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Search: subject_exact:"VARMA model"
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Gupta, Rangan
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91
Credit demand and supply shocks in Italy during the Great Recession
Cipollini, Andrea
;
Parla, Fabio
- In:
Applied economics
50
(
2018
)
53
,
pp. 5795-5813
Persistent link: https://www.econbiz.de/10012062911
Saved in:
92
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
93
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan : new evidence from the post-crisis period
Salachas, Evangelos
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Applied economics
50
(
2018
)
59
,
pp. 6481-6500
Persistent link: https://www.econbiz.de/10012063438
Saved in:
94
Ageing shocks and short-run regional labour market dynamics in a spatial panel VAR approach
Mitze, Timo
;
Dall Schmidt, Torben
;
Rauhut, Daniel
; …
- In:
Applied economics
50
(
2018
)
8
,
pp. 870-890
Persistent link: https://www.econbiz.de/10011848178
Saved in:
95
Transmission channels of international financial crises to African stock markets : the case of the euro sovereign debt crisis
Kablan, Sandrine Akassi
;
Kaabia, Olfa
- In:
Applied economics
50
(
2018
)
18
,
pp. 1992-2011
Persistent link: https://www.econbiz.de/10011849636
Saved in:
96
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
97
Forecasting the Australian economy with DSGE and BVAR models
Langcake, Sean
;
Robinson, Tim
- In:
Applied economics
50
(
2018
)
3
,
pp. 251-267
Persistent link: https://www.econbiz.de/10011846812
Saved in:
98
Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun
;
Kim, Sŏng-hyŏn
;
Kim, Maria H.
;
Ryu, Doojin
- In:
Applied economics
50
(
2018
)
7
,
pp. 757-773
Persistent link: https://www.econbiz.de/10011847162
Saved in:
99
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
100
Identifying terms of trade shocks in a developing country using a sign restrictions approach
Mangadi, Kagiso
;
Sheen, Jeffrey R.
- In:
Applied economics
49
(
2017
)
24
,
pp. 2298-2315
Persistent link: https://www.econbiz.de/10011817368
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