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subject:"Shock"
~isPartOf:"Applied economics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~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
240
VAR-Modell
240
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92
Estimation
80
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80
Geldpolitik
54
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117
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Mumtaz, Haroon
4
Ratti, Ronald A.
3
Afonso, António
2
Allegret, Jean-Pierre
2
Cover, James Peery
2
Denaux, Zulal
2
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2
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2
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Xuan Vinh Vo
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
Journal of money, credit and banking : JMCB
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
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40
Macroeconomic dynamics
38
Applied economics letters
37
International review of economics & finance : IREF
36
European economic review : EER
30
Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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23
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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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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Research in international business and finance
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Oxford bulletin of economics and statistics
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International journal of forecasting
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Journal of Asian economics
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Quantitative economics : QE ; journal of the Econometric Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Economic systems
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ECONIS (ZBW)
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1
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
Saved in:
2
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:
3
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:
4
Population aging and international monetary transmission
Kim, Myunghyun
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 279-304
Persistent link: https://www.econbiz.de/10014483213
Saved in:
5
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
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6
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:
7
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
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8
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
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9
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
10
News shocks, business cycles, and the disinflation puzzle
Bouakez, Hafedh
;
Kemoe, Laurent
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2115-2151
Persistent link: https://www.econbiz.de/10014436139
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