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~isPartOf:"Applied economics letters"
~subject:"VAR model"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Vector autoregressive process"
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VAR model
Wirtschaftswachstum
VAR-Modell
85
Estimation
31
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28
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28
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28
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Aufsatz in Zeitschrift
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Gupta, Rangan
3
Soave, Gian Paulo
3
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2
Gomes, Fábio A.
2
Hatemi-J, Abdulnasser
2
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Applied economics letters
Applied economics
193
Economic modelling
193
Economics letters
164
Energy economics
156
Journal of international money and finance
126
Journal of econometrics
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of economic dynamics & control
101
International journal of forecasting
89
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86
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75
International Journal of Energy Economics and Policy : IJEEP
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of Asian economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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34
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Econometric theory
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International journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
3
The propagation of public health spending shocks
Atems, Bebonchu
;
Mette, Jehu
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 102-106
Persistent link: https://www.econbiz.de/10014448251
Saved in:
4
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
5
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
6
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
7
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
8
Quantitative easing and systemic risk in the post-Lehman era
Karfakis, Costas I.
;
Karfakis, Ioannis
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1134-1138
Persistent link: https://www.econbiz.de/10014303748
Saved in:
9
On the government consumption multipliers evolvement over time : an SVAR analysis
Bentour, El Mostafa
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1612-1617
Persistent link: https://www.econbiz.de/10014304575
Saved in:
10
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
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