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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Economics letters"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"Konjunktur"
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Search: subject_exact:"VARMA model"
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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/10012627501
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
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
5
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:
6
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
7
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509346
Saved in:
8
Inflation expectations in euro area Phillips curves
Álvarez, Luis J.
;
Correa-López, Mónica
- In:
Economics letters
195
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509986
Saved in:
9
The effect of monetary policy shocks on macroeconomic variables : evidence from the Eurozone
Murgia, Lucia M.
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500680
Saved in:
10
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
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