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subject:"VAR model"
~isPartOf:"Journal of economic dynamics & control"
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VAR model
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Lütkepohl, Helmut
4
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Journal of economic dynamics & control
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CESifo working papers
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61
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55
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The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
32
Asymmetries and Markov-switching structural VAR
Karamé, Frédéric
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011526861
Saved in:
33
Inventory behavior with permanent sales shocks
Maccini, Louis J.
;
Moore, Bartholomew John
;
Schaller, …
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 290-313
Persistent link: https://www.econbiz.de/10011526965
Saved in:
34
Borrowing constraints, collateral fluctuations, and the labor market
Garín, Julio
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 112-130
Persistent link: https://www.econbiz.de/10011574601
Saved in:
35
Understanding the effect of technology shocks in SVARs with long-run restrictions
Chaudourne, Jeremy
;
Fève, Patrick
;
Guay, Alain
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 154-172
Persistent link: https://www.econbiz.de/10010424970
Saved in:
36
Understanding the effect of technology shocks in SVARs with long-run restrictions
Chaudourne, Jeremy
;
Fève, Patrick
;
Guay, Alain
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 154-153
Persistent link: https://www.econbiz.de/10010424975
Saved in:
37
R&D and aggregate fluctuations
Artuc, Erhan
;
Pourpourides, Panayiotis M.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 54-71
Persistent link: https://www.econbiz.de/10010485934
Saved in:
38
Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
Saved in:
39
Changes in the effects of monetary policy on disaggregate price dynamics
Baumeister, Christiane
;
Liu, Philip
;
Mumtaz, Haroon
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 543-560
Persistent link: https://www.econbiz.de/10009710496
Saved in:
40
Fiscal policy in good and bad times
Candelon, Bertrand
;
Lieb, Lenard
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2679-2694
Persistent link: https://www.econbiz.de/10010348110
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