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subject:"Schock"
subject:"Theory"
~isPartOf:"Journal of applied econometrics"
~subject:"Share price"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Impact analysis"
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Schock
Theory
Share price
VAR model
Impact assessment
42
Wirkungsanalyse
42
Estimation
17
Schätzung
17
USA
12
United States
12
Shock
10
Theorie
8
VAR-Modell
7
Deutschland
5
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Wirtschaftswachstum
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Arbeitsmarktpolitik
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Experiment
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Labour market policy
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Oil price
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Börsenkurs
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Estimation theory
3
Finanzpolitik
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Fiscal policy
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Geldpolitik
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Measurement
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Messung
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Monetary policy
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Schätztheorie
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Time series analysis
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Article
18
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Aufsatz in Zeitschrift
Article in journal
18
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English
18
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Pesaran, M. Hashem
2
Anzuini, Alessio
1
Bailey, Natalia
1
Boer, Lukas
1
Budnik, Katarzyna
1
Caldara, Dario
1
Conrad, Christian
1
Djogbenou, Antoine A.
1
Douch, Mustapha
1
Edwards, Terence Huw
1
Eickmeier, Sandra
1
Gregory, Allan W.
1
Hara, Naoko
1
Harrison, Richard
1
Jacobson, Tor
1
Jones, Callum
1
Kapetanios, George
1
Kulish, Mariano
1
Laudati, Dario
1
Lipińska, Anna
1
Marcellino, Massimiliano
1
McNeil, James
1
Menkhoff, Lukas
1
Mountford, Andrew
1
Pagano, Patrizio
1
Phillips, Peter C. B.
1
Pisani, Massimiliano
1
Prieto, Esteban
1
Rees, Daniel M.
1
Reynaerts, Jo
1
Rieth, Malte
1
Rünstler, Gerhard
1
Smith, Gregor W.
1
Stürmer, Karin
1
Uhlig, Harald
1
Vanschoonbeek, Jakob
1
Yamamoto, Yohei
1
Zheng, Buhong
1
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Journal of applied econometrics
Economic modelling
98
Finance research letters
84
Energy economics
78
Applied economics
75
Applied economics letters
63
Economics letters
57
Journal of macroeconomics
52
Journal of international money and finance
48
Journal of economic dynamics & control
41
Journal of monetary economics
41
International review of economics & finance : IREF
40
European economic review : EER
37
Macroeconomic dynamics
36
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
31
The American economic review
30
Journal of international economics
29
Journal of risk and financial management : JRFM
29
International Journal of Energy Economics and Policy : IJEEP
28
Journal of policy modeling : JPMOD ; a social science forum of world issues
28
International review of financial analysis
26
Emerging markets, finance and trade : EMFT
24
Research in international business and finance
24
The review of economics and statistics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Economic research
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
International journal of central banking : IJCB
20
Journal of financial stability
20
The economic journal : the journal of the Royal Economic Society
20
Journal of public economics
19
Review of international economics
19
International journal of economics and financial issues : IJEFI
18
International journal of finance & economics : IJFE
18
Journal of international financial markets, institutions & money
18
American economic journal : a journal of the American Economic Association
17
Cogent economics & finance
17
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
17
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
16
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ECONIS (ZBW)
18
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The multifaceted impact of US trade policy on financial markets
Boer, Lukas
;
Menkhoff, Lukas
;
Rieth, Malte
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 388-406
Persistent link: https://www.econbiz.de/10014287995
Saved in:
3
Identifying oil price shocks with global, developed, and emerging latent real economy activity factors
Djogbenou, Antoine A.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 128-149
Persistent link: https://www.econbiz.de/10014474444
Saved in:
4
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Saved in:
5
Identifying structural VARs from sparse narrative instruments : dynamic effects of US macroprudential policies
Budnik, Katarzyna
;
Rünstler, Gerhard
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014287962
Saved in:
6
The economics of state fragmentation : assessing the economic impact of secession
Reynaerts, Jo
;
Vanschoonbeek, Jakob
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 82-115
Persistent link: https://www.econbiz.de/10013165178
Saved in:
7
International spillovers of forward guidance shocks
Jones, Callum
;
Kulish, Mariano
;
Rees, Daniel M.
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 131-160
Persistent link: https://www.econbiz.de/10013165202
Saved in:
8
The bilateral trade effects of announcement shocks : Brexit as a natural field experiment
Douch, Mustapha
;
Edwards, Terence Huw
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 305-329
Persistent link: https://www.econbiz.de/10013165235
Saved in:
9
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
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