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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~person:"Kilian, Lutz"
~person:"Uhlig, Harald"
~subject:"Bootstrap approach"
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Schock
Volatilität
Bootstrap approach
Estimation
5
Schätzung
5
Oil price
2
Shock
2
Theorie
2
Theory
2
USA
2
United States
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1973-1997
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Bootstrap-Verfahren
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Kilian, Lutz
Uhlig, Harald
Marcellino, Massimiliano
3
Andersen, Torben
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caglayan, Mustafa
1
Campolieti, Michele
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1
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1
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1
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1
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1
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1
Fong, Wai-mun
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
Frederiksen, Per
1
Gambetti, Luca
1
Garratt, Anthony
1
Gefang, Deborah
1
Giannone, Domenico
1
Hafner, Christian M.
1
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Hansen, Peter Reinhard
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Huang, Zhuo
1
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1
Jarociński, Marek
1
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Journal of applied econometrics
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Center for Economic Research, Tilburg University
3
Working paper / Federal Reserve Bank of Dallas, Research Department
3
CESifo working papers
2
FRB of Dallas Working Paper
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / University of Michigan, Department of Economics
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CFS working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
FRB Richmond Working Paper
1
German economic review
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International economic review
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International journal of forecasting
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Journal of monetary economics
1
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1
The role of inventories and speculative trading in the global market for crude oil
Kilian, Lutz
;
Murphy, Daniel P.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 454-478
Persistent link: https://www.econbiz.de/10010414884
Saved in:
2
What are the effects of fiscal policy shocks?
Mountford, Andrew
;
Uhlig, Harald
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 960-992
Persistent link: https://www.econbiz.de/10003886944
Saved in:
3
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
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