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subject:"Shock"
~isPartOf:"Applied economics"
~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
195
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195
Schock
68
Estimation
65
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65
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38
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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
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2
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2
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2
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2
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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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
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
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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
28
Journal of money, credit and banking : JMCB
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international economics
23
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Open economies review
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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 international financial markets, institutions & money
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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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Economies : open access journal
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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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)
91
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11
Fiscal policy dynamics under a consolidation constraint : evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
Inchauspe, Julian
- In:
Applied economics
53
(
2021
)
34
,
pp. 3992-4016
Persistent link: https://www.econbiz.de/10012589552
Saved in:
12
Changes in the revenue-expenditure nexus : confronting evidence with fiscal policy in Brazil
Linhares, Fabrício Carneiro
;
Nojosa, Glauber Marques
; …
- In:
Applied economics
53
(
2021
)
44
,
pp. 5051-5067
Persistent link: https://www.econbiz.de/10012609924
Saved in:
13
Do gasoline prices respond to non-US and US oil supply shocks?
Kang, Wensheng
;
Perez de Gracia, Fernando
;
Ratti, Ronald A.
- In:
Applied economics
53
(
2021
)
56
,
pp. 6488-6496
Persistent link: https://www.econbiz.de/10012697925
Saved in:
14
Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries
Emirmahmutoglu, Furkan
;
Denaux, Zulal
;
Omay, Tolga
; …
- In:
Applied economics
53
(
2021
)
19
,
pp. 2230-2241
Persistent link: https://www.econbiz.de/10012501154
Saved in:
15
Impacts of RMB devaluation on China's trade balances : a time-varying SVAR approach
Kim, Wongi
- In:
Applied economics
52
(
2020
)
45
,
pp. 4952-4966
Persistent link: https://www.econbiz.de/10012306521
Saved in:
16
Inequality and the business cycle : evidence from U.S. survey data
Geiger, Martin
;
Mayer, Eric
;
Scharler, Johann
- In:
Applied economics
52
(
2020
)
31
,
pp. 3418-3435
Persistent link: https://www.econbiz.de/10012258850
Saved in:
17
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Saved in:
18
Impact of global uncertainty on the global economy and large developed and developing economies
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Applied economics
52
(
2020
)
22
,
pp. 2392-2407
Persistent link: https://www.econbiz.de/10012210880
Saved in:
19
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
20
Public debt, economic growth and the real interest rate : a panel VAR approach to EU and OECD countries
Jacobs, Jan
;
Ogawa, Kazuo
;
Sterken, Elmer
;
Tokutsu, Ichiro
- In:
Applied economics
52
(
2020
)
12
,
pp. 1377-1394
Persistent link: https://www.econbiz.de/10012197534
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