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subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Business cycle
65
Konjunktur
64
Theorie
29
Theory
29
USA
28
United States
28
Time series analysis
23
Zeitreihenanalyse
23
Estimation
14
Schätzung
14
Schock
13
Shock
13
Volatilität
10
Forecasting model
8
Markov chain
8
Markov-Kette
8
Prognoseverfahren
8
Bayes-Statistik
6
Bayesian inference
6
Bruttoinlandsprodukt
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Gross domestic product
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VAR model
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VAR-Modell
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Business cycles
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National income
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Nationaleinkommen
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Arbeitslosigkeit
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Estimation theory
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Nichtlineare Regression
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Nonlinear regression
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Schätztheorie
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Stochastic process
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Stochastischer Prozess
4
Unemployment
4
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Econometrics
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Aufsatz in Zeitschrift
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English
10
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Mumtaz, Haroon
2
Acemoglu, Daron
1
Campbell, Sean D.
1
Carvalho, Vasco M.
1
Cavicchioli, Maddalena
1
Di Giovanni, Julian
1
Guerrieri, Veronica
1
Levchenko, Andrei A.
1
Lorenzoni, Guido
1
Marcellino, Massimiliano
1
Musso, Alberto
1
Méjean, Isabelle
1
Ozdaglar, Asuman E.
1
Porqueddu, Mario
1
Schaal, Edouard
1
Shin, Minchul
1
Tahbaz-Saleh, Alireza
1
Theodoridis, Konstantinos
1
Venditti, Fabrizio
1
Zhong, Molin
1
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
27
Macroeconomic dynamics
23
Economic modelling
22
Journal of economic dynamics & control
22
Journal of monetary economics
21
Journal of macroeconomics
16
Review of economic dynamics
14
Applied economics letters
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European economic review : EER
12
Finance research letters
12
Energy economics
11
Journal of financial economics
11
The American economic review
11
Journal of international money and finance
10
International review of economics & finance : IREF
9
Journal of international economics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
6
International journal of finance & economics : IJFE
6
Journal of development economics
6
Journal of empirical finance
6
International journal of economics and finance
5
Journal of banking & finance
5
Journal of economics & business
5
Journal of money, credit and banking : JMCB
5
Journal of political economy
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of world economics
5
The B.E. journal of macroeconomics
5
The review of economics and statistics
5
The review of financial studies
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Journal of applied econometrics
4
Journal of economic studies
4
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ECONIS (ZBW)
10
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1
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
2
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
3
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
4
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
Saved in:
5
Uncertainty and unemployment
Schaal, Edouard
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1675-1721
Persistent link: https://www.econbiz.de/10011791618
Saved in:
6
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
7
Firms, destinations, and aggregate fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
4
,
pp. 1303-1340
Persistent link: https://www.econbiz.de/10010506464
Saved in:
8
The network origins of aggregate fluctuations
Acemoglu, Daron
;
Carvalho, Vasco M.
;
Ozdaglar, Asuman E.
; …
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10009665479
Saved in:
9
Liquidity and trading dynamics
Guerrieri, Veronica
;
Lorenzoni, Guido
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1751-1790
Persistent link: https://www.econbiz.de/10003943419
Saved in:
10
Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
Saved in:
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