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subject:"USA"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Volatilität"
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USA
Volatilität
Time series analysis
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Evans, Martin D. D.
2
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1
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Journal of money, credit and banking : JMCB
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Journal of econometrics
119
International journal of forecasting
100
Discussion paper / Tinbergen Institute
97
Energy economics
77
Applied economics
72
Economic modelling
72
Economics letters
69
Working paper / National Bureau of Economic Research, Inc.
64
Journal of empirical finance
57
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Working paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of applied econometrics
45
Finance research letters
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Econometric reviews
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CREATES research paper
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The North American journal of economics and finance : a journal of financial economics studies
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The review of economics and statistics
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International review of financial analysis
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CESifo working papers
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International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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The journal of futures markets
31
Applied economics letters
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Journal of banking & finance
29
The journal of finance : the journal of the American Finance Association
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CAMA working paper series
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Computational economics
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Quantitative finance
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Journal of monetary economics
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
3
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
4
The time-varying volatility of earnings and aggregate consumption growth
Pozzi, Lorenzo
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
4
,
pp. 551-580
Persistent link: https://www.econbiz.de/10011308006
Saved in:
5
Government spending shocks in quarterly and annual time series
Born, Benjamin
;
Müller, Gernot J.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
2/3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10009575284
Saved in:
6
Analyzing US output and the great moderation by simultaneous unobserved components
Weber, Enzo
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
8
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10009389033
Saved in:
7
Evidence on the extent and potential sources of long memory in US Treasury security returns and yields
Connolly, Robert A.
;
Güner, Z. Nuray
;
Hightower, Kenneth N.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10003469732
Saved in:
8
The dynamic relationship between permanent and transitory components of US business cycles
JKim, Chang-jin
;
Piger, Jeremy Max
;
Startz, Richard
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10003429973
Saved in:
9
Why has US inflation become harder to forecast?
Stock, James H.
;
Watson, Mark W.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003430025
Saved in:
10
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
;
Piger, Jeremy Max
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
5
,
pp. 865-886
Persistent link: https://www.econbiz.de/10003144626
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