
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Japan
Monetary policy
Zeitreihenanalyse
Estimation
391
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97
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Gupta, Rangan
4
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2
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2
Motegi, Kaiji
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Journal of the Japanese and international economies : an international journal ; JJIE
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
204
Economic modelling
197
CESifo working papers
151
Applied economics letters
149
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
137
Journal of econometrics
119
Journal of international money and finance
119
Economics letters
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NBER working paper series
105
NBER Working Paper
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103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
86
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International journal of forecasting
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International review of economics & finance : IREF
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RIETI discussion paper
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Journal of economic dynamics & control
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Discussion paper
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Energy economics
62
Macroeconomic dynamics
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Journal of monetary economics
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Applied financial economics
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Journal of forecasting
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CAMA working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finance and economics discussion series
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Finance research letters
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Journal of applied econometrics
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Journal of money, credit and banking : JMCB
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
122
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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2
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
3
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
4
Do the self-employed underreport their income? : evidence from Japanese panel data
Niizeki, Takeshi
;
Hamaaki, Junya
- In:
Journal of the Japanese and international economies : …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014252709
Saved in:
5
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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6
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
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7
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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8
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
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9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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10
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
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