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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
631
Schätzung
631
Theorie
259
Theory
259
USA
149
Geldpolitik
68
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68
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Clark, Todd E.
3
Biolsi, Christopher
2
Carriero, Andrea
2
Chesher, Andrew
2
Crowley, Patrick M.
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Cunningham, Steven Ray
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Dées, Stéphane
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Engsted, Tom
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Fleissig, Adrian R.
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Hughes Hallett, Andrew
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Kapetanios, George
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Keating, John William
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Koop, Gary
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Li, Mingliang
2
Ma, Jun
2
Nielsen, Morten Ørregaard
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Normandin, Michel
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Phillips, Peter C. B.
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Russell, Bill
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Serletis, Apostolos
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Sola, Martin
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Urbain, Jean-Pierre
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Vahid, Farshid
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1
Anderson, Heather M.
1
Ando, Tomohiro
1
Antzulatos, Angelos A.
1
Anzuini, Alessio
1
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Journal of applied econometrics
Journal of macroeconomics
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
269
CESifo working papers
253
Economic modelling
238
NBER working paper series
227
Working paper
210
Journal of econometrics
204
Energy economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
The review of economics and statistics
175
International review of economics & finance : IREF
170
NBER Working Paper
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Applied financial economics
168
The American economic review
153
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Finance research letters
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Journal of international money and finance
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
128
Discussion paper / Tinbergen Institute
122
The journal of futures markets
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
109
International journal of forecasting
106
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
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Journal of financial economics
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ECONIS (ZBW)
222
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
4
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
5
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
10
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
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