Works matching IS 08837252 AND DT 2019 AND VI 34 AND IP 5

Results: 20

The demand for season of birth.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 707, doi. 10.1002/jae.2711

By:

Clarke, Damian;
Oreffice, Sonia;
Quintana‐Domeque, Climent

Publication type:

Article

Expected market returns: SVIX, realized volatility, and the role of dividends.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 858, doi. 10.1002/jae.2709

By:

Lof, Matthijs

Publication type:

Article

Telling tales from the tails: High‐dimensional tail interdependence.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 779, doi. 10.1002/jae.2708

By:

Polanski, Arnold;
Stoja, Evarist;
Windmeijer, Frank

Publication type:

Article

CCE in fixed‐T panels.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 746, doi. 10.1002/jae.2707

By:

Westerlund, Joakim;
Petrova, Yana;
Norkute, Milda

Publication type:

Article

The response of asset prices to monetary policy shocks: Stronger than thought.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 661, doi. 10.1002/jae.2706

By:

Alessi, Lucia;
Kerssenfischer, Mark

Publication type:

Article

Does global inflation help forecast inflation in industrialized countries?

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 850, doi. 10.1002/jae.2704

By:

Gillitzer, Christian;
McCarthy, Martin

Publication type:

Article

Estimating the U.S. output gap with state‐level data.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 795, doi. 10.1002/jae.2705

By:

González‐Astudillo, Manuel

Publication type:

Article

Monetary policy, housing rents, and inflation dynamics.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 673, doi. 10.1002/jae.2679

By:

Dias, Daniel A.;
Duarte, João B.

Publication type:

Article

A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in "measuring the effects of monetary policy".

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 820, doi. 10.1002/jae.2677

By:

Luvsannyam, Davaajargal;
Batmunkh, Khuslen

Publication type:

Article

Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 811, doi. 10.1002/jae.2675

By:

Herwartz, Helmut

Publication type:

Article

Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 621, doi. 10.1002/jae.2680

By:

Huber, Florian;
Kastner, Gregor;
Feldkircher, Martin

Publication type:

Article

Comovements and asymmetric tail dependence in state housing prices in the USA: A nonparametric approach.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 843, doi. 10.1002/jae.2703

By:

Huang, Haitao;
Peng, Liang;
Yao, Vincent W.

Publication type:

Article

Mixed‐frequency models with moving‐average components.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 688, doi. 10.1002/jae.2701

By:

Foroni, Claudia;
Marcellino, Massimiliano;
Stevanovic, Dalibor

Publication type:

Article

Testing for time variation in the natural rate of interest.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 836, doi. 10.1002/jae.2698

By:

Berger, Tino;
Kempa, Bernd

Publication type:

Article

To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 724, doi. 10.1002/jae.2696

By:

Wang, Wendun;
Zhang, Xinyu;
Paap, Richard

Publication type:

Article

Bubbles and crises: Replicating the Anundsen et al. (2016) results.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 822, doi. 10.1002/jae.2695

By:

Fu, Bowen

Publication type:

Article

Issue Information.

Published in:: Journal of Applied Econometrics, 2019, v. 34, n. 5, p. i, doi. 10.1002/jae.2690
Publication type:: Article

Tests of asset pricing with time‐varying factor loads.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 762, doi. 10.1002/jae.2687

By:

Galvao, Antonio F.;
Montes‐Rojas, Gabriel;
Olmo, Jose

Publication type:

Article

Heterogeneity in risk aversion and risk sharing regressions.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 827, doi. 10.1002/jae.2686

By:

Asdrubali, Pierfederico;
Tedeschi, Simone;
Ventura, Luigi

Publication type:

Article

Bayesian parametric and semiparametric factor models for large realized covariance matrices.

Published in:

Journal of Applied Econometrics, 2019, v. 34, n. 5, p. 641, doi. 10.1002/jae.2685

By:

Jin, Xin;
Maheu, John M.;
Yang, Qiao

Publication type:

Article