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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"National Institute of Economic and Social Research"
~subject:"Volatility"
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Forecasting model
Zeitreihenanalyse
Volatility
Estimation
41
Schätzung
41
USA
24
United States
24
Geldpolitik
6
Monetary policy
6
Prognoseverfahren
6
Großbritannien
5
Private consumption
5
Privater Konsum
5
United Kingdom
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VAR model
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VAR-Modell
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Yield curve
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Zinsstruktur
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Capital income
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Markov-Kette
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Schock
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Shock
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Bruttoinlandsprodukt
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EU countries
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EU-Staaten
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G7 countries
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G7-Staaten
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Gross domestic product
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OECD countries
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OECD-Staaten
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Risikoprämie
3
Risk premium
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Theorie
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Theory
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Volatilität
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1952-2002
2
1993
2
Aktienmarkt
2
Australia
2
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Graue Literatur
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11
Working Paper
11
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English
11
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Guo, Hui
3
Neely, Christopher J.
3
Savickas, Robert
2
Barrell, Ray
1
Blake, Andrew P.
1
Camba-Méndez, Gonzalo
1
Dueker, Michael
1
Gottschalk, Sylvia
1
Kapetanios, George
1
Lo, Ming Chien
1
Piger, Jeremy Max
1
Sarno, Lucio
1
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1
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1
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Federal Reserve Bank of St. Louis
National Institute of Economic and Social Research
National Bureau of Economic Research
127
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Ekonomiska forskningsinstitutet <Stockholm>
11
Institut für Weltwirtschaft
11
Federal Reserve System / Division of Research and Statistics
6
University of Canterbury / Dept. of Economics and Finance
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Springer Fachmedien Wiesbaden
5
Federal Reserve Bank of Cleveland
4
International Monetary Fund
4
Queen Mary College / Department of Economics
4
Türkiye Cumhuriyet Merkez Bankası
4
Umeå universitet
4
Birkbeck College / Department of Economics
3
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institut für Höhere Studien
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
OECD
3
University of Strathclyde / Department of Economics
3
Verlag Dr. Kovač
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Australien / Bureau of Statistics
2
Bank of Canada
2
Bonn Graduate School of Economics
2
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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2
Federal Reserve Bank of New York
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
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The volatility of the output gap in the G7
Barrell, Ray
(
contributor
);
Gottschalk, Sylvia
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024633
Saved in:
2
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
3
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
4
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
5
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
6
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
7
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
8
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
9
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
10
An artificial neural network system of leading indicators
Blake, Andrew P.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557936
Saved in:
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