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Geldpolitik
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62
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62
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59
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53
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Aizenman, Joshua
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Klose, Jens
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1
Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny
-
2020
Cholesky multivariate stochastic
volatility
model.It establishes that systematically different dynamic restrictions are imposed … divergent when
volatility
clusters idiosyncratically.It is illustrated that this property is important for empirical …
Persistent link: https://www.econbiz.de/10012250452
Saved in:
2
Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor
-
2009
Persistent link: https://www.econbiz.de/10003919869
Saved in:
3
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian
-
2001
Persistent link: https://www.econbiz.de/10001626608
Saved in:
4
Unobserved Components with Stochastic
Volatility
in U.S. Inflation :
Estimation
and Signal Extraction
Li, Mengheng
-
2018
subject to stochastic
volatility
. It enables the disentanglement of dynamic structures in both the mean and the variance of … the observed time series. We develop a simulated maximum likelihood
estimation
method based on importance sampling and … increased during the 2008 financial crisis while it has recently returned to its pre-crisis level. The extracted
volatility
…
Persistent link: https://www.econbiz.de/10012924242
Saved in:
5
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
6
Modeling changes in US monetary policy
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
-
2016
Persistent link: https://www.econbiz.de/10012176808
Saved in:
7
Factor-augmented QVAR models : an observation-driven approach
Alanya-Beltran, Willy
- In:
Macroeconomic dynamics
28
(
2024
)
4
,
pp. 970-989
Persistent link: https://www.econbiz.de/10015055127
Saved in:
8
The role of credit in the Great Moderation : a multivariate GARCH approach
Grydaki, Maria
;
Bezemer, Dirk Johan
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4615-4626
Persistent link: https://www.econbiz.de/10010248518
Saved in:
9
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
10
The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L.
- In:
Economic systems
45
(
2021
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
Saved in:
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