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~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Lütkepohl, Helmut"
~subject:"Cointegration"
~subject:"VAR model"
~type_genre:"Article in journal"
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Apergēs, Nikolaos
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ECONIS (ZBW)
96
Showing
1
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10
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96
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1
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
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:
4
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
5
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
Saved in:
6
Electricity consumption in Australia : the role of clean energy in reducing CO2 emissions
Ahmed, Khalid
;
Apergēs, Nikolaos
;
Bhattacharya, Madhumita
- In:
Applied economics
53
(
2021
)
48
,
pp. 5535-5548
Persistent link: https://www.econbiz.de/10012626915
Saved in:
7
The impact of COVID-19 on economic growth : evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics
53
(
2021
)
58
,
pp. 6739-6751
Persistent link: https://www.econbiz.de/10012697965
Saved in:
8
Market integration between Turkey and eurozone countries
Apergēs, Nikolaos
;
Lau, Chi Keung
;
Öğücü Şen, Fatma
; …
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
9
,
pp. 2674-2686
Persistent link: https://www.econbiz.de/10012549939
Saved in:
9
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
10
Responses of carbon emissions to corruption across Chinese provinces
Ren, Yi-Shuai
;
Ma, Chao-Qun
;
Apergēs, Nikolaos
;
Sharp, …
- In:
Energy economics
98
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012874040
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