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subject:"USA"
type_genre:"Arbeitspapier"
~person:"Miller, Stephen M."
~subject:"ARCH model"
~type_genre:"Government document"
~type_genre:"Sammlung"
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USA
ARCH model
Estimation
30
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United States
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Miller, Stephen M.
Caporale, Guglielmo Maria
52
Heckman, James J.
50
Gil-Alaña, Luis A.
47
McAleer, Michael
47
Gupta, Rangan
37
Hamermesh, Daniel S.
29
Hautsch, Nikolaus
24
Pesaran, M. Hashem
24
Koopman, Siem Jan
22
Marcellino, Massimiliano
22
Malley, James R.
21
Stulz, René M.
21
Bloom, Nicholas
20
Christiano, Lawrence J.
20
Karanassou, Marika
20
Timmermann, Allan
20
Belke, Ansgar
19
Kilian, Lutz
19
Belzil, Christian
18
Campbell, John Y.
18
Eichenbaum, Martin S.
18
Engle, Robert F.
18
Glaeser, Edward L.
18
Haltiwanger, John C.
18
Angrist, Joshua D.
17
Autor, David H.
17
Eickmeier, Sandra
17
Ludvigson, Sydney C.
17
Massa, Massimo
17
Neumark, David
17
Schorfheide, Frank
17
Basu, Susanto
16
Chang, Chia-Lin
16
Weber, Enzo
16
Acemoglu, Daron
15
Blundell, Richard W.
15
Hansen, Jörgen
15
Lochner, Lance
15
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Working papers / University of Connecticut, Department of Economics
18
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ECONIS (ZBW)
18
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1
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.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
2
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique
;
Miller, Stephen M.
-
2020
Persistent link: https://www.econbiz.de/10012391037
Saved in:
3
Growth volatility and inequality in the U.S. : a wavelet analysis
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
; …
-
2018
Persistent link: https://www.econbiz.de/10011881494
Saved in:
4
Causality between output and income inequality across U.S. states : evidence from a heterogeneous mixed panel approach
Chang, Shinhye
;
Chu, Hsiao-ping
;
Gupta, Rangan
;
Miller, …
-
2018
Persistent link: https://www.econbiz.de/10011881496
Saved in:
5
U.S. fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung
;
Miller, Stephen M.
; …
-
2017
Persistent link: https://www.econbiz.de/10011687770
Saved in:
6
Partisan conflict and income distribution in the United States : a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Akadiri, Seyi
;
Gupta, Rangan
;
Miller, …
-
2017
Persistent link: https://www.econbiz.de/10011687771
Saved in:
7
Modeling U.S. historical time-series prices and inflation using various linear and nonlinear long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
-
2017
Persistent link: https://www.econbiz.de/10011687773
Saved in:
8
The relationship between the inflation rate and inequality across U.S. states : a semiparametric approach
Balcilar, Mehmet
;
Chang, Shinhye
;
Gupta, Rangan
; …
-
2017
Persistent link: https://www.econbiz.de/10011687774
Saved in:
9
Inflation persistence and structural breaks : the experience of inflation targeting countries and the US
Canarella, Giorgio
;
Miller, Stephen M.
-
2016
Persistent link: https://www.econbiz.de/10011547564
Saved in:
10
Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
; …
-
2016
Persistent link: https://www.econbiz.de/10011547577
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