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subject:"Shock"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~subject:"Causality analysis"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Causality analysis
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VAR model
234
VAR-Modell
234
Estimation
77
Schätzung
77
Schock
75
Geldpolitik
43
Monetary policy
43
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38
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105
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Ratti, Ronald A.
3
Afonso, António
2
Allegret, Jean-Pierre
2
Cipollini, Andrea
2
Denaux, Zulal
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Huh, Hyeon-seung
2
Kang, Wensheng
2
McDonald, Garry A.
2
Tiwari, Aviral Kumar
2
Tularam, Gurudeo Anand
2
Umar, Zaghum
2
Vespignani, Joaquin
2
Xuan Vinh Vo
2
Yin, Libo
2
Zeng, Zheng
2
Abouwafia, Hashem E.
1
Alam, Md Rafayet
1
Allegret, Audrey
1
Allen, David E.
1
Alves, Nuno
1
Andrade, João de Sousa
1
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1
Arvin, B. Mak
1
Avdjiev, Stefan
1
Azali, Mohamed
1
Baek, Jungho
1
Baimbridge, Mark
1
Basher, Syed Abul
1
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1
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1
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1
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1
Bhar, Ramaprasad
1
Biswal, Pratap Chandra
1
Bloch, Harry
1
Brito, José Maria Brandão de
1
Caloia, Francesco Giuseppe
1
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Applied economics
International review of financial analysis
Energy economics
112
Economic modelling
92
Journal of international money and finance
78
Economics letters
62
Journal of economic dynamics & control
51
International Journal of Energy Economics and Policy : IJEEP
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of macroeconomics
47
Journal of monetary economics
40
Macroeconomic dynamics
38
Applied economics letters
37
International review of economics & finance : IREF
36
European economic review : EER
30
Finance research letters
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of applied econometrics
28
Journal of money, credit and banking : JMCB
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of international economics
23
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20
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19
Open economies review
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of international financial markets, institutions & money
18
Journal of policy modeling : JPMOD ; a social science forum of world issues
18
Journal of risk and financial management : JRFM
18
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
17
Research in international business and finance
17
Oxford bulletin of economics and statistics
16
Economies : open access journal
15
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of Asian economics
14
Quantitative economics : QE ; journal of the Econometric Society
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Cogent economics & finance
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Economic systems
12
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105
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1
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
2
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:
3
Unravelling the credit market shocks and investment dynamics : a theoretical and empirical perspective
Zabavnik, Darja
;
Verbič, Miroslav
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543987
Saved in:
4
The role of crude oil demand and supply shocks on exchange rates : empirical evidence from South Korea
Baek, Jungho
- In:
Applied economics
56
(
2024
)
7
,
pp. 826-835
Persistent link: https://www.econbiz.de/10014440140
Saved in:
5
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:
6
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
Saved in:
7
Commodity prices and inflation : an application of structural VAR
Shahrazi, Mahdi
;
Ghaderi, Saman
;
Sanginabadi, Bahram
- In:
Applied economics
55
(
2023
)
27
,
pp. 3110-3120
Persistent link: https://www.econbiz.de/10014299135
Saved in:
8
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
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9
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
10
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
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