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~isPartOf:"Economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Cointegration"
~subject:"EU countries"
~subject:"Impact assessment"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"VARMA model"
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Cointegration
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VAR model
207
VAR-Modell
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Estimation
68
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Lütkepohl, Helmut
4
Mishra, Tapas
3
Weber, Enzo
3
Cavicchioli, Maddalena
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Kurita, Takamitsu
2
Parhi, Mamata
2
Vergos, Konstantinos
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Österholm, Pär
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Ali, Faek Menla
1
Antonakakis, Nikolaos
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Aquilante, Tommaso
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Barrio Castro, Tomás del
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Chan, Joshua
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Cheah, Eng-Tuck
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Christou, Christina
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Economics letters
Journal of international financial markets, institutions & money
Economic modelling
76
Journal of econometrics
75
Working paper series / European Central Bank
72
Working paper
71
Applied economics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Energy economics
52
Journal of international money and finance
51
CESifo working papers
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International journal of forecasting
42
CAMA working paper series
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Journal of economic dynamics & control
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECB Working Paper
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Macroeconomic dynamics
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Discussion paper / Centre for Economic Policy Research
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Econometrics : open access journal
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European economic review : EER
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Discussion papers / CEPR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Econometric theory
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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NBER working paper series
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Causal and frequency analyses of purchasing power parity
Nagayasu, Jun
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012800602
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8
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:
9
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
10
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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