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VAR model
61
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impulse response functions
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ECONIS (ZBW)
106
RePEc
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Other ZBW resources
6
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1
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
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2
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
3
Pandemics and economic turmoil in the short-run : the role of fiscal space
Jalles, João Tovar
- In:
The world economy : the leading journal on …
47
(
2024
)
1
,
pp. 169-187
Persistent link: https://www.econbiz.de/10014478129
Saved in:
4
Macroeconomic effects of demand and supply shocks in the global oil price on the Vietnamese economy
Thuy Hang Duong
- In:
International journal of energy sector management
18
(
2024
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014461574
Saved in:
5
From policy stringency to environmental resilience : unraveling the dose-response dynamics of environmental parameters in OECD countries
Kazi Sohag
;
Islam, Md. Monirul
;
Hammoudeh, Shawkat
- In:
Energy economics
134
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015047145
Saved in:
6
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
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7
Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies
Yunus, Nafeesa
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014326307
Saved in:
8
Oil market shocks and financial instability in Asian countries
Dagher, Leila
;
Hasanov, Fakhri J.
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 182-195
Persistent link: https://www.econbiz.de/10014343103
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9
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
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10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
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