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person:"Paolella, Marc S."
subject:"Japan"
~person:"Ichiue, Hibiki"
~subject:"Geldpolitik"
~subject:"Rendite"
~subject:"Volatilität"
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Japan
Geldpolitik
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Estimation
34
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18
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17
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17
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Paolella, Marc S.
Ichiue, Hibiki
Gupta, Rangan
97
Belke, Ansgar
93
Caporale, Guglielmo Maria
88
McAleer, Michael
88
Pierdzioch, Christian
64
Bollerslev, Tim
48
Gil-Alaña, Luis A.
45
Bahmani-Oskooee, Mohsen
43
Mumtaz, Haroon
40
Todorov, Viktor
35
Wohar, Mark E.
35
Christiano, Lawrence J.
34
Siklos, Pierre L.
34
Herwartz, Helmut
32
Pesaran, M. Hashem
32
Cheung, Yin-Wong
31
Hautsch, Nikolaus
31
Döpke, Jörg
30
Leeper, Eric M.
30
Asai, Manabu
29
Bohl, Martin T.
29
Buch, Claudia M.
29
Hayo, Bernd
29
Härdle, Wolfgang
29
Bouri, Elie
28
Koopman, Siem Jan
28
Balcilar, Mehmet
27
Wolters, Jürgen
27
Chang, Chia-Lin
26
Chinn, Menzie David
26
Eickmeier, Sandra
26
Lütkepohl, Helmut
26
Ma, Feng
26
Engle, Robert F.
25
Hamori, Shigeyuki
25
Klose, Jens
25
Caporin, Massimiliano
24
Diebold, Francis X.
24
Schrimpf, Andreas
24
Andersen, Torben
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
27
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1
Households' liquidity constraint, optimal attention allocation, and inflation expectations
Ichiue, Hibiki
;
Koga, Maiko
;
Okuda, Tatsushi
;
Ozaki, Tatsuya
-
2019
Persistent link: https://www.econbiz.de/10012181755
Saved in:
2
A survey-based shadow rate and unconventional monetary policy effects
Ichiue, Hibiki
;
Ueno, Yoichi
-
2018
Persistent link: https://www.econbiz.de/10013447650
Saved in:
3
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
4
Estimating term premia at the zero bound : an analysis of Japanese, US, and UK yields
Ichiue, Hibiki
;
Uenko, Yoichi
-
2013
Persistent link: https://www.econbiz.de/10009745067
Saved in:
5
Measuring potential growth with an estimated DSGE model of Japan's economy
Fueki, Takuji
;
Fukunaga, Ichiro
;
Ichiue, Hibiki
; …
- In:
International journal of central banking : IJCB
12
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011489866
Saved in:
6
Measuring potential growth with an estimated DSGE model of Japan's economy
Fueki, Takuji
;
Fukunaga, Ichiro
;
Ichiue, Hibiki
; …
-
2010
Persistent link: https://www.econbiz.de/10008935449
Saved in:
7
Real-time analysis on Japan's labor productivity
Hara, Naoko
;
Ichiue, Hibiki
-
2010
Persistent link: https://www.econbiz.de/10008729149
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
10
Biases in monetary policy expectations extracted from fed funds futures and surveys
Ichiue, Hibiki
(
contributor
);
Yuyama, Tomonori
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003489305
Saved in:
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