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~accessRights:"free"
~institution:"Nuffield College"
~language:"eng"
~subject:"Economic model"
~subject:"Phillips curve"
~subject:"Time series analysis"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Economic model
Phillips curve
Time series analysis
Volatilität
Inflation
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Estimation theory
3
Forecasting model
3
Großbritannien
3
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3
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3
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Arbeitspapier
11
Graue Literatur
11
Working Paper
11
Language
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English
Author
All
Shephard, Neil G.
5
Barndorff-Nielsen, Ole E.
3
Krolzig, Hans-Martin
3
Hendry, David F.
2
Bos, Charles S.
1
Boswijk, Herman Peter
1
Bowdler, Christopher
1
Chib, Siddhartha
1
Doornik, Jurgen A.
1
Flaschel, Peter
1
Graversen, Svend Erik
1
Nakajima, Jouchi
1
Nielsen, Bent
1
Omori, Yasuhiro
1
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Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
85
Federal Reserve Bank of St. Louis
27
National Bureau of Economic Research
17
Ekonomiska forskningsinstitutet <Stockholm>
16
European University Institute / Department of Economics
16
University of Cambridge / Department of Applied Economics
13
Federal Reserve Bank of New York
12
European University Institute / Department of Law
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
University of Strathclyde / Department of Economics
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Center for Economic Research <Tilburg>
7
Centre for International Economic Studies
7
Federal Reserve Bank of San Francisco
7
Institut für Weltwirtschaft
7
Rodney L. White Center for Financial Research
7
Forschungsinstitut zur Zukunft der Arbeit
6
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6
Massachusetts Institute of Technology / Department of Economics
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Universitetet i Oslo / Økonomisk institutt
6
Columbia University / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
5
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5
University of Southampton / Department of Economics
5
Federal Reserve Bank of Cleveland
4
Inter-American Development Bank / Office of the Chief Economist
4
National Institute of Economic and Social Research
4
Nationalekonomiska Institutionen <Göteborg>
4
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4
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4
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3
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3
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Economics discussion papers
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ECONIS (ZBW)
11
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1
A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
2
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
(
contributor
);
Shephard, Neil G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923931
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
4
Correlograms for non-stationary autoregressions
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
Saved in:
5
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
6
Openness and the output-inflation tradeoff
Bowdler, Christopher
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743880
Saved in:
7
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
8
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
9
The properties of automatic gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752439
Saved in:
10
Sub-sample model selection procedures in gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752454
Saved in:
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