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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Phillips-Kurve"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Phillips-Kurve
Volatility
Estimation
600
Schätzung
600
USA
207
United States
207
Theorie
135
Theory
135
Capital income
121
Kapitaleinkommen
121
Volatilität
114
Börsenkurs
105
Share price
105
Prognoseverfahren
80
Aktienmarkt
68
Geldpolitik
68
Monetary policy
68
Inflation
56
Welt
49
World
49
ARCH model
46
ARCH-Modell
46
Time series analysis
45
Zeitreihenanalyse
45
Portfolio selection
44
Portfolio-Management
44
Yield curve
43
Zinsstruktur
43
VAR model
41
VAR-Modell
41
Exchange rate
39
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39
Business cycle
38
Konjunktur
38
Risikoprämie
38
Risk premium
38
Cointegration
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Kointegration
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English
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Gupta, Rangan
10
Zhu, Huiming
6
Hau, Liya
5
Kang, Sang Hoon
5
Pierdzioch, Christian
5
Dai, Zhifeng
4
Mensi, Walid
4
Ahn, Hie Joo
3
Balcilar, Mehmet
3
Nonejad, Nima
3
Orphanides, Athanasios
3
Rudd, Jeremy B.
3
Ur Rehman, Mobeen
3
Whelan, Karl
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Zhou, Hao
3
Al-Yahyaee, Khamis Hamed
2
Berge, Travis J.
2
Bollerslev, Tim
2
Bricker, Jesse
2
Caporin, Massimiliano
2
Carpenter, Seth B.
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Dash, Saumya Ranjan
2
Demiralp, Selva
2
Hamori, Shigeyuki
2
Herbst, Edward P.
2
Ho, Kin-Yip
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Ji, Qiang
2
Jung, Hojin
2
Kiley, Michael T.
2
Kim, Don H.
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Maitra, Debasish
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Finance and economics discussion series
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
241
Finance research letters
240
Economic modelling
236
International review of economics & finance : IREF
201
Energy economics
195
International review of financial analysis
194
Applied economics letters
186
Working paper / National Bureau of Economic Research, Inc.
166
NBER working paper series
163
International journal of forecasting
161
Journal of banking & finance
157
NBER Working Paper
151
Journal of empirical finance
149
Journal of econometrics
147
Applied financial economics
138
Working paper
135
Research in international business and finance
129
Journal of international money and finance
122
Economics letters
121
Journal of international financial markets, institutions & money
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Discussion paper / Centre for Economic Policy Research
120
CESifo working papers
119
Journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Journal of financial economics
98
The European journal of finance
97
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84
Discussion paper / Tinbergen Institute
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International journal of finance & economics : IJFE
79
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77
International journal of economics and finance
70
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68
Kiel working paper
67
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65
Journal of applied econometrics
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
218
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1
Non-linear inflation dynamics in menu cost economies
Blanco, Andres
;
Boar, Corina
;
Jones, Callum
;
Midrigan, …
-
2024
Persistent link: https://www.econbiz.de/10014490855
Saved in:
2
Tale about inflation tails
Grishchenko, Olesya V.
;
Wilcox, Laura
-
2024
Persistent link: https://www.econbiz.de/10015054044
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3
(Re-)connecting inflation and the labor market : a tale of two curves
Ahn, Hie Joo
;
Rudd, Jeremy B.
-
2024
Persistent link: https://www.econbiz.de/10015055924
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4
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
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5
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
6
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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7
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
8
Anchored or not : how much information does 21st century data contain on inflation dynamics?
Kiley, Michael T.
-
2022
-
Version 2, February 22, 2022
Persistent link: https://www.econbiz.de/10013175609
Saved in:
9
Relative prices and pure inflation since the mid-1990s
Ahn, Hie Joo
;
Luciani, Matteo
-
2021
Persistent link: https://www.econbiz.de/10012704952
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
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