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subject:"Time series analysis"
subject:"Business cycle"
~subject:"World"
~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
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1
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
2
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
3
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
6
Asymmetries in risk premia, macroeconomic uncertainty and business cycles
Görtz, Christoph
;
Yeromonahos, Mallory
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464503
Saved in:
7
Global trade and GDP comovement
Soyres, François de
;
Gaillard, Alexandre
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464726
Saved in:
8
Measuring dynamic pandemic-related policy effects : a time-varying parameter multi-level dynamic factor model approach
Wang, Zongrun
;
Zhou, Ling
;
Mi, Yunlong
;
Shi, Yong
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464787
Saved in:
9
Technology, demand, and productivity : what an industry model tells us about business cycles
Molnárová, Zuzana
;
Reiter, Michael
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013383727
Saved in:
10
Land price dynamics and macroeconomic fluctuations with imperfect substitution in real estate markets
Davis, Scott
;
Huang, Kevin X. D.
;
Sapci, Ayse
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013383745
Saved in:
11
Inflation anchoring and growth : the role of credit constraints
Choi, Sangyup
;
Furceri, Davide
;
Loungani, Prakash
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383761
Saved in:
12
Decomposing the output gap with inflation learning
Panovska, Irina
;
Ramamurthy, Srikanth
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393796
Saved in:
13
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
14
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
15
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
16
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
17
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
18
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
19
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
20
What drives aggregate investment? : evidence from German survey data
Bachmann, Ruediger
;
Zorn, Peter
- In:
Journal of economic dynamics & control
115
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012502635
Saved in:
21
International stock comovements with endogenous clusters
Coroneo, Laura
;
Jackson, Laura
;
Owyang, Michael T.
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
Saved in:
22
Okun's Law across time and frequencies
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012503221
Saved in:
23
Business cycle implications of rising household credit market participation in emerging countries
Barrail, Zulma
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012503228
Saved in:
24
The extensive margin and US aggregate fluctuations : a quantitative assessment
Casares, Miguel
;
Khan, Hashmat
;
Poutineau, Jean-Christophe
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012503842
Saved in:
25
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
26
Functional monetary aggregates, monetary policy, and business cycles
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504151
Saved in:
27
Cojumps and asset allocation in international equity markets
Arouri, Mohamed
;
M’saddek, Oussama
;
Nguyen, Duc Khuong
; …
- In:
Journal of economic dynamics & control
98
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012130688
Saved in:
28
Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan
;
Finkelstein Shapiro, Alan
- In:
Journal of economic dynamics & control
99
(
2019
),
pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
Saved in:
29
Intangible capital and the rise in wage and hours volatility
Mitra, Shalini
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 70-85
Persistent link: https://www.econbiz.de/10012130946
Saved in:
30
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
31
Unemployment fluctuations over the life cycle
Hairault, Jean-Olivier
;
Langot, François
;
Sopraseuth, …
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 334-352
Persistent link: https://www.econbiz.de/10012130977
Saved in:
32
Measuring the covariance risk of consumer debt portfolios
Madeira, Carlos
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 21-38
Persistent link: https://www.econbiz.de/10012131094
Saved in:
33
Skilled migration and business cycle dynamics
Smith, Christie
;
Thoenissen, Christoph
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012314299
Saved in:
34
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
35
Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
Saved in:
36
The case for Divisia monetary statistics : a Bayesian time-varying approach
Ellington, Michael
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012004934
Saved in:
37
Measuring sovereign risk spillovers and assessing the role of transmission channels : a spatial econometrics approach
Debarsy, Nicolas
;
Dossougoin, Cyrille
;
Ertur, Kamil C.
; …
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 21-45
Persistent link: https://www.econbiz.de/10011973881
Saved in:
38
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
39
Growth volatility and size : a firm-level study
Calvino, Flavio
;
Criscuolo, Chiara
;
Menon, Carlo
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 390-407
Persistent link: https://www.econbiz.de/10011974098
Saved in:
40
Monetary policy shocks : we got news!
Gomes, Sandra
;
Iskrev, Nikolay
;
Mendicino, Caterina
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 108-128
Persistent link: https://www.econbiz.de/10011740491
Saved in:
41
On the cyclicity of regional house prices : new evidence for U.S. metropolitan statistical areas
Flor, Michael A.
;
Klarl, Torben
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 134-156
Persistent link: https://www.econbiz.de/10011817461
Saved in:
42
Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
Saved in:
43
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
Saved in:
44
Mortgage default in an estimated model of the U.S. housing market
Lambertini, Luisa
;
Nuguer, Victoria
;
Uysal, Pinar
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 171-201
Persistent link: https://www.econbiz.de/10011817214
Saved in:
45
Money and velocity during financial crises : from the great depression to the great recession
Anderson, Richard G.
;
Bordo, Michael D.
;
Duca, John V.
- In:
Journal of economic dynamics & control
81
(
2017
),
pp. 32-49
Persistent link: https://www.econbiz.de/10011911907
Saved in:
46
Surprise, surprise - measuring firm-level investment innovations
Bachmann, Ruediger
;
Elstner, Steffen
;
Hristov, Atanas
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 107-148
Persistent link: https://www.econbiz.de/10011915582
Saved in:
47
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
48
A tale of two correlations : evidence and theory regarding the phase shift between the price level and output
Brock, William A.
;
Haslag, Joseph H.
- In:
Journal of economic dynamics & control
67
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011708393
Saved in:
49
Testing for time variation in an unobserved components model for the U.S. economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 179-208
Persistent link: https://www.econbiz.de/10011708530
Saved in:
50
Measuring openness to trade
Waugh, Michael E.
;
Ravikumar, B.
- In:
Journal of economic dynamics & control
72
(
2016
),
pp. 29-41
Persistent link: https://www.econbiz.de/10011708802
Saved in:
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