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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Prognoseverfahren
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Marcellino, Massimiliano
2
Mumtaz, Haroon
2
Campbell, Sean D.
1
Cavicchioli, Maddalena
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Dueker, Michael
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Guérin, Pierre
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Koop, Gary
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
41
Economics letters
40
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
32
Macroeconomic dynamics
30
Economic modelling
29
Journal of macroeconomics
29
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
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25
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24
Applied economics letters
21
Finance research letters
16
Journal of forecasting
16
Energy economics
15
Review of economic dynamics
15
European economic review : EER
14
Journal of international money and finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The American economic review
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Journal of banking & finance
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Journal of financial economics
11
International review of economics & finance : IREF
10
Journal of empirical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of applied econometrics
8
Journal of econometrics
8
The review of financial studies
8
Applied financial economics
7
DIW economic bulletin
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of international economics
7
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Business economics : the journal of the National Association for Business Economists
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
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International journal of finance & economics : IJFE
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6
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ECONIS (ZBW)
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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
News-driven uncertainty fluctuations
Song, Dongho
;
Tang, Jenny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
Saved in:
3
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:
4
Binary conditional forecasts
McCracken, Michael W.
;
McGillicuddy, Joseph
;
Owyang, …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1246-1258
Persistent link: https://www.econbiz.de/10013539504
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Markov-Switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10009715098
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