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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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VAR model
262
VAR-Modell
262
Estimation
88
Schätzung
88
Schock
84
Shock
84
Geldpolitik
64
Monetary policy
64
Theorie
50
Theory
50
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40
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40
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32
Wirkungsanalyse
32
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28
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27
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27
Time series analysis
25
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25
United States
25
Zeitreihenanalyse
25
Cointegration
24
Geldpolitische Transmission
24
Kointegration
24
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24
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24
Ölpreis
24
ARCH model
22
ARCH-Modell
22
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22
Forecasting model
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128
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1
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262
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Aufsatz in Zeitschrift
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262
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3
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3
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1
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English
262
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Gupta, Rangan
6
Antonakakis, Nikolaos
4
Bashar, Omar Haider Mohammad Nazmul
3
Filis, George
3
Gimet, Céline
3
Hatemi-J, Abdulnasser
3
Hur, Joonyoung
3
Mallick, Sushanta Kumar
3
Allegret, Jean-Pierre
2
Balcilar, Mehmet
2
Bekiros, Stelios
2
Brooks, Robert
2
Catik, A. Nazif
2
Chaiechi, Taha
2
Chatziantoniou, Ioannis
2
Chevallier, Julien
2
Cipollini, Andrea
2
De, Kuhelika
2
Do, Hung Xuan
2
Dungey, Mardi H.
2
Fleischer, Anne-Marie
2
Floros, Christos
2
Kempa, Bernd
2
Kukuritakēs, Minōas
2
Laopodis, Nikiforos
2
Li, Zixuan
2
Long, Shaobo
2
Mallick, Arundhati
2
Mignon, Valérie
2
Mohanty, Madhusmita
2
Moralles, Herick F.
2
Morana, Claudio
2
Morita, Hiroshi
2
Mutascu, Mihai
2
Nguyen, Duc Khuong
2
Panagiōtidēs, Theodōros
2
Papadopoulos, Athanasios P.
2
Ratti, Ronald A.
2
Rebelatto, Daisy A. N.
2
Ribba, Antonio
2
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Economic modelling
International review of financial analysis
The empirical economics letters : a monthly international journal of economics
Applied economics
195
Economics letters
164
Energy economics
159
Journal of international money and finance
132
Journal of econometrics
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of economic dynamics & control
102
International journal of forecasting
92
Journal of macroeconomics
88
Applied economics letters
87
Macroeconomic dynamics
80
Journal of applied econometrics
77
International Journal of Energy Economics and Policy : IJEEP
75
International review of economics & finance : IREF
72
Journal of monetary economics
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The North American journal of economics and finance : a journal of financial economics studies
60
Finance research letters
53
Journal of forecasting
52
Journal of banking & finance
47
European economic review : EER
46
Journal of money, credit and banking : JMCB
45
Oxford bulletin of economics and statistics
44
Open economies review
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Journal of international financial markets, institutions & money
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of Asian economics
37
Journal of policy modeling : JPMOD ; a social science forum of world issues
37
Journal of international economics
34
Research in international business and finance
33
Econometric reviews
32
Econometrics : open access journal
31
Cogent economics & finance
30
Econometric theory
30
International journal of economics and finance
30
International journal of finance & economics : IJFE
29
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ECONIS (ZBW)
262
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1
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
2
Intensity of labor shocks behind the changes in Brazilian hours worked during the pandemic
Silva, Nelson da
;
Caetano, Sidney Martins
- In:
Economic modelling
131
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014451199
Saved in:
3
Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach
Yousaf, Imran
;
Pham, Linh
;
Goodell, John W.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543916
Saved in:
4
Unravelling the credit market shocks and investment dynamics : a theoretical and empirical perspective
Zabavnik, Darja
;
Verbič, Miroslav
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543987
Saved in:
5
Do internal and external risk spillovers of the food system matter for national food security?
Hu, Xin
;
Zhu, Bo
;
Zhang, Bokai
;
Zhou, Sitong
- In:
Economic modelling
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014549179
Saved in:
6
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
7
The confidence channel of US financial uncertainty : evidence from industry-level data
Karaki, Mohamad B.
;
Rangaraju, Sandeep Kumar
- In:
Economic modelling
129
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014472145
Saved in:
8
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
9
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
10
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
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