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subject:"Shock"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Prognoseverfahren
VAR model
215
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215
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71
Schock
63
Theorie
59
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59
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54
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Marcellino, Massimiliano
14
Giannone, Domenico
8
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Forni, Mario
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Gambetti, Luca
5
Reichlin, Lucrezia
5
Baumeister, Christiane
4
Kilian, Lutz
4
Lenza, Michele
4
Canova, Fabio
3
Clark, Todd E.
3
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3
Rubio-Ramírez, Juan Francisco
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Sala, Luca
3
Antolin-Diaz, Juan
2
Artis, Michael J.
2
Banerjee, Anindya
2
Bańbura, Marta
2
Beaudry, Paul
2
Fratzscher, Marcel
2
Gupta, Rangan
2
Kapetanios, George
2
Lemke, Wolfgang
2
Masten, Igor
2
Minford, Patrick
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Portier, Franck
2
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2
Xu, Yongdeng
2
Zhou, Peng
2
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1
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1
Ahelegbey, Daniel Felix
1
Al Rababa'a, Abdel Razzaq
1
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1
Arias, Jonas E.
1
Aron, Janine
1
Asai, Manabu
1
Assenmacher-Wesche, Katrin
1
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1
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Discussion paper / Centre for Economic Policy Research
The North American journal of economics and finance : a journal of financial economics studies
Working paper
92
Applied economics
86
Economic modelling
86
Energy economics
84
International journal of forecasting
84
Working paper series / European Central Bank
83
Economics letters
69
CESifo working papers
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CAMA working paper series
60
Discussion papers / CEPR
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Journal of international money and finance
58
Journal of macroeconomics
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
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43
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43
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40
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
93
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1
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
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2
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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3
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
4
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
5
Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach
Balke, Nathan S.
;
Zeng, Zheng
;
Zhang, Ren
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821445
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6
The effects of oil price shocks on inflation in the G7 countries
Wen, Fenghua
;
Zhang, Keli
;
Gong, Xu
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822091
Saved in:
7
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
Chen, Zhang-HangJian
;
Li, Sai-Ping
;
Cai, Mei-Ling
; …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186364
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8
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
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9
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
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10
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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