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subject:"United States"
~person:"Blinder, Alan S."
~person:"Engle, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
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United States
Theorie
66
Theory
66
USA
23
Time series analysis
14
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14
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11
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11
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9
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Aufsatz in Zeitschrift
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Blinder, Alan S.
Engle, Robert F.
Heckman, James J.
27
Chavas, Jean-Paul
21
Uri, Noel Dean
17
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Acemoglu, Daron
15
Diebold, Francis X.
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Eichenbaum, Martin S.
14
Lo, Andrew W.
14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Bollerslev, Tim
13
Cheng, T. C. E.
13
Franses, Philip Hans
13
Gupta, Rangan
13
MacDonald, Ronald
13
Serletis, Apostolos
13
Stein, Jeremy C.
13
Auerbach, Alan J.
12
Caballero, Ricardo J.
12
Caporale, Guglielmo Maria
12
Cooper, Russell W.
12
Kumbhakar, Subal
12
Lesage, James P.
12
Longstaff, Francis A.
12
Wohar, Mark E.
12
Woodford, Michael
12
Beaudry, Paul
11
Campbell, John Y.
11
Cebula, Richard J.
11
Fleissig, Adrian R.
11
Gil-Alaña, Luis A.
11
Kamerschen, David R.
11
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Brookings papers on economic activity : BPEA
2
Journal of monetary economics
2
Advances in futures and options research : a research annual
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
23
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1
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
2
How central should the central bank be?
Blinder, Alan S.
- In:
Journal of economic literature
48
(
2010
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10008797247
Saved in:
3
Prices and quantities in the monetary policy transmission mechanism
Adrian, Tobias
;
Shin, Hyun Song
- In:
International journal of central banking : IJCB
5
(
2009
)
4
,
pp. 131-142
Persistent link: https://www.econbiz.de/10009521383
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 long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
6
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:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
8
Predicting VNET: a model of the dynamics of market depth
Engle, Robert F.
;
Lange, Joe
- In:
Journal of financial markets
4
(
2001
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10001568280
Saved in:
9
Near-rational wage and price setting and the long-run Phillips curve
Akerlof, George A.
;
Dickens, William T.
;
Perry, George L.
- In:
Brookings papers on economic activity : BPEA
(
2000
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10001515610
Saved in:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
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