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subject:"USA"
type_genre:"Article in journal"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~subject:"Impact assessment"
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USA
Impact assessment
Estimation
29
Schätzung
29
United States
17
Theorie
16
Theory
16
Capital income
9
Kapitaleinkommen
9
Börsenkurs
7
Share price
7
Volatility
7
Volatilität
7
Estimation theory
6
Forecasting model
6
Prognoseverfahren
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Business cycle
5
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5
Option pricing theory
5
Optionspreistheorie
5
Wirkungsanalyse
4
Bank risk
3
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3
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3
Exchange rate
3
Japan
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ARCH model
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2
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2
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2
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2
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Type of publication
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Article
19
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Article in journal
Arbeitspapier
35
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Aufsatz in Zeitschrift
19
Aufsatz im Buch
2
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English
19
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Diebold, Francis X.
Engle, Robert F.
Gupta, Rangan
62
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
26
Wohar, Mark E.
25
Apergēs, Nikolaos
19
Heckman, James J.
17
Balcilar, Mehmet
15
Hsing, Yu
15
Payne, James E.
14
Neumark, David
13
Serletis, Apostolos
13
Bollerslev, Tim
12
Cebula, Richard J.
12
Hess, Gregory D.
12
Miller, Stephen M.
12
Belke, Ansgar
11
Salisu, Afees A.
11
Sarno, Lucio
11
Tiwari, Aviral Kumar
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Nunnenkamp, Peter
10
Pesaran, M. Hashem
10
Bali, Turan G.
9
Basu, Susanto
9
Chang, Tsangyao
9
Cheung, Yin-Wong
9
Gruber, Jonathan
9
Lubik, Thomas A.
9
Moretti, Enrico
9
Stock, James H.
9
Attanasio, Orazio P.
8
Bekaert, Geert
8
Blundell, Richard W.
8
Card, David E.
8
Chavas, Jean-Paul
8
Haltiwanger, John C.
8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Brookings papers on economic activity : BPEA
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of financial markets
1
Review of derivatives research
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of economic studies
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
19
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1
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
3
The income- and expenditure-side estimates of US output growth
Nalewaik, Jeremy
- In:
Brookings papers on economic activity : BPEA
(
2010
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10008736558
Saved in:
4
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
6
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
8
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
9
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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