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isPartOf:"Macroeconomic dynamics"
subject:"Time series analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Technischer Fortschritt"
~subject:"Volatilität"
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Time series analysis
Technischer Fortschritt
Volatilität
Estimation
489
Schätzung
489
Theorie
148
Theory
148
Volatility
118
Börsenkurs
94
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Gupta, Rangan
8
Pierdzioch, Christian
5
Serletis, Apostolos
5
Zhu, Huiming
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Kang, Sang Hoon
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1
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1
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1
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Macroeconomic dynamics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
229
Economic modelling
205
Energy economics
179
Journal of econometrics
167
Applied economics letters
156
International review of economics & finance : IREF
137
Finance research letters
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Working paper
131
Economics letters
125
Working paper / National Bureau of Economic Research, Inc.
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
CESifo working papers
122
NBER working paper series
115
International review of financial analysis
112
NBER Working Paper
111
Journal of banking & finance
99
International journal of forecasting
98
Discussion paper / Tinbergen Institute
97
Applied financial economics
96
Journal of empirical finance
95
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Discussion paper / Centre for Economic Policy Research
84
Research in international business and finance
80
Discussion paper series / IZA
79
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
Discussion paper
62
International journal of finance & economics : IJFE
60
Econometric reviews
57
Journal of applied econometrics
56
Journal of economic dynamics & control
54
Journal of macroeconomics
51
International Journal of Energy Economics and Policy : IJEEP
50
The European journal of finance
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ECONIS (ZBW)
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1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
4
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
5
Aggregate elasticity of substitution between skills : estimates from a macroeconomic approach
Jerzmanowski, Michał
;
Tamura, Robert F.
- In:
Macroeconomic dynamics
27
(
2023
)
6
,
pp. 1597-1627
Persistent link: https://www.econbiz.de/10014364390
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
8
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
9
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
10
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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