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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
193
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193
Schock
67
Estimation
63
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63
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37
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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
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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
Baek, Jungho
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
Chang, Tsangyao
1
Chen, Hsin-Fu
1
Chia, Wai-mun
1
Chiang, Shu-Mei
1
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1
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Applied economics
Energy economics
104
Economic modelling
91
Journal of international money and finance
75
Economics letters
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International Journal of Energy Economics and Policy : IJEEP
47
Journal of economic dynamics & control
46
Journal of macroeconomics
45
Journal of monetary economics
40
Macroeconomic dynamics
38
Applied economics letters
36
International review of economics & finance : IREF
32
European economic review : EER
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of applied econometrics
26
Journal of money, credit and banking : JMCB
26
The North American journal of economics and finance : a journal of financial economics studies
26
Finance research letters
24
Journal of international economics
23
Journal of econometrics
20
Journal of banking & finance
19
Open economies review
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
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
Journal of policy modeling : JPMOD ; a social science forum of world issues
16
Oxford bulletin of economics and statistics
16
Economies : open access journal
15
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of Asian economics
14
Quantitative economics : QE ; journal of the Econometric Society
14
Cogent economics & finance
13
Emerging markets, finance and trade : EMFT
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
International review of financial analysis
12
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ECONIS (ZBW)
90
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1
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:
2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
10
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
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