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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Time series analysis
Business cycle
45
Konjunktur
44
USA
22
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22
Zeitreihenanalyse
21
Theorie
16
Theory
16
Estimation
11
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Aufsatz in Zeitschrift
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26
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Camacho, Maximo
2
Hamilton, James D.
2
Mumtaz, Haroon
2
Ahn, Hie Joo
1
Andrews, Donald W. K.
1
Azevedo, João Valle e
1
Bianconcini, Silvia
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Cavicchioli, Maddalena
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1
Shin, Minchul
1
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1
Startz, Richard
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
47
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Macroeconomic dynamics
41
Journal of economic dynamics & control
36
Journal of macroeconomics
36
Applied economics
35
Journal of monetary economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics letters
29
International journal of forecasting
22
Journal of applied econometrics
20
Energy economics
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European economic review : EER
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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The American economic review
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Finance research letters
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International review of economics & finance : IREF
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Review of economic dynamics
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Journal of forecasting
13
Journal of financial economics
12
Modern economy
11
The review of economics and statistics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of finance & economics : IJFE
9
Journal of econometrics
9
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
8
Journal of international economics
8
Applied financial economics
7
Cliometrica : journal of historical economics and econometric history
7
International journal of economics and finance
7
International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
7
Journal of banking & finance
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Journal of empirical finance
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Journal of political economy
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
26
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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
A new approach to dating the reference cycle
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10012804088
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
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:
5
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:
6
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:
7
Heterogeneity and unemployment dynamics
Ahn, Hie Joo
;
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 554-569
Persistent link: https://www.econbiz.de/10012262494
Saved in:
8
Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Álvarez, Rocío
;
Camacho, Maximo
;
Ruiz Marín, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 484-495
Persistent link: https://www.econbiz.de/10012178190
Saved in:
9
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:
10
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
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