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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Schock"
~type_genre:"Aufsatz in Zeitschrift"
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Mumtaz, Haroon
2
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Cavicchioli, Maddalena
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economic modelling
80
Economics letters
74
Journal of monetary economics
68
Journal of economic dynamics & control
65
Macroeconomic dynamics
56
Journal of macroeconomics
53
Review of economic dynamics
45
Applied economics
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European economic review : EER
36
Journal of money, credit and banking : JMCB
35
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28
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26
The American economic review
26
Journal of international money and finance
25
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
The B.E. journal of macroeconomics
21
International review of economics & finance : IREF
18
Journal of financial economics
17
Finance research letters
16
Quantitative economics : QE ; journal of the Econometric Society
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of development economics
12
American economic journal : a journal of the American Economic Association
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International journal of finance & economics : IJFE
11
Journal of applied econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The economic journal : the journal of the Royal Economic Society
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International economic review
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Journal of banking & finance
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The review of economics and statistics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of political economy
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and finance
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1
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:
2
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:
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
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
9
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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