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~language:"eng"
~subject:"VAR-Modell"
~type_genre:"Book section"
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VAR-Modell
VAR model
282
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68
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48
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48
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Girardi, Alessandro
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5
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4
Jusélius, Katarina
4
Schwarzbauer, Wolfgang
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3
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2
Adeyemi, Semiu Babatunde
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Altig, David
2
Assenmacher-Wesche, Katrin
2
Babula, Ronald Alexander
2
Canova, Fabio
2
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2
Chen, Shi
2
Christiano, Lawrence J.
2
Curci, Roberto
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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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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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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2
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2
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
11
The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis
8
Essays in honour of Fabio Canova
5
Four essays on Markov-switching DSGE and Markov-switching VAR models
4
Advances in applied economics, business and development
3
Essays on financial structure and monetary transmission in Europe
3
Money, monetary policy, and transmission mechanisms : proceedings of a conference held by the Bank of Canada, November 1999
3
Swiss National Bank - Fed Cleveland Workshop on Monetary Economics : wissenschaftliche Tagungen ; die Schweizerische Nationalbank hat am 2. und 3. Juli 2002 in Zürich gemeinsam mit der Federal Reserve Bank of Cleveland eine Konferenz über monetäre Ökonomie durchgeführt
3
Accounting for time-varying and nonlinear relationships in macroeconometric models
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
2
Applications of artificial intelligence in finance and economics
2
Applied economics, business and development
2
Bank lending, banking and financial developments
2
China's rise and internationalization : regional and global challenges and impacts
2
Curbing the global economic downturn : Southeast Asian macroeconomic policy
2
Econometric measures of financial risk in high dimensions
2
Econometric techniques and macroeconomics
2
Economic issues in SAARC context
2
Essays in honor of Cheng Hsiao
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Essays in monetary economics and applied econometrics
2
Essays in nonlinear time series econometrics
2
Essays on fixed income and inflation forecasting
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Fiscal indicators : papers presented at the Banca d'Italia Workshop held in Perugia, 30 March - 1 April, 2006
2
Global linkages and economic rebalancing in East Asia
2
Growth and cycle in the Euro-zone
2
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
2
Handbook of research methods and applications in empirical macroeconomics
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Housing markets in Europe : a macroeconomic perspective
2
Ifo survey data in business cycle and monetary policy analysis
2
Latin American financial markets : developments in financial innovations
2
Macroeconometric studies of private consumption, government debt and real exchange rates
2
Macroeconomic forecasting in the era of big data : theory and practice
2
Macroeconomic models and forecasts for Austria : November 11 to 12, 2004
2
Modelling aspects of the inflation process and the monetary transmission mechanism in emerging market countries
2
Monetary policy in a changing environment : [Autumn Central Bank Economists' Meeting]
2
New directions in macromodelling
2
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ECONIS (ZBW)
282
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1
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
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2
Extreme return connectedness between DeFi tokens and traditional financial markets : an entrepreneurial perspective
Gunay, Samet
;
Muhammed, Shahnawaz
;
Kirimhan, Destan
; …
- In:
Decentralized Finance : The Impact of Blockchain-Based …
,
(pp. 31-50)
.
2024
Persistent link: https://www.econbiz.de/10014477803
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3
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
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4
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
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5
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
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6
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
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7
The strategic allocation and sustainability of central bank investments
Di Zio, Davide
;
Fanari, Marco
;
Letta, Simone
;
Perez, Tommaso
- In:
Financial Risk Management and Climate Change Risk : The …
,
(pp. 199-222)
.
2023
Persistent link: https://www.econbiz.de/10014369694
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8
Investor attention and Bitcoin trading behaviors
Wang Chun Wei
;
Koutmos, Dimitrios
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 87-116)
.
2023
Persistent link: https://www.econbiz.de/10014338803
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9
Capital, liquidity, profitability, and credit risk nexus : a panel VAR study on selected developing countries
Ariefianto, Mochammad Doddy
;
Trinugroho, Irwan
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 149-164)
.
2023
Persistent link: https://www.econbiz.de/10014462358
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10
Analysing the asymmetric effect of oil price shock on inflationary at the aggregate and disaggregated levels in Malaysia
Wong, Hock Tsen
;
Kasim Mansur
;
Qi, Cheong Jia
- In:
Eurasian Business and Economics Perspectives : …
,
(pp. 233-249)
.
2023
Persistent link: https://www.econbiz.de/10014436542
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