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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"Shock"
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Zeitreihenanalyse
Shock
Estimation
593
Schätzung
593
Theorie
88
Theory
88
Volatility
81
Volatilität
81
Panel
73
Panel study
73
Welt
73
World
73
Capital income
67
Kapitaleinkommen
67
Börsenkurs
63
Share price
63
Time series analysis
56
Forecasting model
55
Prognoseverfahren
55
Cointegration
52
Kointegration
52
Aktienmarkt
51
Stock market
51
Economic growth
44
Wirtschaftswachstum
44
China
43
Geldpolitik
43
Monetary policy
43
USA
42
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42
ARCH model
40
ARCH-Modell
40
Impact assessment
40
Wirkungsanalyse
40
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38
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38
VAR model
38
VAR-Modell
38
Deutschland
34
Germany
34
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34
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Article
87
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87
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87
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English
87
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Moosa, Imad A.
5
Gil-Alaña, Luis A.
4
Chang, Tsangyao
3
Omay, Tolga
3
Tiwari, Aviral Kumar
3
Allegret, Jean-Pierre
2
Bahmani-Oskooee, Mohsen
2
Gupta, Rangan
2
Hasanov, Mübariz
2
Kim, Jong-Min
2
Mukhriz Izraf Azman Aziz
2
Ranjbar, Omid
2
Soave, Gian Paulo
2
Umar, Zaghum
2
Ahmad, Yamin
1
Al-Jassar, Sulaiman A.
1
Alam, Md Rafayet
1
Albulescu, Claudiu Tiberiu
1
Allegret, Audrey
1
Allen, David E.
1
Arteche, Josu
1
Aubin, Christian
1
Awe, Olushina Olawale
1
Bampinas, Georgios
1
Bermejo Muñoz, Lorenzo
1
Billio, Monica
1
Blazevic Buric, Sanja
1
Burns, Kelly
1
Canarella, Giorgio
1
Cavallari, Lilia
1
Chang, Chia-Lin
1
Chatzikonstanti, Vasiliki
1
Cheema, Muhammad A.
1
Chen, Hsin-Fu
1
Chen, Peng
1
Chen, W. D.
1
Chen, Xiuwen
1
Chen, Yixiang
1
Cheng, Jen-chi
1
Chiang, Shu-Mei
1
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Applied economics
Economic modelling
112
Discussion paper / Centre for Economic Policy Research
91
Journal of econometrics
89
Discussion papers / CEPR
81
Economics letters
77
Energy economics
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Applied economics letters
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
International journal of forecasting
51
Journal of economic dynamics & control
50
International review of economics & finance : IREF
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
The North American journal of economics and finance : a journal of financial economics studies
44
Finance research letters
43
Journal of international money and finance
39
Journal of macroeconomics
39
Working paper / National Bureau of Economic Research, Inc.
31
Macroeconomic dynamics
30
European economic review : EER
27
Econometric reviews
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Journal of banking & finance
24
Journal of empirical finance
23
Journal of financial econometrics
23
Journal of international economics
22
International review of financial analysis
21
Journal of monetary economics
21
Research in international business and finance
20
Computational economics
19
Journal of forecasting
17
Open economies review
17
Journal of international financial markets, institutions & money
16
Journal of quantitative economics
16
Journal of applied econometrics
15
Quantitative finance
14
Emerging markets, finance and trade : EMFT
13
Journal of financial economics
13
The B.E. journal of macroeconomics
13
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ECONIS (ZBW)
87
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
3
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
4
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
5
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
6
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
7
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
8
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
9
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
10
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
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