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subject:"Volatility"
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Volatility
Wirtschaftswachstum
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
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38
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Doppelhofer, Gernot
3
Weeks, Melvyn
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Marcellino, Massimiliano
2
Pesaran, M. Hashem
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Strachan, Rodney W.
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Andersen, Torben
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Eickmeier, Sandra
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Journal of applied econometrics
Applied economics
239
Economic modelling
203
Energy economics
187
Working paper / National Bureau of Economic Research, Inc.
168
Applied economics letters
158
NBER working paper series
157
CESifo working papers
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NBER Working Paper
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International review of economics & finance : IREF
141
Finance research letters
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Discussion paper / Centre for Economic Policy Research
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112
International review of financial analysis
108
International Journal of Energy Economics and Policy : IJEEP
107
Economics letters
104
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104
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101
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99
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94
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91
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83
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83
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82
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79
Journal of international money and finance
78
Research in international business and finance
78
International journal of economics and finance
77
The empirical economics letters : a monthly international journal of economics
77
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75
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Cogent economics & finance
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International journal of forecasting
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1
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
2
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
3
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
4
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
5
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
6
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
7
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
8
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
9
Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
10
Identification of spatial durbin panel models
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 133-162
Persistent link: https://www.econbiz.de/10011642121
Saved in:
11
Modelling inflation volatility
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of applied econometrics
31
(
2016
)
5
,
pp. 805-820
Persistent link: https://www.econbiz.de/10011645234
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12
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
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13
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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14
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
15
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
16
DSGE models in the frequency domain
Sala, Luca
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10011327619
Saved in:
17
An empirical growth model for major oil exporters
Esfahani, Hadi Salehi
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010414273
Saved in:
18
How puzzling is the PPP puzzle? : an alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
;
Kapetanios, George
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10009756501
Saved in:
19
Nonlinear growth effects of taxation : a semi-parametric approach using average marginal tax rates
Arin, Kerim Peren
;
Berlemann, Michael
;
Koray, Faik
; …
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 883-899
Persistent link: https://www.econbiz.de/10010351095
Saved in:
20
Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 386-414
Persistent link: https://www.econbiz.de/10009618608
Saved in:
21
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
22
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
23
Capital accumulation and growth : a new look at the empirical evidence
Bond, Steve
;
Leblebicioǧlu, Asli
;
Schiantarelli, Fabio
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1073-1099
Persistent link: https://www.econbiz.de/10008936610
Saved in:
24
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
25
Jointness of growth determinants
Doppelhofer, Gernot
;
Weeks, Melvyn
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
Saved in:
26
Comment on 'Jointness of growth determinants' by Gernot Doppelhofer and Melvyn Weeks
Strachan, Rodney W.
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 245-247
Persistent link: https://www.econbiz.de/10003817800
Saved in:
27
Comments on "Jointness of growth determinants" by Gernot Doppelhofer and Melvyn Weeks
Ley, Eduardo
;
Steel, Mark F. J.
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 248-251
Persistent link: https://www.econbiz.de/10003817806
Saved in:
28
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.
;
Strauss, Jack
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Saved in:
29
Growth, technological interdependence and spatial externalities : theory and evidence
Ertur, Kamil C.
;
Koch, Wilfried
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 1033-1062
Persistent link: https://www.econbiz.de/10003565269
Saved in:
30
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
Saved in:
31
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
Saved in:
32
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
Saved in:
33
The effects of real and nominal uncertainty on inflation and output growth : some GARCH-M evidence
Grier, Kevin
;
Perry, Mark J.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 45-58
Persistent link: https://www.econbiz.de/10001465100
Saved in:
34
Non-linearities in cross-country growth regressions : a semiparametric approach
Liu, Zhenjuan
;
Stengos, Thanasēs
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 527-538
Persistent link: https://www.econbiz.de/10001421494
Saved in:
35
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
36
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Saved in:
37
Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
Saved in:
38
Growth and convergence in a multi-country empirical stochastic Solow model
Lee, Kevin C.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 357-392
Persistent link: https://www.econbiz.de/10001223750
Saved in:
39
Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
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