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subject:"Shock"
~isPartOf:"Applied economics"
~subject:"Causality analysis"
~subject:"Spillover effect"
~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
Spillover effect
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
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Theorie
25
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24
Wirkungsanalyse
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Ölpreis
22
Welt
20
Forecasting model
18
Prognoseverfahren
18
Finanzpolitik
15
Fiscal policy
15
Time series analysis
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Zeitreihenanalyse
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Kausalanalyse
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Risk
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Bruttoinlandsprodukt
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Spillover-Effekt
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97
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Ratti, Ronald A.
3
Afonso, António
2
Allegret, Jean-Pierre
2
Denaux, Zulal
2
Gubareva, Mariya
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
Alam, Md Rafayet
1
Allegret, Audrey
1
Allen, David E.
1
Alves, Nuno
1
Andrade, João de Sousa
1
Antonakakis, Nikolaos
1
Avdjiev, Stefan
1
Azali, Mohamed
1
Badinger, Harald
1
Baek, Jungho
1
Baimbridge, Mark
1
Basher, Syed Abul
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
Chang, Tsangyao
1
Cheffou, Abdoulkarim Idi
1
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Applied economics
Energy economics
120
Economic modelling
101
Journal of international money and finance
86
Economics letters
67
Journal of economic dynamics & control
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International Journal of Energy Economics and Policy : IJEEP
49
Journal of macroeconomics
49
International review of economics & finance : IREF
44
Applied economics letters
43
Journal of monetary economics
40
Macroeconomic dynamics
39
Finance research letters
33
European economic review : EER
31
The North American journal of economics and finance : a journal of financial economics studies
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of applied econometrics
29
Journal of money, credit and banking : JMCB
26
Journal of international economics
24
International review of financial analysis
22
Journal of econometrics
21
Journal of banking & finance
20
Journal of international financial markets, institutions & money
20
Journal of risk and financial management : JRFM
20
Open economies review
20
Journal of policy modeling : JPMOD ; a social science forum of world issues
19
Research in international business and finance
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of Asian economics
16
Oxford bulletin of economics and statistics
16
Cogent economics & finance
15
Economies : open access journal
15
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Quantitative economics : QE ; journal of the Econometric Society
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Economic systems
13
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ECONIS (ZBW)
97
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1
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:
2
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:
3
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:
4
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:
5
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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6
Spillover effects of US uncertainty : does the type of US uncertainty matter?
Yildirim, Zekeriya
- In:
Applied economics
55
(
2023
)
29
,
pp. 3365-3389
Persistent link: https://www.econbiz.de/10014299158
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
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
Saved in:
10
The impact of oil supply shocks on real economic activity : new evidence based on the proxy SVARs
Yanfeng, Wei
;
Guo, Xiaoying
- In:
Applied economics
54
(
2022
)
44
,
pp. 5035-5049
Persistent link: https://www.econbiz.de/10013411096
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