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~isPartOf:"Economics letters"
~subject:"Kointegration"
~subject:"Wirtschaftswachstum"
~subject:"Ölpreis"
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Search: subject_exact:"Vector autoregressive process"
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1
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:
2
Local institutional quality and economic growth : a panel-VAR analysis of Italian NUTS-3 regions
Corradini, Carlo
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605744
Saved in:
3
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:
4
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:
5
Deciphering the causes for the post-1990 slow output recoveries
Zhang, Wen
- In:
Economics letters
176
(
2019
),
pp. 28-34
Persistent link: https://www.econbiz.de/10012121222
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6
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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7
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
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8
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
9
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
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10
Second-round effects after oil-price shocks : evidence for the euro area and Germany
Enders, Almira
;
Enders, Zeno
- In:
Economics letters
159
(
2017
),
pp. 208-213
Persistent link: https://www.econbiz.de/10011903520
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