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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
asymmetries
206
Asymmetries
195
Schätzung
52
Estimation
50
Theorie
47
Theory
43
Schock
28
Shock
28
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Oil price
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Time series analysis
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ARCH-Modell
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Börsenkurs
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Welt
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World
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Forecasting model
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USA
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VAR-Modell
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Risiko
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United States
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monetary policy
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Asymmetrische Information
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English
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Carriero, Andrea
3
Clark, Todd E.
3
Karanasos, Menelaos
3
Marcellino, Massimiliano
3
Caporale, Guglielmo Maria
2
Hosseinkouchack, Mehdi
2
Kiani, Khurshid M.
2
Matonana, Ntombiyesibini
2
Phiri, Andrew
2
Wolters, Maik H.
2
Yfanti, Stavroula
2
Aloui, Chaker
1
Ben Hamida, Hela
1
Chkili, Walid
1
Chortareas, Georgios E.
1
Chung, Sang-kuck
1
Deheri, Abdhut
1
Gil-Alana, Luis A.
1
Guillén, Ángel
1
Hammoudeh, Shawkat
1
Huber, Florian
1
Nguyen, Duc Khuong
1
Noikokyris, Emmanouil
1
Rodriguez, Gabriel
1
Sandberg, Rickard
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Schreiner, Josef
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Weon, Jong-ha
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Yfanti, S.
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Economic modelling
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Economia internazionale
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Economics letters
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Energy economics
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Federal Reserve Bank of Cleveland working paper series
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Finance a úvěr
1
Focus on European economic integration
1
HWWA Discussion Paper
1
International journal of economic perspectives : IJEP
1
International journal of finance & economics : IJFE
1
Journal of money, credit and banking : JMCB
1
Latin American economic review : LAER ; official journal of Centro de Investigación y Docencia Económica (CIDE)
1
Managing global transitions : international research journal
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
The European journal of finance
1
The Indian economic journal
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ECONIS (ZBW)
19
EconStor
1
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1
Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2004
more activist stabilisation policies. However, any suitable model should also include business cycle
asymmetries
, with …
Persistent link: https://www.econbiz.de/10010295392
Saved in:
2
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
3
Are Phillips curves in CESEE still alive and well behaved?
Huber, Florian
;
Schreiner, Josef
- In:
Focus on European economic integration
(
2023
)
3
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014382999
Saved in:
4
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
5
Trend-cycle decomposition for Peruvian GDP : application of an alternative method
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Latin American economic review : LAER ; official …
23
(
2014
),
pp. 1-44
time, admits non-linearities and
asymmetries
in cycles. The method assumes that output can be represented by a non …
Persistent link: https://www.econbiz.de/10010254293
Saved in:
6
Long memory and asymmetric time varying spillover effects in dry bulk freight markets
Chung, Sang-kuck
;
Weon, Jong-ha
- In:
Maritime economics & logistics : a quarterly scientific …
15
(
2013
)
4
,
pp. 494-522
Persistent link: https://www.econbiz.de/10010198720
Saved in:
7
Do large recessions reduce output permanently?
Hosseinkouchack, Mehdi
;
Wolters, Maik H.
- In:
Economics letters
121
(
2013
)
3
,
pp. 515-519
Persistent link: https://www.econbiz.de/10010393037
Saved in:
8
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
9
Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
Saved in:
10
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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