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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"United States"
~subject:"VAR model"
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Zeitreihenanalyse
United States
VAR model
Estimation
598
Schätzung
598
Theorie
89
Theory
89
Volatility
81
Volatilität
81
Panel
73
Panel study
73
Welt
73
World
73
Capital income
68
Kapitaleinkommen
68
Börsenkurs
63
Share price
63
Time series analysis
56
Forecasting model
55
Prognoseverfahren
55
Cointegration
53
Kointegration
53
Aktienmarkt
51
Stock market
51
Economic growth
44
Geldpolitik
44
Monetary policy
44
Wirtschaftswachstum
44
China
43
Impact assessment
42
USA
42
Wirkungsanalyse
42
ARCH model
40
ARCH-Modell
40
VAR-Modell
40
Risiko
39
Risk
39
Deutschland
34
Germany
34
Regression analysis
34
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Article
125
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125
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125
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English
125
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Moosa, Imad A.
7
Bahmani-Oskooee, Mohsen
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Chang, Tsangyao
3
Omay, Tolga
3
Tiwari, Aviral Kumar
3
Allegret, Jean-Pierre
2
Cassou, Steven Peter
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Hasanov, Mübariz
2
Jacobs, Jan
2
Kim, Jong-Min
2
Lee, Chien-chiang
2
Mohanty, Madhu Sudan
2
Ranjbar, Omid
2
Reed, Michael R.
2
Ren, Ying-hua
2
Soave, Gian Paulo
2
Umar, Zaghum
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zhu, Huiming
2
Ahmad, Yamin
1
Ahmed, M. Iqbal
1
Al-Jassar, Sulaiman A.
1
Alam, Md Rafayet
1
Alba, Carlos
1
Albulescu, Claudiu Tiberiu
1
Allegret, Audrey
1
Allen, David E.
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Arif, Imran
1
Arteche, Josu
1
Aubin, Christian
1
Awe, Olushina Olawale
1
Aye, Goodness C.
1
Bagliano, Fabio C.
1
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Applied economics
Working paper / National Bureau of Economic Research, Inc.
462
Discussion paper / Centre for Economic Policy Research
378
Economic modelling
135
Energy economics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Economics letters
96
Journal of econometrics
92
Applied economics letters
81
Finance research letters
72
The North American journal of economics and finance : a journal of financial economics studies
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
International review of economics & finance : IREF
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Discussion papers / CEPR
58
American economic journal : a journal of the American Economic Association
57
International journal of forecasting
57
Journal of economic dynamics & control
55
Journal of international money and finance
42
Journal of macroeconomics
39
Academy of Management journal : AMJ
38
Journal of applied econometrics
34
Journal of banking & finance
33
The review of financial studies
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Macroeconomic dynamics
32
Research in international business and finance
32
SpringerLink / Bücher
31
The American economic review
31
Journal of empirical finance
29
International review of financial analysis
28
Econometric reviews
27
European economic review : EER
27
NBER working paper series
26
International journal of finance & economics : IJFE
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics
24
Computational economics
22
Journal of forecasting
22
Journal of international financial markets, institutions & money
22
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ECONIS (ZBW)
125
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1
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
2
The effects of central bank extraordinary measures on financial conditions : evidence from Mexico
Alba, Carlos
;
Cuadra, Gabriel
;
Ibarra-Ramírez, Raúl
- In:
Applied economics
56
(
2024
)
34
,
pp. 4064-4085
Persistent link: https://www.econbiz.de/10014559262
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Investigation of export-driving forces and trade potentials of the U.S. bourbon whisky industry
Zhang, Wei
;
Saghaian, Sayed
;
Reed, Michael R.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1950-1970
Persistent link: https://www.econbiz.de/10014475236
Saved in:
5
Effect of religious attendance on the middle-aged worker’s wage in the United States : a possible causal connection
Mohanty, Madhu Sudan
- In:
Applied economics
56
(
2024
)
23
,
pp. 2790-2805
Persistent link: https://www.econbiz.de/10014526155
Saved in:
6
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
7
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
8
Language and segregation : evidence from housing markets in the United States
Dai, Tiantian
;
Jiang, Shenyi
;
Jin, Tao
;
Yang, Buyuan
- In:
Applied economics
55
(
2023
)
11
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10013499040
Saved in:
9
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
10
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
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