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~isPartOf:"Economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"Impact assessment"
~subject:"Share price"
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Search: subject_exact:"VARMA model"
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VAR model
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Mishra, Tapas
3
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Economics letters
Journal of international financial markets, institutions & money
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74
Applied economics
68
Working paper series / European Central Bank
63
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54
Journal of international money and finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
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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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1
International trade network and stock market connectedness : evidence from eleven major economies
You, Kefei
;
Chinthalapati, V. L. Raju
;
Mishra, Tapas
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494817
Saved in:
2
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
3
Modelling monetary policy's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
4
Crisis sentiment and banks' stock price crash risk : a missing piece of the puzzle?
Tzomakas, Christos
;
Anastasiou, Dimitrios
;
Katsafados, …
- In:
Journal of international financial markets, …
87
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014482833
Saved in:
5
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
6
Regional effects of monetary policy in the U.S. : an empirical re-assessment
Pizzuto, Pietro
- In:
Economics letters
190
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012228117
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7
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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
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9
Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai
;
Yang, Yang
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
Saved in:
10
Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
Nilavongse, Rachatar
;
Rubaszek, Michał
;
Uddin, …
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500366
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