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subject:"Shock"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Energy economics"
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Spillover effect
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VAR model
239
VAR-Modell
239
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122
Oil price
118
Ölpreis
118
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73
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59
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Forni, Mario
7
Gambetti, Luca
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Marcellino, Massimiliano
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Sala, Luca
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4
Clark, Todd E.
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77
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71
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ECONIS (ZBW)
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41
The threat of oil market turmoils to food price stability in Sub-Saharan Africa
Dalheimer, Bernhard
;
Herwartz, Helmut
;
Lange, Alexander
- In:
Energy economics
93
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012631278
Saved in:
42
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Schorfheide, Frank
;
Song, Dongho
-
2021
Persistent link: https://www.econbiz.de/10012821054
Saved in:
43
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
44
Pass-through of oil supply shocks to domestic gasoline prices : evidence from daily data
Shioji, Etsuro
- In:
Energy economics
98
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821982
Saved in:
45
Good policy or good luck? : analyzing the effects of fiscal policy and oil revenue shocks in Ecuador
García-Albán, Freddy
;
González-Astudillo, Manuel
; …
- In:
Energy economics
100
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012990227
Saved in:
46
The macro effects of GPR and EPU indexes over the global oil market : are the two types of uncertainty shock alike?
Gu, Xin
;
Zhu, Zixiang
;
Yu, Minli
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990250
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47
Portfolio rebalancing in times of stress
Fischer, Andreas M.
;
Greminger, Rafael P.
;
Grisse, Christian
-
2021
Persistent link: https://www.econbiz.de/10012435600
Saved in:
48
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
49
The transmission of keynesian supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012598588
Saved in:
50
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
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