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person:"Ōkusa, Yasushi"
subject:"Japan"
~language:"eng"
~person:"Nakajima, Jouchi"
~person:"Pierdzioch, Christian"
~subject:"Zeitreihenanalyse"
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Japan
Zeitreihenanalyse
Estimation
139
Schätzung
139
Volatility
57
Volatilität
57
Forecasting model
50
Prognoseverfahren
50
Börsenkurs
45
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Ōkusa, Yasushi
Nakajima, Jouchi
Pierdzioch, Christian
Gil-Alaña, Luis A.
181
Caporale, Guglielmo Maria
161
Gupta, Rangan
49
Koopman, Siem Jan
47
Pesaran, M. Hashem
47
McAleer, Michael
30
Gao, Jiti
27
Chang, Tsangyao
26
Kapetanios, George
26
Moosa, Imad A.
26
Bollerslev, Tim
24
Koop, Gary
24
Tiwari, Aviral Kumar
24
Chinn, Menzie David
23
Diebold, Francis X.
23
Franses, Philip Hans
23
Hamori, Shigeyuki
22
Härdle, Wolfgang
22
Sibbertsen, Philipp
22
Marcellino, Massimiliano
21
Chan, Joshua
20
Gil-Alana, Luis A.
20
Pittis, Nikitas
20
Watson, Mark W.
20
Bahmani-Oskooee, Mohsen
19
Lütkepohl, Helmut
19
Swanson, Norman R.
19
Lucas, André
18
MacDonald, Ronald
18
Narayan, Paresh Kumar
18
Cheung, Yin-Wong
17
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Miller, Stephen M.
16
Okubo, Toshihiro
16
Tauchen, George Eugene
16
Österholm, Pär
16
Breitung, Jörg
15
Schrimpf, Andreas
15
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Institut für Weltwirtschaft
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Shakai-Keizai-Kenkyūsho <Osaka>
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IMES discussion paper series / Englische Ausgabe
4
Kiel working paper
4
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The B.E. journal of macroeconomics
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Finance research letters
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Industrial relations : a journal of economy & society
1
International journal of forecasting
1
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Monetary and economic studies
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Organization, performance, and equity : perspectives on the Japanese economy
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The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
32
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1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
Saved in:
4
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937534
Saved in:
5
Identifying conventional and unconventional monetary policy shocks : a latent threshold approach
Kimura, Takeshi
;
Nakajima, Jouchi
- In:
The B.E. journal of macroeconomics
16
(
2016
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10011508988
Saved in:
6
On the reliability of Japanese inflation expectations using purchasing power parity
Kamada, Koichiro
;
Nakajima, Jouchi
- In:
Economic analysis and policy : EAP ; journal of the …
44
(
2014
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011481971
Saved in:
7
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
8
The international business cycle and gold-price fluctuations
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 292-305
Persistent link: https://www.econbiz.de/10010468016
Saved in:
9
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
10
Exchange-rate forecasts and asymmetric loss : empirical evidence for the yen/dollar exchange rate
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1759-1763
Persistent link: https://www.econbiz.de/10009684904
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