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subject:"Shock"
~isPartOf:"Applied economics"
~subject:"Causality analysis"
~subject:"Finanzpolitik"
~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
Finanzpolitik
World
VAR model
195
VAR-Modell
195
Schock
68
Estimation
65
Schätzung
65
Geldpolitik
38
Monetary policy
38
USA
29
United States
29
Cointegration
26
Kointegration
26
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25
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25
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24
Wirkungsanalyse
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23
Oil price
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Ölpreis
22
Welt
20
Forecasting model
18
Prognoseverfahren
18
Fiscal policy
15
Time series analysis
15
Zeitreihenanalyse
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Kausalanalyse
14
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14
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Bruttoinlandsprodukt
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99
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99
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Afonso, António
3
Ratti, Ronald A.
3
Allegret, Jean-Pierre
2
Denaux, Zulal
2
Gubareva, Mariya
2
Huh, Hyeon-seung
2
Kang, Wensheng
2
Kempa, Bernd
2
McDonald, Garry A.
2
Tiwari, Aviral Kumar
2
Tularam, Gurudeo Anand
2
Turner, Paul
2
Umar, Zaghum
2
Vespignani, Joaquin
2
Xuan Vinh Vo
2
Yin, Libo
2
Zeng, Zheng
2
Alam, Md Rafayet
1
Allegret, Audrey
1
Allen, David E.
1
Alsamara, Mouyad
1
Alves, Nuno
1
Andrade, João de Sousa
1
Avdjiev, Stefan
1
Azali, Mohamed
1
Baek, Jungho
1
Baimbridge, Mark
1
Basher, Syed Abul
1
Bentour, El Mostafa
1
Berdiev, Aziz N.
1
Berg, Tim Oliver
1
Bergeijk, Peter A. G. van
1
Berument, Hakan
1
Bezerra, Rogerio
1
Biswal, Pratap Chandra
1
Bloch, Harry
1
Brito, José Maria Brandão de
1
Caudill, Steven B.
1
Cavallari, Lilia
1
Chan, F.
1
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Applied economics
Energy economics
112
Economic modelling
102
Journal of international money and finance
84
Economics letters
65
Journal of economic dynamics & control
54
Journal of macroeconomics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
International Journal of Energy Economics and Policy : IJEEP
48
Journal of monetary economics
41
Macroeconomic dynamics
41
Applied economics letters
39
International review of economics & finance : IREF
36
European economic review : EER
33
Finance research letters
31
Journal of applied econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of money, credit and banking : JMCB
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of international economics
25
Open economies review
21
Journal of econometrics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Journal of banking & finance
19
Journal of policy modeling : JPMOD ; a social science forum of world issues
19
Economies : open access journal
18
Journal of international financial markets, institutions & money
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
International journal of forecasting
16
Oxford bulletin of economics and statistics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of Asian economics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Cogent economics & finance
14
International review of financial analysis
14
Quantitative economics : QE ; journal of the Econometric Society
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
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ECONIS (ZBW)
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1
Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models
Mrabet, Zouhair
;
Alsamara, Mouyad
;
Mimouni, Karim
; …
- In:
Applied economics
55
(
2023
)
56
,
pp. 6661-6675
Persistent link: https://www.econbiz.de/10014382723
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
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:
4
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:
5
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:
6
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:
7
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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8
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:
9
The effects of public debt accumulation and business cycle on government spending multipliers
Bentour, El Mostafa
- In:
Applied economics
54
(
2022
)
19
,
pp. 2231-2256
Persistent link: https://www.econbiz.de/10012875857
Saved in:
10
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
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