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subject:"Shock"
~isPartOf:"Applied economics"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Vector autoregressive model"
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Shock
VAR model
195
VAR-Modell
195
Schock
68
Estimation
65
Schätzung
65
Geldpolitik
38
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38
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29
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29
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Afonso, António
2
Allegret, Jean-Pierre
2
Huh, Hyeon-seung
2
Kang, Wensheng
2
McDonald, Garry A.
2
Ratti, Ronald A.
2
Yin, Libo
2
Zeng, Zheng
2
Alam, Md Rafayet
1
Allegret, Audrey
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
Brito, José Maria Brandão de
1
Cavallari, Lilia
1
Chan, F.
1
Chen, Hsin-Fu
1
Chia, Wai-mun
1
Chiang, Shu-Mei
1
Cipollini, Andrea
1
Costa, Luis Filipe Pereira da
1
Couharde, Cécile
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Cover, James Peery
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D'Addona, Stefano
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1
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1
Duarte, António Portugal
1
Díaz Vázquez, María del Rosario
1
Fenz, Gerhard
1
Forhad, Abdur Rahman
1
Fraser, Patricia
1
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1
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Applied economics
Energy economics
76
Economic modelling
70
Journal of international money and finance
56
Economics letters
54
Journal of economic dynamics & control
49
Journal of macroeconomics
45
Journal of monetary economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Macroeconomic dynamics
32
International review of economics & finance : IREF
31
European economic review : EER
30
Applied economics letters
29
Journal of money, credit and banking : JMCB
24
Finance research letters
21
Journal of applied econometrics
21
Journal of international economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
International Journal of Energy Economics and Policy : IJEEP
18
Open economies review
18
Journal of econometrics
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of policy modeling : JPMOD ; a social science forum of world issues
14
Quantitative economics : QE ; journal of the Econometric Society
14
Journal of Asian economics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of international financial markets, institutions & money
11
Journal of banking & finance
10
Journal of the European Economic Association
10
Oxford bulletin of economics and statistics
10
The review of economics and statistics
10
Economic systems
9
Economies : open access journal
9
International journal of finance & economics : IJFE
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
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ECONIS (ZBW)
68
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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
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:
5
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
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6
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:
7
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:
8
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:
9
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:
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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