11 Treffer für Jahr = "2017 - 2023"

• Algorithmic collusion: insights from deep learning Hettich, Matthias Münster : Center for quantitative economics, November 24, 2021

• Emotion in Euro area monetary policy communication and bond yields: the Draghi era Kanelis, Dimitrios ; Siklos, Pierre L. Münster : Center for quantitative economics, December 2022

• Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn ; Segnon, Mawuli ; Wilfling, Bernd Münster : Center for quantitative economics, July 1, 2022

• Government spending effects on the business cycle in times of crisis Berger, Tino ; Dubbert, Tore Münster : Center for quantitative economics, December 2, 2022

• Grain futures trading during the interwar period: introducing a new dataset and evidence Iorgulescu, Elissa ; Pütz, Alexander ; Siklos, Pierre L. Münster : Center for quantitative economics, 4th January, 2022

• How central bank mandates influence content and tone of communication over time Bohl, Martin T. ; Kanelis, Dimitrios ; Siklos, Pierre L. Münster : Center for quantitative economics, February 21, 2022

• A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang, Verena ; Wilfling, Bernd Münster : Center for quantitative economics, March 21, 2022

• Pruned skewed Kalman filter and smoother: with application to the yield curve Guljanov, Gaygysyz ; Mutschler, Willi ; Trede, Mark Münster : Center for quantitative economics, [2022]

• Stochastic debt sustainability analysis using time-varying fiscal reaction functions an agnostic approach to fiscal forecasting Dubbert, Tore Münster : Center for quantitative economics, September 30, 2022

• Strict stationarity of Poisson integer-valued ARCH processes of order infinity Segnon, Mawuli Münster : Center for quantitative economics, [2022]

• Urbanization in industrialized countries: appearances are deceptive Auer, Ludwig von ; Trede, Mark Münster : Center for quantitative economics, April 29, 2022