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VAR model
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Estimation
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8
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8
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7
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1
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International journal of economics and finance
Applied economics
196
Economic modelling
194
Working paper series / European Central Bank
185
Working paper
182
Economics letters
165
Energy economics
159
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
138
Journal of international money and finance
133
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
102
International journal of forecasting
92
Working paper / National Bureau of Economic Research, Inc.
91
Applied economics letters
88
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88
NBER working paper series
88
ECB Working Paper
83
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80
International Journal of Energy Economics and Policy : IJEEP
78
Journal of applied econometrics
77
International review of economics & finance : IREF
72
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70
Discussion papers / Deutsches Institut für Wirtschaftsforschung
70
NBER Working Paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
54
Finance research letters
53
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52
IMF Working Paper
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Analysis of portfolio choices and VaR model : evidence from the Lebanese market
Hilal, Maria
- In:
International journal of economics and finance
7
(
2015
)
10
,
pp. 74-90
Persistent link: https://www.econbiz.de/10011376069
Saved in:
2
An empirical analysis of the monetary transmission mechanism of developing economies : evidence from Ghana
Nyumuah, Felix S.
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 72-83
Persistent link: https://www.econbiz.de/10011859959
Saved in:
3
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
4
Analysis on the impact of short-term international capital flows on Chinese stock market on the basis of VAR model
Wu, Ning
- In:
International journal of economics and finance
10
(
2018
)
8
,
pp. 77-83
Persistent link: https://www.econbiz.de/10011905203
Saved in:
5
Macroeconomic and financial shocks in African Franc zone : exploring the nexus with vector autoregression
Tchouassi, Gérard
;
Ngwen, Ngangue
- In:
International journal of economics and finance
9
(
2017
)
1
,
pp. 145-161
Persistent link: https://www.econbiz.de/10011617828
Saved in:
6
Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
Saved in:
7
Causal nexus between billing efficiency and economic growth in India : an analysis using vector autoregression
Mohanty, Asit Ranjan
;
Chaturvedi, Devtosh
;
Patra, …
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 184-193
Persistent link: https://www.econbiz.de/10011642356
Saved in:
8
RMB exchange rate and China's economic growth : the empirical analysis from a structural VAR model
Su, Cancan
;
Wu, Jia
- In:
International journal of economics and finance
9
(
2017
)
7
,
pp. 189-199
Persistent link: https://www.econbiz.de/10011713868
Saved in:
9
Monetary policy and output growth forecasting in a SVAR perspective
Kutu, Adebayo Augustine
;
Akinola, Gbenga Wilfred
; …
- In:
International journal of economics and finance
8
(
2016
)
7
,
pp. 71-93
Persistent link: https://www.econbiz.de/10011522983
Saved in:
10
May monetary transmission lags have a role in missing inflation targets in Turkey? : cointegration tests with structural breaks and structural VAR analysis
Bulut, Umit
- In:
International journal of economics and finance
8
(
2016
)
4
,
pp. 93-103
Persistent link: https://www.econbiz.de/10011456414
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