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~language:"bos"
~language:"eng"
~person:"Canova, Fabio"
~person:"Wohar, Mark E."
~subject:"Shock"
~subject:"VAR model"
~type_genre:"Article in journal"
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Shock
VAR model
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95
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89
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89
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63
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63
Capital income
60
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60
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57
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57
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Canova, Fabio
Wohar, Mark E.
Gupta, Rangan
94
Kim, So-yŏng
42
Lütkepohl, Helmut
38
Mumtaz, Haroon
33
Pesaran, M. Hashem
33
Koop, Gary
32
Marcellino, Massimiliano
30
Serletis, Apostolos
26
Kilian, Lutz
25
Huber, Florian
24
Balcilar, Mehmet
23
Kandil, Magda
23
Österholm, Pär
23
Fève, Patrick
22
Hammoudeh, Shawkat
21
Huh, Hyeon-seung
20
Tillmann, Peter
20
Tiwari, Aviral Kumar
20
Belke, Ansgar
19
Carriero, Andrea
19
Gambetti, Luca
19
Scharler, Johann
19
Castelnuovo, Efrem
18
Saikkonen, Pentti
18
Herwartz, Helmut
17
Kapetanios, George
17
Pierdzioch, Christian
17
Ratti, Ronald A.
17
Schorfheide, Frank
17
Theodoridis, Konstantinos
17
Mallick, Sushanta Kumar
16
Narayan, Paresh Kumar
16
Salisu, Afees A.
16
Zha, Tao
16
Apergēs, Nikolaos
15
Berument, Hakan
15
Clark, Todd E.
15
Devereux, Michael B.
15
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Journal of monetary economics
4
International review of economics & finance : IREF
3
Applied economics
2
Econometric reviews
2
Energy economics
2
Finance research letters
2
International journal of central banking : IJCB
2
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2
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2
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2
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2
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1
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1
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1
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1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
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1
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1
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1
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1
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1
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1
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1
Journal of international trade & economic development : an international and comparative review
1
Journal of multinational financial management
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Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the European Economic Association
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
54
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54
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
3
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
4
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
5
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
6
Mind the gap! : stylized dynamic facts and structural models
Canova, Fabio
;
Ferroni, Filippo
- In:
American economic journal
14
(
2022
)
4
,
pp. 104-135
Persistent link: https://www.econbiz.de/10014227180
Saved in:
7
Cyclically adjusted price to earnings (CAPE) ratio and the federal funds rate
Dorminey, Jack
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of economic research
26
(
2021
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10013454943
Saved in:
8
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
9
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
10
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
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