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person:"Muscatelli, V. Anton"
subject:"Monetary policy"
~person:"Ji, Qiang"
~person:"Mumtaz, Haroon"
~subject:"Schock"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation"
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Monetary policy
Schock
VAR model
Estimation
43
Schätzung
43
Shock
18
VAR-Modell
15
Volatility
14
Volatilität
14
Geldpolitik
12
Theorie
12
Theory
12
Oil price
10
USA
10
United States
10
Welt
10
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10
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10
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Bayes-Statistik
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Article
26
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Article in journal
Aufsatz im Buch
Graue Literatur
46
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46
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45
Working Paper
45
Aufsatz in Zeitschrift
25
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1
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English
26
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Muscatelli, V. Anton
Ji, Qiang
Mumtaz, Haroon
Gupta, Rangan
46
Belke, Ansgar
22
Balcilar, Mehmet
15
Papadamou, Stephanos
15
Wohar, Mark E.
15
Apergēs, Nikolaos
14
Caporale, Guglielmo Maria
14
Serletis, Apostolos
13
Payne, James E.
12
Tiwari, Aviral Kumar
12
Eickmeier, Sandra
11
Lütkepohl, Helmut
11
Marcellino, Massimiliano
11
Siklos, Pierre L.
11
Koop, Gary
10
Pesaran, M. Hashem
10
Österholm, Pär
10
Hsing, Yu
9
Huber, Florian
9
Klose, Jens
9
Leeper, Eric M.
9
Nautz, Dieter
9
Rodriguez, Gabriel
9
Scharler, Johann
9
Beckmann, Joscha
8
Caraiani, Petre
8
Castelnuovo, Efrem
8
Gambetti, Luca
8
Gil-Alaña, Luis A.
8
Hayo, Bernd
8
Kempa, Bernd
8
Zha, Tao
8
Christou, Christina
7
Ghosh, Taniya
7
Hofmann, Boris
7
Holmes, Mark J.
7
Ireland, Peter N.
7
Kim, Hyeongwoo
7
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European economic review : EER
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Energy economics
1
Financial management : FM
1
International economic review
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of international economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Monetary policy, fiscal policies and labour markets : macroeconomic policymaking in the EMU
1
Research in international business and finance
1
The B.E. journal of macroeconomics
1
The Manchester School
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
26
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26
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
Oil price shocks and stock market anomalies
Zhu, Zhaobo
;
Sun, Licheng
;
Tu, Jun
;
Ji, Qiang
- In:
Financial management : FM
51
(
2022
)
2
,
pp. 573-612
Persistent link: https://www.econbiz.de/10013348534
Saved in:
5
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
6
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
7
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
8
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
9
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
10
Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
European economic review : EER
129
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012514813
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