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subject:"Volatilität"
subject:"Schock"
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1
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
4
The elastic origins of tail asymmetry
Nakano, Satoshi
;
Nishimura, Kazuhiko
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 591-611
Persistent link: https://www.econbiz.de/10014519886
Saved in:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
Saved in:
7
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
8
Financial shocks and inflation dynamics
Abbate, Angela
;
Eickmeier, Sandra
;
Prieto, Esteban
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 350-378
Persistent link: https://www.econbiz.de/10014247376
Saved in:
9
The consequences of US technology changes for productivity in advanced economies
Elstner, Steffen
;
Rujin, Svetlana
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 718-742
Persistent link: https://www.econbiz.de/10014247548
Saved in:
10
What accounts for the German labor market miracle? : a structural VAR approach
Klein, Mathias
;
Schiman, Stefan
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 794-825
Persistent link: https://www.econbiz.de/10014247555
Saved in:
11
Is bigger more effective? : shock size and the efficacy of monetary policy
Shirota, Toyoichiro
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2204-2215
Persistent link: https://www.econbiz.de/10013469792
Saved in:
12
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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13
Unequal exchange rate pass-through across income groups
Yilmazkuday, Hakan
- In:
Macroeconomic dynamics
26
(
2022
)
3
,
pp. 682-725
Persistent link: https://www.econbiz.de/10013187243
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14
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
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15
Identifying technology shocks at the business cycle via spectral variance decompositions
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1966-1992
Persistent link: https://www.econbiz.de/10012704932
Saved in:
16
On phase shifts in a New Keynesian model economy
Li, Xue
;
Haslag, Joseph H.
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 2080-2101
Persistent link: https://www.econbiz.de/10012704941
Saved in:
17
Technology shocks and hours worked : a cross-country analysis
Thomet, Jacqueline
;
Wegmueller, Philipp
- In:
Macroeconomic dynamics
25
(
2021
)
4
,
pp. 1020-1052
Persistent link: https://www.econbiz.de/10012523210
Saved in:
18
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
19
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
20
A note on inflation dynamics, price volatility, and fiscal activism
Afonso, António
;
Jalles, João Tovar
- In:
Macroeconomic dynamics
24
(
2020
)
5
,
pp. 1299-1313
Persistent link: https://www.econbiz.de/10012241325
Saved in:
21
Transmission of monetary policy shocks : do input-output interactions matter?
Singh, Aarti
;
Tornielli Di Crestvolant, Stefano
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1881-1903
Persistent link: https://www.econbiz.de/10012404214
Saved in:
22
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
23
How does the macroeconomy respond to stock market fluctuations? : the role of sentiment
Pan, Wei-Fong
- In:
Macroeconomic dynamics
24
(
2020
)
2
,
pp. 421-446
Persistent link: https://www.econbiz.de/10012193903
Saved in:
24
The role of US-based FDI flows for global output dynamics
Huber, Florian
;
Fischer, Manfred M.
;
Piribauer, Philipp
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 943-973
Persistent link: https://www.econbiz.de/10012126658
Saved in:
25
Do global crude oil market shocks have differential effects on US regions?
Atems, Bebonchu
;
Melichar, Mark
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1978-2008
Persistent link: https://www.econbiz.de/10012127258
Saved in:
26
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
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27
Interest rates and the volatility and correlation of commodity prices
Gruber, Joseph W.
;
Vigfusson, Robert J.
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 600-619
Persistent link: https://www.econbiz.de/10011916666
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28
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
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29
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Saved in:
30
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
31
External information and monetary policy transmission in new eu member states : results from favar models
Balabanova, Zlatina
;
Brüggemann, Ralf
- In:
Macroeconomic dynamics
21
(
2017
)
2
,
pp. 311-335
Persistent link: https://www.econbiz.de/10011686273
Saved in:
32
Futures-based measures of monetary policy and jump risk
Nkwoma, Inekwe John
- In:
Macroeconomic dynamics
21
(
2017
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10011686308
Saved in:
33
The role of investment-specific technology shocks in driving international business cycles : a Bayesian approach
Dey, Jaya
- In:
Macroeconomic dynamics
21
(
2017
)
3
,
pp. 555-598
Persistent link: https://www.econbiz.de/10011686381
Saved in:
34
Contractionary technology shocks
Giuli, Francesco
;
Tancioni, Massimiliano
- In:
Macroeconomic dynamics
21
(
2017
)
7
,
pp. 1752-1789
Persistent link: https://www.econbiz.de/10011805950
Saved in:
35
Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment
Damette, Olivier
- In:
Macroeconomic dynamics
20
(
2016
)
6
,
pp. 1600-1622
Persistent link: https://www.econbiz.de/10011623396
Saved in:
36
The effects of fiscal shocks in a new Keynesian model with useful government spending
D'Auria, Francesca
- In:
Macroeconomic dynamics
19
(
2015
)
6
,
pp. 1380-1399
Persistent link: https://www.econbiz.de/10011439799
Saved in:
37
The time-varying effects of permanent and transistory shocks to real output
Keating, John William
;
Valcarcel, Victor J.
- In:
Macroeconomic dynamics
19
(
2015
)
3
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011308634
Saved in:
38
International macroeconomic fluctuations
Kim, So-yŏng
;
Yi, Chae-u
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1509-1539
Persistent link: https://www.econbiz.de/10011515358
Saved in:
39
The hours worked-productivity puzzle : identification in a fractional integration setting
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
19
(
2015
)
7
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10011515390
Saved in:
40
Estimated thresholds in the response of output to monetary policy : are large policy changes less effective?
Donayre, Luiggi
- In:
Macroeconomic dynamics
18
(
2014
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10010356156
Saved in:
41
Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.
;
Francis, Neville
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 418-437
Persistent link: https://www.econbiz.de/10010356795
Saved in:
42
Persistent catastrophic shocks and equity premiums : a note
Saitō, Makoto
;
Suzuki, Shiba
- In:
Macroeconomic dynamics
18
(
2014
)
5
,
pp. 1161-1171
Persistent link: https://www.econbiz.de/10010467261
Saved in:
43
Dynamic effects of foreign direct investment when credit markets are imperfect
Gall, Thomas
;
Schiffbauer, Marc
;
Kubny, Julia
- In:
Macroeconomic dynamics
18
(
2014
)
8
,
pp. 1797-1831
Persistent link: https://www.econbiz.de/10010467884
Saved in:
44
How do international stock markets respond to oil demand and supply shocks?
Güntner, Jochen
- In:
Macroeconomic dynamics
18
(
2014
)
8
,
pp. 1657-1682
Persistent link: https://www.econbiz.de/10010467907
Saved in:
45
The role of transitory and persistent shocks in the consumption correlation and international comovement puzzles
Wada, Tatsuma
- In:
Macroeconomic dynamics
18
(
2014
)
6
,
pp. 1234-1270
Persistent link: https://www.econbiz.de/10010467986
Saved in:
46
The role of sectoral shifts in the decline of real GDP volatility
Burren, Daniel
;
Neusser, Klaus
- In:
Macroeconomic dynamics
17
(
2013
)
3
,
pp. 477-500
Persistent link: https://www.econbiz.de/10009754571
Saved in:
47
Globalization, the volatility of intermediate goods prices, and economic growth
Bretschger, Lucas
;
Steger, Thomas M.
- In:
Macroeconomic dynamics
17
(
2013
)
2
,
pp. 402-430
Persistent link: https://www.econbiz.de/10009754576
Saved in:
48
Output fluctuations in the G-7 : an unobserved components approach
Mitra, Sinchan
;
Sinclair, Tara M.
- In:
Macroeconomic dynamics
16
(
2012
)
3
,
pp. 396-422
Persistent link: https://www.econbiz.de/10009669546
Saved in:
49
Technology shocks and hours worked : a fractional integration perspective
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Macroeconomic dynamics
13
(
2009
)
5
,
pp. 580-604
Persistent link: https://www.econbiz.de/10003906381
Saved in:
50
Some intranational evidence on output-inflation trade-offs
Hess, Gregory D.
;
Shin, Kwanho
- In:
Macroeconomic dynamics
3
(
1999
)
2
,
pp. 187-203
Persistent link: https://www.econbiz.de/10001618317
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