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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"National income"
~type_genre:"Aufsatz in Zeitschrift"
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Mumtaz, Haroon
2
Campbell, Sean D.
1
Cavicchioli, Maddalena
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Clements, Michael P.
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Koop, Gary
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Krolzig, Hans-Martin
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
34
Economic modelling
28
Macroeconomic dynamics
25
Journal of economic dynamics & control
24
Journal of monetary economics
23
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
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Journal of macroeconomics
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Review of economic dynamics
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European economic review : EER
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Finance research letters
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The American economic review
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Energy economics
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of financial economics
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Journal of development economics
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The North American journal of economics and finance : a journal of financial economics studies
7
The review of economics and statistics
7
Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of banking & finance
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Acta Universitatis Danubius / Oeconomica
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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
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1
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
2
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
Saved in:
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