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~language:"eng"
~language:"est"
~language:"pol"
~language:"tur"
~language:"zho"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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Gupta, Rangan
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Kurita, Takamitsu
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Giannone, Domenico
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Kang, Wensheng
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ECONIS (ZBW)
6,591
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1
Adapting to climate risk with Guaranteed credit : evidence from Bangladesh
Lane, Gregory V.
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
2
,
pp. 355-386
Persistent link: https://www.econbiz.de/10014534916
Saved in:
2
Agricultural credit guarantee scheme fund and oil palm production in Nigeria : a vector autoregressive (VAR) approach
Ogbanje, Elaigwu Christopher
;
Ihemezie, Eberechukwu Johnpaul
- In:
African journal of science, technology, innovation and …
16
(
2024
)
1
,
pp. 128-139
Persistent link: https://www.econbiz.de/10014486482
Saved in:
3
Analysis and forecast of CPI in China based on LSTM and VAR model
Feng, Hengxiang
- In:
Internet finance and digital economy : advances in …
,
(pp. 339-357)
.
2024
Persistent link: https://www.econbiz.de/10014534119
Saved in:
4
Analysis of output and output volatility connectedness of Nigeria, USA, China and India : new empirical insights from the global financial crisis versus 2016 Nigerian recession
Anthony-Orji, Onyinye I.
;
Nwodo, Ikenna Paulinus
;
Orji, …
- In:
Journal of financial economic policy
16
(
2024
)
1
,
pp. 34-59
Persistent link: https://www.econbiz.de/10014470893
Saved in:
5
Analyzing the tripartite relationship among public debt, economic growth, and political risks : a panel VAR approach
Hamouda, Abderrazek Ben
- In:
Peace economics, peace science and public policy
30
(
2024
)
1
,
pp. 77-116
Persistent link: https://www.econbiz.de/10014526568
Saved in:
6
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
7
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
8
Assessing monetary policy surprises in Japan by high frequency identification
Nakamura, Fumitaka
;
Sudo, Nao
;
Sugisaki, Yu
- In:
Journal of the Japanese and international economies : …
71
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014545461
Saved in:
9
Asymmetric effect of oil price on economic activity : evidence from Lebanon using NARDL model
Fakhreddine, Nour
;
Najia, Noura
;
Mourad, Abbas
;
Nasser, …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 258-266
Persistent link: https://www.econbiz.de/10014496206
Saved in:
10
Asymmetric impact of multifarious exchange rate shocks on stock prices : fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Odionye, Joseph Chukwudi
;
Emmanuel O, Nwosu
;
Odo, …
- In:
Journal of international trade & economic development : …
33
(
2024
)
5
,
pp. 868-902
Persistent link: https://www.econbiz.de/10014632807
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