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subject:"Shock"
~isPartOf:"Applied economics"
~subject:"Causality analysis"
~subject:"VAR model"
~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
VAR model
VAR-Modell
195
Schock
68
Estimation
65
Schätzung
65
Geldpolitik
38
Monetary policy
38
USA
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Gupta, Rangan
4
Afonso, António
3
Crowder, William J.
3
Huh, Hyeon-seung
3
Moosa, Imad A.
3
Ratti, Ronald A.
3
Wheeler, Mark
3
Allegret, Jean-Pierre
2
Apergēs, Nikolaos
2
Baek, Jungho
2
Balcilar, Mehmet
2
Bhaskara Rao, Buddhavarapu
2
Chowdhury, Abdur R.
2
Cover, James Peery
2
Denaux, Zulal
2
Fernandez-Perez, Adrian
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Kang, Wensheng
2
Kempa, Bernd
2
Madhou, Ashwin
2
McAleer, Michael
2
McDonald, Garry A.
2
McMillin, W. Douglas
2
Ramiah, Vikash
2
Razafindrabe, Tovonony
2
Ren, Ying-hua
2
Sewak, Tayushma
2
Shan, Jordan Z.
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Sosvilla-Rivero, Simón
2
Tiwari, Aviral Kumar
2
Tularam, Gurudeo Anand
2
Turner, Paul
2
Umar, Zaghum
2
Vespignani, Joaquin
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yin, Libo
2
Zeng, Zheng
2
Zhu, Huiming
2
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Applied economics
Economic modelling
194
Energy economics
167
Economics letters
164
Journal of international money and finance
132
Journal of econometrics
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of economic dynamics & control
106
International journal of forecasting
92
Journal of macroeconomics
88
Applied economics letters
87
Macroeconomic dynamics
80
Journal of applied econometrics
77
International Journal of Energy Economics and Policy : IJEEP
75
International review of economics & finance : IREF
72
Journal of monetary economics
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Finance research letters
60
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of forecasting
52
Journal of banking & finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
European economic review : EER
46
Journal of money, credit and banking : JMCB
45
Oxford bulletin of economics and statistics
44
Open economies review
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
42
Journal of international financial markets, institutions & money
42
Journal of policy modeling : JPMOD ; a social science forum of world issues
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International review of financial analysis
39
Journal of Asian economics
37
Journal of international economics
34
Research in international business and finance
33
Econometric reviews
32
Econometrics : open access journal
32
International journal of finance & economics : IJFE
31
Cogent economics & finance
30
Econometric theory
30
International journal of economics and finance
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ECONIS (ZBW)
195
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195
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1
Monetary policy transmission in Sri Lanka
Musthafa, Muhammadu Theseem
;
Thanh Le
;
Suardi, Sandy
- In:
Applied economics
56
(
2024
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10014439862
Saved in:
2
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:
3
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
4
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:
5
The effects of central bank extraordinary measures on financial conditions : evidence from Mexico
Alba, Carlos
;
Cuadra, Gabriel
;
Ibarra-Ramírez, Raúl
- In:
Applied economics
56
(
2024
)
34
,
pp. 4064-4085
Persistent link: https://www.econbiz.de/10014559262
Saved in:
6
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:
7
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:
8
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:
9
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:
10
TARGET balances in the euro area : the case of Germany
Bettendorf, Timo
;
Jochem, Axel
- In:
Applied economics
55
(
2023
)
29
,
pp. 3317-3328
Persistent link: https://www.econbiz.de/10014299155
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