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subject:"United States"
~institution:"Erasmus Research Institute of Management"
~institution:"European University Institute / Department of Economics"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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United States
Volatilität
Theorie
287
Theory
287
Time series analysis
28
Zeitreihenanalyse
28
USA
27
Estimation theory
20
Schätztheorie
20
Spieltheorie
19
Game theory
18
Cointegration
14
Kointegration
14
Geldpolitik
13
Monetary policy
13
Preismanagement
13
Pricing strategy
13
Learning process
11
Lernprozess
11
Mathematical programming
10
Mathematische Optimierung
10
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VAR-Modell
10
Productivity
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Produktivität
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Volatility
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EU countries
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EU-Staaten
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Forecast
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Konsumentenverhalten
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Prognose
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Prognoseverfahren
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Stochastic process
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Capital income
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Economic growth
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33
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Arbeitspapier
Working Paper
33
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26
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26
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English
33
Author
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Lanne, Markku
6
Brito, Marisa P. de
2
Dewachter, Hans
2
Gabler, Alain
2
Grant, Charles B.
2
Lyrio, Marco
2
Lütkepohl, Helmut
2
Mertens, Karel
2
Post, Thierry
2
Ravn, Morten O.
2
Saikkonen, Pentti
2
Agur, Itai
1
Banerjee, Anindya
1
Corsetti, Giancarlo
1
Dedola, Luca
1
Dijk, Mathijs van
1
Dolfsma, Wilfred
1
Ende, Jan van den
1
Flood, Mark D.
1
Gallo, Giampiero M.
1
Goeij, Peter de
1
Koedijk, Kees
1
Koster, René de
1
Krug, Barbara
1
Laan, Erwin A. van der
1
Leduc, Sylvain
1
Leeuwen, Irma W. van
1
Levy, Haim
1
Licandro, Omar
1
Mahieu, Ronald J.
1
Maravall Herrero, Agustín
1
Marquering, Wessel A.
1
Mizen, Paul
1
Nimark, Kristoffer P.
1
Pacini, Barbara
1
Poelhekke, Steven
1
Poschke, Markus
1
Schmitt-Grohé, Stephanie
1
Tims, Ben
1
Toktay, L. Beril
1
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Erasmus Research Institute of Management
European University Institute / Department of Economics
National Bureau of Economic Research
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Forschungsinstitut zur Zukunft der Arbeit
16
Federal Reserve System / Division of Research and Statistics
14
Internationaler Währungsfonds / Research Department
14
Robert Schuman Centre for Advanced Studies
13
Federal Reserve Bank of New York
12
Federal Reserve Bank of San Francisco
12
The Wharton Financial Institutions Center
12
Federal Reserve Bank of St. Louis
11
Federal Reserve System / Board of Governors
11
Rodney L. White Center for Financial Research
11
Birkbeck College / Department of Economics
9
Federal Reserve Bank of Richmond
9
Massachusetts Institute of Technology / Department of Economics
9
University of Exeter / Department of Economics
9
Econometrisch Instituut <Rotterdam>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of Cleveland
8
Institute of Finance and Accounting <London>
8
University of Chicago / Center for Research in Security Prices
8
University of Strathclyde / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Columbia University / Department of Economics
7
European University Institute / Department of Law
7
Georgetown University / Economics Department
7
Zentrum für Europäische Wirtschaftsforschung
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of Minneapolis / Research Department
6
Rutgers University / Department of Economics
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Boston College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Harvard Institute of Economic Research
5
Institut für Weltwirtschaft
5
Instituto Valenciano de Investigaciones Económicas
5
Stanford Institute for Economic Policy Research
5
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Published in...
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EUI working paper / ECO
22
ERIM report series research in management
11
Source
All
ECONIS (ZBW)
33
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1
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724325
Saved in:
2
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
3
The aggregate effects of anticipated and unanticipated U.S. tax policy shocks : theory and empirical evidence
Mertens, Karel
;
Ravn, Morten O.
-
2008
Persistent link: https://www.econbiz.de/10003651811
Saved in:
4
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
Saved in:
5
The US trade deficit, the decline of the WTO and the rise of regionalism
Agur, Itai
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003559323
Saved in:
6
Sector-specific markup fluctuations and the business cycle
Gabler, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003559891
Saved in:
7
Endogenous growth through selection and imitation
Gabler, Alain
(
contributor
);
Licandro, Omar
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003559903
Saved in:
8
The regulation of entry and aggregate productivity
Poschke, Markus
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338295
Saved in:
9
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
10
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
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