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accessRights:"restricted"
~person:"Ellington, Michael"
~subject:"Fractional cointegration"
~subject:"Geldmenge"
~subject:"Schock"
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Fractional cointegration
Geldmenge
Schock
Estimation
7
Schätzung
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Time-varying parameter VAR
5
VAR model
5
VAR-Modell
5
Liquidity
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Liquidität
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Shock
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Aktienmarkt
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Bayes-Statistik
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Bayesian inference
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Capital income
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Geldpolitik
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Kapitaleinkommen
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Liquidity shocks
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Sign restrictions
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Stock market
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Arbeitslosigkeit
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China
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Divisia money
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Financial market
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Finanzmarkt
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Forecasting
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Großbritannien
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Ellington, Michael
Forni, Mario
19
Gambetti, Luca
19
Gupta, Rangan
19
Sala, Luca
14
Serletis, Apostolos
13
Gil-Alaña, Luis A.
11
Marcellino, Massimiliano
11
Mumtaz, Haroon
10
Bianchi, Francesco
7
Eickmeier, Sandra
7
Müller, Gernot J.
7
Pistaferri, Luigi
7
Wohar, Mark E.
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Ji, Qiang
6
Lippi, Marco
6
Scharler, Johann
6
Xu, Libo
6
Bahmani-Oskooee, Mohsen
5
Caraiani, Petre
5
Choi, Sangyup
5
Lütkepohl, Helmut
5
Matthes, Christian
5
Rüth, Sebastian
5
Salisu, Afees A.
5
Sheng, Xin
5
Tiwari, Aviral Kumar
5
Ali, Syed Zahid
4
Bachmann, Ruediger
4
Barnett, William A.
4
Belongia, Michael T.
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Binner, Jane M.
4
Caporale, Guglielmo Maria
4
Cesa-Bianchi, Ambrogio
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Doojav, Gan-Ochir
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Enders, Zeno
4
Furceri, Davide
4
Georgiadis, Georgios
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Hur, Joonyoung
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Journal of banking & finance
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Journal of economic dynamics & control
1
Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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On the economic impact of aggregate liquidity shocks : the case of the UK
Ellington, Michael
;
Milas, Costas
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 737-752
Persistent link: https://www.econbiz.de/10012655618
Saved in:
2
The case for Divisia monetary statistics : a Bayesian time-varying approach
Ellington, Michael
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012004934
Saved in:
3
Financial market illiquidity shocks and macroeconomic dynamics : evidence from the UK
Ellington, Michael
- In:
Journal of banking & finance
89
(
2018
),
pp. 225-236
Persistent link: https://www.econbiz.de/10011963120
Saved in:
4
Liquidity shocks and real GDP growth : evidence from a Bayesian time-varying parameter VAR
Ellington, Michael
;
Florackis, Chris
;
Milas, Costas
- In:
Journal of international money and finance
72
(
2017
),
pp. 93-117
Persistent link: https://www.econbiz.de/10011787683
Saved in:
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