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subject:"Volatility"
subject:"Yield curve"
~person:"Chan, Joshua"
~person:"Krippner, Leo"
~subject:"Monetary policy"
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Volatility
Yield curve
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Estimation
60
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60
State space model
21
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21
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21
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21
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20
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Chan, Joshua
Krippner, Leo
Gupta, Rangan
100
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91
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87
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86
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54
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44
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43
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40
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39
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37
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34
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34
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34
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34
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34
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31
Hautsch, Nikolaus
31
Koopman, Siem Jan
31
Leeper, Eric M.
30
Lütkepohl, Helmut
30
Asai, Manabu
29
Hayo, Bernd
29
Pesaran, M. Hashem
29
Wolters, Jürgen
29
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28
Kim, Don H.
28
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28
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27
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27
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27
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26
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26
Ma, Feng
26
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25
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25
Orphanides, Athanasios
25
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25
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24
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24
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24
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5
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ECONIS (ZBW)
41
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1
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
10
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
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