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~isPartOf:"CREATES research paper"
~isPartOf:"Economics letters"
~subject:"Bayes-Statistik"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"Konjunktur"
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Search: subject_exact:"VARMA model"
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VAR model
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205
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75
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75
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63
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Johansen, Søren
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Nielsen, Morten Ørregaard
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Castelnuovo, Efrem
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Kurita, Takamitsu
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CREATES research paper
Economics letters
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89
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69
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61
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54
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47
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ECONIS (ZBW)
83
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Uncertainty shocks and unemployment dynamics
Kandoussi, Malak
;
Langot, François
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470565
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
6
A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
-
2018
Persistent link: https://www.econbiz.de/10011946422
Saved in:
7
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
8
Uncertainty shocks and inflation dynamics in the US
Haque, Qazi
;
Magnusson, Leandro M.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607228
Saved in:
9
Does the credit supply shock have asymmetric effects on macroeconomic variables?
Colombo, Valentina
;
Paccagnini, Alessia
- In:
Economics letters
188
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012227834
Saved in:
10
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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