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accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"VAR model"
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Estimation
556
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555
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147
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68
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65
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65
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Benati, Luca
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of applied econometrics
Journal of monetary economics
Economic modelling
52
Economics letters
49
Applied economics
38
Energy economics
33
Discussion papers / CEPR
31
Journal of economic dynamics & control
29
Journal of international money and finance
28
Applied economics letters
25
Discussion paper / Centre for Economic Policy Research
24
The North American journal of economics and finance : a journal of financial economics studies
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of macroeconomics
22
Macroeconomic dynamics
20
International review of economics & finance : IREF
18
European economic review : EER
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Finance research letters
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10
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9
Research in international business and finance
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8
Journal of international financial markets, institutions & money
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Economic systems
7
Structural change and economic dynamics : SC+ED
7
The B.E. journal of macroeconomics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Jahrbücher für Nationalökonomie und Statistik
6
Journal of Asian economics
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Theoretical economics letters
6
International review of financial analysis
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ECONIS (ZBW)
58
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1
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
2
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
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3
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
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4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
6
Oil price shocks and US unemployment : evidence from disentangling the duration of unemployment spells in the labor market
Alsalman, Zeina
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 479-511
Persistent link: https://www.econbiz.de/10014329060
Saved in:
7
Key market identification, mechanism transmission, and extreme shock during the risk spillover process : an empirical study of the G20 FOREX markets
Zhou, Wei
;
Guo, Jin
;
Chen, Ning
;
Lu, Shuai
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2549-2582
Persistent link: https://www.econbiz.de/10014388965
Saved in:
8
The effect of monetary policy on output using sign restriction VAR : evidence from South Africa and South Korea
Ndou, Eliphas
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1979-2003
Persistent link: https://www.econbiz.de/10014253739
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9
Housing price diffusions in mainland China : evidence from a spatially penalized graphical VAR model
Jiang, Xiandeng
;
Chang, Le
;
Shi, Yanlin
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
2
,
pp. 765-795
Persistent link: https://www.econbiz.de/10014226320
Saved in:
10
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
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