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subject:"Business cycle"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Business cycle
Volatility
Estimation
729
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Murasawa, Yasutomo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Working paper / National Bureau of Economic Research, Inc.
186
Applied economics
185
NBER working paper series
181
Economic modelling
176
NBER Working Paper
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Energy economics
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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108
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The journal of futures markets
60
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56
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54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
Saved in:
2
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
3
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
4
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
5
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
Saved in:
6
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
7
Expiration day effects on European trading volumes
Batrinca, Bogdan
;
Hesse, Christian W.
;
Treleaven, Philip C.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1603-1638
Persistent link: https://www.econbiz.de/10012219670
Saved in:
8
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
9
Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
Saved in:
10
Monetary shocks and job flows : evidence from disaggregated data
Karaki, Mohamad B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2911-2936
Persistent link: https://www.econbiz.de/10012257375
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