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subject:"Shock"
~subject:"Einheitswurzeltest"
~subject:"Modellierung"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Thesis"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Einheitswurzeltest
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Conflict, demand and economic development : essays in honour of Amit Bhaduri
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Curbing the global economic downturn : Southeast Asian macroeconomic policy
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DSGE models in macroeconomics : estimation, evaluation, and new developments
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The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
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2
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
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3
Monetary policy across space and time
Liu, Laura
;
Matthes, Christian
;
Petrova, Katerina
- In:
Essays in honour of Fabio Canova
,
(pp. 37-64)
.
2022
Persistent link: https://www.econbiz.de/10013443906
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4
The effect of news shocks and monetary policy
Gambetti, Luca
;
Görtz, Christoph
;
Korobilis, Dimitris
; …
- In:
Essays in honour of Fabio Canova
,
(pp. 139-164)
.
2022
Persistent link: https://www.econbiz.de/10013445140
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5
Statistical identification of economic shocks by signs in structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Essays in honour of Fabio Canova
,
(pp. 165-175)
.
2022
Persistent link: https://www.econbiz.de/10013445154
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6
Skewed SVARS : tracking the structural sources of macroeconomic tail risks
Montes-Galdón, Carlos
;
Ortega, Eva
- In:
Essays in honour of Fabio Canova
,
(pp. 177-210)
.
2022
Persistent link: https://www.econbiz.de/10013445157
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7
The relationship between US stock, commodity and virtual markets during COVID-19 forced crisis
Osman, Myriam Ben
;
Naoui, Kamel
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 11-23)
.
2022
Persistent link: https://www.econbiz.de/10013198538
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8
Dancing alone or together : the dynamic effects of independent and common monetary policies
Lastauskas, Povilas
;
Stakėnas, Julius
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 217-241)
.
2022
Persistent link: https://www.econbiz.de/10013201872
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9
How do energy market shocks affect economic activity in the US under changing financial conditions?
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Roubaud, David
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 85-114)
.
2022
Persistent link: https://www.econbiz.de/10013282727
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10
The impact of monetary policy shock on stock market in the United States
Chen, Chen
- In:
Proceedings of the 5th International Conference on …
,
(pp. 801-814)
.
2022
Persistent link: https://www.econbiz.de/10013355180
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