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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Geldpolitik"
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Time series analysis
United States
Geldpolitik
Estimation
496
Schätzung
495
Capital income
123
Kapitaleinkommen
123
Theorie
122
Theory
122
Volatility
116
Volatilität
116
Börsenkurs
108
Share price
108
Stock market
92
Aktienmarkt
91
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77
World
77
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42
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41
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39
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Oil price
38
Ölpreis
38
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35
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33
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Gupta, Rangan
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Shyh-Wei
2
Gil-Alaña, Luis A.
2
Mendonça, Helder Ferreira de
2
Szafranek, Karol
2
Wohar, Mark E.
2
Wu, Chunchi
2
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2
Xuan Vinh Vo
2
Ōgaki, Masao
2
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1
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1
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1
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1
Akanni, Lateef O.
1
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1
Anwar, Sajid
1
Arize, Augustine Chuck
1
Asai, Manabu
1
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1
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1
Balli, Hatice Ozer
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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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International review of economics & finance : IREF
Working paper / National Bureau of Economic Research, Inc.
1,513
Discussion paper series / IZA
439
Discussion paper / Centre for Economic Policy Research
427
Applied economics
398
CESifo working papers
266
Applied economics letters
249
Economic modelling
232
NBER working paper series
225
Working paper
208
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
206
Finance and economics discussion series
194
The review of economics and statistics
176
Economics letters
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Journal of econometrics
164
NBER Working Paper
163
The American economic review
152
The journal of finance : the journal of the American Finance Association
149
Journal of international money and finance
148
Journal of applied econometrics
124
Applied financial economics
122
Discussion paper
120
Journal of macroeconomics
120
Discussion paper / Tinbergen Institute
110
Journal of money, credit and banking : JMCB
110
Journal of economic dynamics & control
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Energy economics
102
Journal of monetary economics
99
The North American journal of economics and finance : a journal of financial economics studies
99
Discussion papers / CEPR
94
Working paper series / European Central Bank
94
The review of financial studies
93
Journal of banking & finance
92
International journal of forecasting
88
The journal of futures markets
86
Macroeconomic dynamics
82
Discussion papers / Deutsches Institut für Wirtschaftsforschung
79
Finance research letters
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ECONIS (ZBW)
110
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1
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
2
Inflation returns : revisiting the role of external and domestic shocks with Bayesian structural VAR
Szafranek, Karol
;
Szafrański, Grzegorz
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 789-810
Persistent link: https://www.econbiz.de/10014535404
Saved in:
3
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
4
Does inflation targeting matter for price stability?
Guo, Minjie
;
Lim, Eun Son
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 1015-1032
Persistent link: https://www.econbiz.de/10014492280
Saved in:
5
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
6
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
7
The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
M'beirick, Abdallahi
;
Haddou, Samira
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 244-272
Persistent link: https://www.econbiz.de/10014535547
Saved in:
8
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
9
Effects of oil shocks and central bank credibility on price diffusion
Mendonça, Helder Ferreira de
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 304-317
Persistent link: https://www.econbiz.de/10014343131
Saved in:
10
Measuring financial cycles : empirical evidence for Germany, United Kingdom and United States of America
Dutra, Tiago Mota
;
Dias, José Carlos
;
Teixeira, João C. A.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 599-630
Persistent link: https://www.econbiz.de/10013345776
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