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subject:"VAR model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~type_genre:"Article in journal"
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Search: subject_exact:"External disturbance"
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VAR model
Schock
49
Shock
49
VAR-Modell
21
Estimation
17
Schätzung
17
Financial crisis
15
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15
USA
13
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Geldpolitik
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ARCH model
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Ahelegbey, Daniel Felix
1
Al Rababa'a, Abdel Razzaq
1
Balke, Nathan S.
1
Bracke, Thierry
1
Cai, Mei-Ling
1
Calmès, Christian
1
Cepni, Oguzhan
1
Chen, Zhang-HangJian
1
Fidora, Michael
1
Flavin, Thomas J.
1
Giudici, Paolo
1
Gong, Xu
1
Guevara, Carlos
1
Gupta, Rangan
1
Hamori, Shigeyuki
1
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1
Istiak, Khandokar
1
Jang, Bosung
1
Jiang, Yong
1
Kido, Yosuke
1
Kim, Hyeongwoo
1
Li, Sai-Ping
1
Liu, Cenjie
1
Maier, Philipp
1
McMillan, David G.
1
Ngene, Geoffrey M.
1
Ong, Sheue Li
1
Perez Rodriguez, Gabriel
1
Ren, Fei
1
Satō, Kiyotaka
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Sheenan, Lisa
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So, Inhwan
1
Théoret, Raymond
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Tian, Shuairu
1
Tong, Eric
1
Ur Rehman, Mobeen
1
Vasishtha, Garima
1
Wen, Fenghua
1
Xie, Rui
1
Yamamoto, Shugo
1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
74
Economic modelling
70
Applied economics
68
Journal of international money and finance
56
Economics letters
54
Journal of economic dynamics & control
46
Journal of macroeconomics
45
Journal of monetary economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Macroeconomic dynamics
32
International review of economics & finance : IREF
31
European economic review : EER
30
Applied economics letters
29
Journal of money, credit and banking : JMCB
24
Journal of applied econometrics
21
Journal of international economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Finance research letters
18
International Journal of Energy Economics and Policy : IJEEP
18
Open economies review
18
Journal of econometrics
15
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Quantitative economics : QE ; journal of the Econometric Society
14
Journal of Asian economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of policy modeling : JPMOD ; a social science forum of world issues
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Emerging markets, finance and trade : EMFT
11
Journal of international financial markets, institutions & money
11
Journal of banking & finance
10
Journal of the European Economic Association
10
Oxford bulletin of economics and statistics
10
The review of economics and statistics
10
Economic systems
9
Economies : open access journal
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
The B.E. journal of macroeconomics
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
Saved in:
9
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
10
The role of credit supply shocks in pacific alliance countries : a TVP-VAR-SV approach
Guevara, Carlos
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012657024
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