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A State Space Approach to Esti...
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United States
Exchange rate
29,194
Wechselkurs
29,158
Theorie
9,031
Theory
8,952
Volatility
5,155
Volatilität
5,147
Schätzung
4,684
Estimation
4,646
Wechselkurspolitik
4,002
Exchange rate policy
3,948
Welt
3,645
World
3,625
Purchasing power parity
3,391
Kaufkraftparität
3,374
Geldpolitik
3,263
Monetary policy
3,200
exchange rate
3,129
USA
3,112
US-Dollar
2,465
US dollar
2,433
EU-Staaten
1,847
EU countries
1,838
Devisenmarkt
1,834
Foreign exchange market
1,783
Prognoseverfahren
1,738
Forecasting model
1,734
Japan
1,484
Schock
1,379
Shock
1,362
Cointegration
1,328
Interest rate
1,325
Zins
1,316
Deutschland
1,307
Inflation
1,272
Kointegration
1,266
Germany
1,263
Börsenkurs
1,252
China
1,251
Zeitreihenanalyse
1,239
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603
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284
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4
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French
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Bahmani-Oskooee, Mohsen
62
Goldberg, Linda S.
25
Rogers, John H.
24
Fratzscher, Marcel
19
Caporale, Guglielmo Maria
18
Gil-Alaña, Luis A.
18
Hegerty, Scott W.
18
MacDonald, Ronald
18
Engel, Charles
17
McKinnon, Ronald I.
17
Sarno, Lucio
17
Harvey, Hanafiah
15
Frankel, Jeffrey A.
14
Neely, Christopher J.
13
Pierdzioch, Christian
13
Taylor, Mark P.
13
Melvin, Michael
12
Artus, Patrick
11
Belke, Ansgar
11
Blanchard, Olivier
11
Faust, Jon
11
Gourinchas, Pierre-Olivier
11
Itō, Takatoshi
11
Rogoff, Kenneth S.
11
Baek, Jungho
10
Beine, Michel
10
Bodnar, Gordon M.
10
Dornbusch, Rudiger
10
Froot, Kenneth
10
Funke, Michael
10
Giavazzi, Francesco
10
Koo, Wŏn-hoe
10
Menkhoff, Lukas
10
Rey, Hélène
10
Stadtmann, Georg
10
Wright, Jonathan H.
10
Bollerslev, Tim
9
Campa, José Manuel
9
Chinn, Menzie David
9
Parsley, David C.
9
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National Bureau of Economic Research
24
Federal Reserve Bank of St. Louis
5
Federal Reserve Bank of New York
4
USA / Economic Research Service
4
European University Institute / Department of Economics
3
Federal Reserve System / Board of Governors
3
USA / Congress / Senate / Committee on Banking, Housing and Urban Affairs / Subcommittee on International Finance, and Monetary Policy
3
USA / General Accounting Office
3
University of Exeter / Department of Economics
3
Board of Governors of the Federal Reserve System (U.S.)
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
European Central Bank
2
Europäische Kommission / Statistisches Amt
2
Georgetown University / Economics Department
2
HWWA-Institut für Wirtschaftsforschung
2
Institute for International Economics
2
Rodney L. White Center for Financial Research
2
SUERF - The European Money and Finance Forum
2
School of Economics and Finance <Brisbane>
2
USA / Congress / House of Representatives / Committee on Small Business
2
96. Congress, 1. Session
1
American Enterprise Institute for Public Policy Research
1
Banca nazionale del lavoro / Ufficio studi e marketing strategico
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Brookings Institution
1
Brown University / Department of Economics
1
Center for Asia-Pacific Policy <Rand Corporation>
1
Center for International Development <Cambridge, Mass.>
1
Center for Japan US Business and Economic Studies
1
Center for Strategic and International Studies / Freeman Chair in China Studies
1
Centre d'Études Prospectives et d'Informations Internationales
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Performance
1
Centre for Economic Policy Research
1
Centre for European Policy Studies
1
Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
1
Columbia University / Center on Japanese Economy and Business
1
Congress of the United States
1
Economic Conference <10, 1985, Saint Louis, Mo.>
1
European University Institute / Department of Law
1
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Working paper / National Bureau of Economic Research, Inc.
91
Journal of international money and finance
74
Discussion paper / Centre for Economic Policy Research
32
International finance discussion papers
31
Journal of international economics
29
Economics letters
25
NBER working paper series
24
The review of economics and statistics
23
Economic review
22
The International trade journal
22
CESifo working papers
21
Journal of international financial markets, institutions & money
21
Journal of policy modeling : JPMOD ; a social science forum of world issues
19
International review of economics & finance : IREF
18
Applied economics
17
Applied financial economics
17
Economic modelling
17
Working paper
17
Global finance journal
15
Journal of the Japanese and international economies : an international journal ; JJIE
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of money, credit and banking : JMCB
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
14
Journal of macroeconomics
13
Review of international economics
13
Southern economic journal
13
European economic review : EER
12
International economic journal
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of economics & business
12
Journal of monetary economics
12
NBER Working Paper
12
Review / Federal Reserve Bank of St. Louis
12
The American economic review
12
The journal of finance : the journal of the American Finance Association
12
Energy economics
11
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
11
Working paper series / European Central Bank
11
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ECONIS (ZBW)
3,020
RePEc
10
EconStor
3
BASE
1
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1
Oil prices, exchange rates and asset prices
Fratzscher, Marcel
;
Schneider, Daniel
;
Van Robays, Ine
-
2013
asset prices, and it exploits the heteroskedasticity for the
identification
of causality in a multifactor model. It finds a …
Persistent link: https://www.econbiz.de/10009748353
Saved in:
2
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342444
Saved in:
3
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua
;
Grant, Angelia L.
- In:
Economics letters
131
(
2015
),
pp. 29-33
Persistent link: https://www.econbiz.de/10011422529
Saved in:
4
Stock market volatility spillovers from U.S. to China : the pivotal role of Hong Kong
Chen, Yu-Lun
;
Yang, J. Jimmy
;
Chang, Yu-Ting
- In:
Pacific-Basin finance journal
90
(
2025
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015402968
Saved in:
5
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
6
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
7
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
8
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
International review of finance : the official journal …
22
(
2022
)
3
,
pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
Saved in:
9
On the
identification
of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
-
2022
Persistent link: https://www.econbiz.de/10013467188
Saved in:
10
House price and stock prices : different roles in the US monetary transmission mechanism
Bjørnland, Hilde Christiane
;
Jacobsen, Dag Henning
- In:
The Scandinavian journal of economics
115
(
2013
)
4
,
pp. 1084-1106
Persistent link: https://www.econbiz.de/10010195987
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