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subject:"VAR model"
~accessRights:"restricted"
~subject:"EU-Staaten"
~subject:"Financial crisis"
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VAR model
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Gupta, Rangan
23
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ECONIS (ZBW)
1,737
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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
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2
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
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3
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
5
International financial stress spillovers during times of unconventional monetary policy interventions
Apostolakis, George N.
;
Giannellis, Nikolaos
- In:
Journal of financial stability
72
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014565254
Saved in:
6
Retirement system resiliency in the face of real-world shocks : introduction
Mitchell, Olivia S.
;
Sabelhaus, John
;
Utkus, Stephen P.
- In:
Real-world shocks and retirement system resiliency
,
(pp. 1-8)
.
2024
Persistent link: https://www.econbiz.de/10014574211
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7
Structural estimates of the South African sacrifice ratio
Gereziher, Hayelom Yrgaw
;
Nuru, Naser Yenus
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 42-61
Persistent link: https://www.econbiz.de/10014511599
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8
Exchange rate pass-through to inflation in Morocco : a structural VAR approach
Erraitab, Elmostafa
;
Benhdach, Hanane
;
Oia, Aziz
- In:
International journal of economic policy studies
18
(
2024
)
1
,
pp. 305-323
Persistent link: https://www.econbiz.de/10014511764
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9
Central bank information shocks, value gains, and value crashes
Adra, Samer
;
Menassa, Elie
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10014513774
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10
The international transmission of shocks through the lens of foreign banks in Hong Kong
Kwan, Simon H.
;
Ho, Kelvin
;
Hui, Cho H.
;
Wong, Eric T. C.
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014549827
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