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~person:"Alam, Khorshed"
~person:"Gouriéroux, Christian"
~person:"Mustofa Usman"
~person:"Tschernig, Rolf"
~subject:"Impulse response function"
~subject:"Zeitreihenanalyse"
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Impulse response function
Zeitreihenanalyse
Time series analysis
14
VAR model
14
VAR-Modell
14
Estimation
11
Schätzung
11
Estimation theory
9
Schätztheorie
9
Shock
8
Causality analysis
7
Impulse Response Function
7
Kausalanalyse
7
Schock
7
Forecasting model
6
Prognoseverfahren
6
Identification
5
Structural vector autoregression
5
Granger causality
4
Structural VAR
4
impulse response function
4
Cointegration
3
Forecasting
3
Fundamental Representation
3
Induktive Statistik
3
Kointegration
3
Statistical inference
3
Structural Shocks
3
finite-horizon identification
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fractional integration
3
long-run restriction
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ARMA model
2
ARMA-Modell
2
Cayley Transform
2
Confidence intervals
2
Finite-horizon identification
2
Fractional integration
2
Granger Causality
2
Gross domestic product
2
Impulse Response Functions
2
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English
15
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Alam, Khorshed
Gouriéroux, Christian
Mustofa Usman
Tschernig, Rolf
Russel, Edwin
6
Monfort, Alain
5
Renne, Jean-Paul
5
Ricco, Giovanni
4
Zaman, Saeed
4
Allen, David E.
3
Anagnostou, Ageliki
3
Caballero, Ricardo J.
3
Chudik, Alexander
3
Gao, Jiti
3
Guidolin, Massimo
3
Khalil, Samina
3
McAleer, Michael
3
Mehmood, Naveed
3
Pedio, Manuela
3
Peng, Bin
3
Powell, Robert
3
Wamiliana, Wamiliana
3
Weber, Enzo
3
Weigand, Roland
3
Yan, Yayi
3
Ali, Faek Menla
2
Antonakakis, Nikolaos
2
Au, Cam-Duc
2
Bai, Jushan
2
Berger, David
2
Brady, Ryan R.
2
Bruder, Stefan
2
Caporale, Guglielmo Maria
2
Cavicchioli, Maddalena
2
Chaiechi, Taha
2
Chatziantoniou, Ioannis
2
Dijk, Dick van
2
Duarte, Rita
2
Engel, Eduardo
2
Eraslan, Sercan
2
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International Journal of Energy Economics and Policy : IJEEP
6
Série des documents de travail
3
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
1
Economics Letters
1
Economics letters
1
International journal of health economics and management
1
Journal of econometrics
1
The review of economic studies : RES
1
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ECONIS (ZBW)
15
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1
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1
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
2
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
3
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
4
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
5
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
6
Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
7
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
10
Health expenditure and gross domestic product : causality analysis by income level
Rana, Rezwanul Hasan
;
Alam, Khorshed
;
Gow, Jeff
- In:
International journal of health economics and management
20
(
2020
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012226485
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