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subject:"Shock"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"Theory"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Prognoseverfahren
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VAR model
60
VAR-Modell
60
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29
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29
Schock
21
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15
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Gupta, Rangan
2
Zeng, Zheng
2
Ahelegbey, Daniel Felix
1
Al Rababa'a, Abdel Razzaq
1
Asai, Manabu
1
Balcilar, Mehmet
1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
107
Economic modelling
103
Economics letters
102
Working paper series / European Central Bank
102
Applied economics
98
Energy economics
92
Discussion paper / Centre for Economic Policy Research
89
International journal of forecasting
85
CESifo working papers
81
Journal of econometrics
80
CAMA working paper series
74
Journal of economic dynamics & control
70
Journal of international money and finance
69
Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Journal of macroeconomics
62
ECB Working Paper
55
Journal of applied econometrics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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46
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40
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39
International review of economics & finance : IREF
39
European economic review : EER
37
IMF working papers
33
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33
Journal of money, credit and banking : JMCB
31
EUI working paper / ECO
29
International Journal of Energy Economics and Policy : IJEEP
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Journal of international economics
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26
Finance research letters
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ECONIS (ZBW)
34
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1
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
5
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
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6
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
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7
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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8
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:
9
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
Saved in:
10
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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