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  • Search: subject:"daily data"
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Year of publication
Subject
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daily data 12 Estimation 8 Schätzung 8 Daily data 7 Augmented Kalman Filter 4 Central Bank Interventions 4 Forecasting Weights 4 GARCH 4 Intra-Daily Data 4 Periodicity 4 Regression Effects 4 Seasonality 4 State Space 4 Zeitreihenanalyse 4 Prognoseverfahren 3 Time series analysis 3 firms 3 Central and Eastern Europe 2 China 2 Electric power industry 2 Elektrizitätswirtschaft 2 Forecasting model 2 Greenhouse gas emissions 2 Newswire Reports 2 OLS-HAC 2 PCA 2 Reuters News Reports 2 Saisonale Schwankungen 2 Seasonal variations 2 Theorie 2 Theory 2 Treibhausgas-Emissionen 2 Warsaw Stock Exchange 2 commonality in liquidity 2 commonality inliquidity 2 high-frequency data 2 inflation surge 2 market microstructure 2 monetary policy 2 oil supply 2
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Online availability
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Free 25 CC license 4
Type of publication
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Book / Working Paper 16 Article 9
Type of publication (narrower categories)
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Working Paper 11 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 4 Aufsatz in Zeitschrift 4 Article 2
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Language
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English 18 Undetermined 7
Author
All
Koopman, Siem Jan 4 Ooms, Marius 4 Fischer, Andreas 3 Hack, Lukas 3 Olbryś, Joanna 3 Rostam-Afschar, Davud 3 Darné, Olivier 2 Kartal, Mustafa Tevfik 2 Magazzino, Cosimo 2 Majewska, Elżbieta 2 Pata, Ugur Korkut 2 Abeln, Barend 1 Ambriško, Róbert 1 Balaguer, Jacint 1 Fischer, Andreas M. 1 Jacobs, Jan 1 Kyrtsou, C. 1 Mulder, Machiel 1 Olbryś, Joanna 1 Ripollés, Jordi 1 Takechi, Kazutaka 1 Terraza, V. 1 Yilmazkuday, Hakan 1
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Institution
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Schweizerische Nationalbank (SNB) 2 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Discussion paper series / IZA 2 Economics Bulletin 2 Energy strategy reviews 2 Tinbergen Institute Discussion Papers 2 Working Papers / Schweizerische Nationalbank (SNB) 2 Cahier scientifique 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Discussion paper / Tinbergen Institute 1 European Research Studies Journal 1 IZA Discussion Papers 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 RIETI discussion paper series 1 Tinbergen Institute Discussion Paper 1 Working Paper 1 Working paper series / Czech National Bank 1 Working papers / Florida International University, Department of Economics 1 Working papers / Studienzentrum Gerzensee 1
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Source
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ECONIS (ZBW) 12 RePEc 8 EconStor 5
Showing 1 - 10 of 25
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Which macroeconomic news matters for price-setting?
Hack, Lukas; Rostam-Afschar, Davud - 2025
We examine how macroeconomic news affects firms' extensive-margin price-setting plans in a survey that we rolled out with randomized daily invitations. These plans predict future realized inflation. Using a high-frequency event study framework, we find that inflation and employment surprises...
Persistent link: https://www.econbiz.de/10015407895
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Understanding Firm Dynamics with Daily Data
Hack, Lukas; Rostam-Afschar, Davud - 2025
How do firms' plans and expectations respond to macroeconomic shocks? We run a daily survey of German firms over the past three years. We randomize daily invitations, delivering a stable composition of firms. This allows constructing daily time series and estimating dynamic aggregate causal...
Persistent link: https://www.econbiz.de/10015409451
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Understanding firm dynamics with daily data
Hack, Lukas; Rostam-Afschar, Davud - 2025
How do firms' plans and expectations respond to macroeconomic shocks? We run a daily survey of German firms over the past three years. We randomize daily invitations, delivering a stable composition of firms. This allows constructing daily time series and estimating dynamic aggregate causal...
Persistent link: https://www.econbiz.de/10015395383
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Effectiveness of green bonds on carbon neutrality and clean electricity generation : comprehensive evidence from the leading emitting country by disaggregated level analysis
Kartal, Mustafa Tevfik; Pata, Ugur Korkut; Magazzino, Cosimo - In: Energy strategy reviews 53 (2024), pp. 1-12
Considering increasing public interest in environment-related problems and the carbon-neutrality aims of countries, this study focuses on the effect of green bonds on enabling carbon neutrality and supporting clean electricity in China, which is the leading top carbon-emitting and energy-using...
Persistent link: https://www.econbiz.de/10014584388
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Marginal effect of electricity generation on CO2 emissions : disaggregated level evidence from China by KRLS method and high-frequency daily data
Kartal, Mustafa Tevfik; Magazzino, Cosimo; Pata, Ugur Korkut - In: Energy strategy reviews 53 (2024), pp. 1-9
emissions, uses high-frequency daily data between January 1, 2019, and December 31, 2022, and applies the kernel …
Persistent link: https://www.econbiz.de/10014584517
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Nowcasting macroeconomic variables using high-frequency fiscal data
Ambriško, Róbert - 2022
Persistent link: https://www.econbiz.de/10013264805
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Seasonal adjustment of daily data with CAMPLET
Abeln, Barend; Jacobs, Jan; Mulder, Machiel - 2022
Persistent link: https://www.econbiz.de/10013171405
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COVID-19 and daily oil price pass-through
Yilmazkuday, Hakan - 2021
Persistent link: https://www.econbiz.de/10012603184
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No Commonality in Liquidity on Small Emerging Markets? Evidence from the Central and Eastern European Stock Exchanges
Olbryś, Joanna - In: Comparative Economic Research. Central and Eastern Europe 23 (2020) 3, pp. 91-109
The goal ofthis comparative research isto investigate intra-market commonality inliquid-ity onsix small emerging Central and Eastern European (CEE) stock exchanges - inthe Czech Republic, Hungary, Slovakia, Lithuania, Estonia, and Latvia. The CEE post-commu-nist countries can beanalyzed together...
Persistent link: https://www.econbiz.de/10013204642
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Assessing commonality in liquidity with principal component analysis: The case of the Warsaw Stock Exchange
Olbryś, Joanna; Majewska, Elżbieta - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-13
The studies concerning commonality in liquidity on emerging markets in Central and Eastern Europe are scarce and, in particular, they do not utilize the Principal Component Analysis (PCA) to identify latent factors in liquidity. Therefore, the main aim of this research is to assess commonality...
Persistent link: https://www.econbiz.de/10012611555
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