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subject:"Konjunktur"
subject:"Volatility"
~language:"eng"
~language:"pol"
~subject:"Dynamisches Gleichgewicht"
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Konjunktur
Volatility
Dynamisches Gleichgewicht
Estimation
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Gupta, Rangan
96
McAleer, Michael
85
Caporale, Guglielmo Maria
83
Pierdzioch, Christian
58
Gil-Alaña, Luis A.
51
Döpke, Jörg
48
Bollerslev, Tim
44
Diebold, Francis X.
39
Koopman, Siem Jan
39
Belke, Ansgar
37
Bahmani-Oskooee, Mohsen
35
Taylor, Alan M.
35
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34
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34
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31
Asai, Manabu
29
Mumtaz, Haroon
29
Pesaran, M. Hashem
29
Bouri, Elie
28
Gambetti, Luca
28
Hart, Robert A.
28
Härdle, Wolfgang
28
Jordà, Òscar
28
Wohar, Mark E.
28
Herwartz, Helmut
27
Cheung, Yin-Wong
26
Fernández-Villaverde, Jesús
26
Schorfheide, Frank
26
Wolters, Maik H.
26
Balcilar, Mehmet
25
Chang, Chia-Lin
25
Engle, Robert F.
25
Lubik, Thomas A.
25
Ma, Feng
25
Theodoridis, Konstantinos
25
Schularick, Moritz
24
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23
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23
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23
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6
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Deutsches Institut für Wirtschaftsforschung
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
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National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
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Rodney L. White Center for Financial Research
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American Enterprise Institute for Public Policy Research
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Applied economics
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Economic modelling
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NBER working paper series
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NBER Working Paper
179
Energy economics
154
Discussion paper / Centre for Economic Policy Research
140
Applied economics letters
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International review of economics & finance : IREF
128
CESifo working papers
127
Finance research letters
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Journal of econometrics
111
Discussion paper series / IZA
108
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
108
Working paper
105
Economics letters
103
Journal of banking & finance
96
Journal of international money and finance
89
Journal of economic dynamics & control
85
Journal of empirical finance
85
Discussion paper / Tinbergen Institute
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Applied financial economics
78
Journal of international financial markets, institutions & money
74
Research in international business and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Discussion papers / CEPR
63
Journal of macroeconomics
63
The journal of futures markets
60
CAMA working paper series
58
International journal of forecasting
57
Journal of risk and financial management : JRFM
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
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54
Journal of monetary economics
53
Macroeconomic dynamics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of finance & economics : IJFE
49
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ECONIS (ZBW)
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EconStor
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Sovereign default risk and firm heterogeneity
Arellano, Cristina
;
Bai, Yan
;
Bocola, Luigi
-
2024
-
Revised
Persistent link: https://www.econbiz.de/10011658202
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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4
Mergers and acquisitions over the cycle : an empirical investigation
Ding, Ziran
;
Hemingway, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014472194
Saved in:
5
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Financial fragility indexes for Latin American countries
Martínez, Constanza
;
Čížek, Pavel
;
Benink, Harald A.
-
2024
Persistent link: https://www.econbiz.de/10014478803
Saved in:
8
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
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9
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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