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~isPartOf:"International review of economics & finance : IREF"
~subject:"Cointegration"
~subject:"Geldpolitik"
~subject:"Geldpolitische Transmission"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"VARMA model"
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Cointegration
Geldpolitik
Geldpolitische Transmission
VAR model
VAR-Modell
72
Schock
31
Shock
31
Estimation
25
Schätzung
25
Impact assessment
16
Monetary policy
16
Oil price
16
Wirkungsanalyse
16
Ölpreis
16
China
13
Spillover effect
13
Spillover-Effekt
13
Volatility
13
Volatilität
13
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8
EU countries
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EU-Staaten
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Theorie
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United States
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Börsenkurs
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SVAR
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Welt
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World
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Bayes-Statistik
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Bayesian inference
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Aufsatz in Zeitschrift
Hochschulschrift
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72
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English
72
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Gupta, Rangan
3
Kim, Won Joong
3
Hammoudeh, Shawkat
2
Jin, Jang Cheong
2
Kang, Sang Hoon
2
Kim, Hyeongwoo
2
Mensi, Walid
2
Racicot, François-Éric
2
Sun, Yuchen
2
Théoret, Raymond
2
Umar, Zaghum
2
Wang, Gang-Jin
2
Wohar, Mark E.
2
Zhang, Chengsi
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Adarov, Amat
1
Adekoya, Oluwasegun B.
1
Aharon, David Y.
1
Ahmad, A. H.
1
Al-Yahyaee, Khamis Hamed
1
Ali, Shoaib
1
Allen, David E.
1
An, Henry
1
Balcilar, Mehmet
1
Beckmann, Joscha
1
Behl, Abhishek
1
Bonsu, Christiana Osei
1
Boughrara, Adel
1
Breitenlechner, Max
1
Burns, Kelly
1
Byun, Suk Joon
1
Cai, Xiaojing
1
Cai, Yifei
1
Cavallo, Antonella
1
Cepni, Oguzhan
1
Cha, Baekin
1
Chan, Jennifer So-Kuen
1
Chan, Ying Tung
1
Chavali, Kavita
1
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International review of economics & finance : IREF
Applied economics
195
Economic modelling
194
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
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
International review of financial analysis
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
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ECONIS (ZBW)
72
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1
Extreme connectedness between NFTs and US equity market : a sectoral analysis
Ali, Shoaib
;
Umar, Muhammad
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 299-315
Persistent link: https://www.econbiz.de/10014492150
Saved in:
2
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
3
The changing dynamics of crypto mining and environmental impact
Kumari, Pooja
;
Mamidala, Vasanthi
;
Chavali, Kavita
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 940-953
Persistent link: https://www.econbiz.de/10014446611
Saved in:
4
Monetary policy in China : a Factor Augmented VAR approach
Yemba, Boniface
;
Kitenge, Erick
;
Tang, Biyan
;
Gaekwad, …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 975-1008
Persistent link: https://www.econbiz.de/10014446613
Saved in:
5
Using stock prices to help identify unconventional monetary policy shocks for external instrument SVAR
Ma, Liang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1234-1247
Persistent link: https://www.econbiz.de/10014446621
Saved in:
6
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
7
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
8
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
9
Exogenous oil supply shocks and global agricultural commodity prices : the role of biofuels
Yanfeng, Wei
;
Qiu, Feng
;
An, Henry
;
Zhang, Xindong
;
Li, …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 394-414
Persistent link: https://www.econbiz.de/10014534913
Saved in:
10
Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks
Chen, Zhang-HangJian
;
Zhao, Shou-Yu
;
Song, Huai-Bing
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 626-645
Persistent link: https://www.econbiz.de/10014534941
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