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~person:"Claeys, Peter"
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Search: subject_exact:"Vector autoregressive model"
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Claeys, Peter
Lütkepohl, Helmut
162
Pesaran, M. Hashem
120
Mumtaz, Haroon
98
Gupta, Rangan
97
Marcellino, Massimiliano
97
Gambetti, Luca
84
Castelnuovo, Efrem
81
Kilian, Lutz
81
Koop, Gary
80
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71
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69
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69
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65
Clark, Todd E.
65
Schorfheide, Frank
62
Theodoridis, Konstantinos
59
Chudik, Alexander
58
Giannone, Domenico
56
Fève, Patrick
53
Nielsen, Morten Ørregaard
52
Johansen, Søren
51
Österholm, Pär
49
Korobilis, Dimitris
48
Kim, So-yŏng
47
Saikkonen, Pentti
46
Jusélius, Katarina
45
Kapetanios, George
45
Benati, Luca
44
Baumeister, Christiane
42
Belke, Ansgar
41
Smith, L. Vanessa
40
Chan, Joshua
39
Feldkircher, Martin
37
Forni, Mario
37
Lenza, Michele
37
Peersman, Gert
36
Sala, Luca
36
Bjørnland, Hilde Christiane
34
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ECONIS (ZBW)
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1
Transmission of uncertainty shocks: learning from heterogeneous responses on a panel of EU countries
Claeys, Peter
;
Vašíček, Bořek
-
2017
Persistent link: https://www.econbiz.de/10011816332
Saved in:
2
Transmission of uncertainty shocks : learning from heterogeneous responses on a panel of EU countries
Claeys, Peter
;
Vašíček, Bořek
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 62-83
Persistent link: https://www.econbiz.de/10012322285
Saved in:
3
Spillover of the ECB's monetary policy outside the Euro area : how different is conventional from unconventional policy?
Babeckaja-Kucharcǔk, Oksana A.
;
Claeys, Peter
;
Bořek, …
-
2014
Persistent link: https://www.econbiz.de/10010506977
Saved in:
4
Measuring sovereign bond spillover in Europe and the impact of rating news
Claeys, Peter
;
Vašíček, Bořek
-
2012
Persistent link: https://www.econbiz.de/10009704565
Saved in:
5
Spillover of the ECB's monetary policy outside the euro area : how different is conventional from unconventional policy?
Babeckaja-Kucharcǔk, Oksana A.
;
Claeys, Peter
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
38
(
2016
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10011660942
Saved in:
6
Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach
Claeys, Peter
;
Vašíček, Bořek
- In:
The journal of network theory in finance
1
(
2015
)
4
,
pp. 27-72
Persistent link: https://www.econbiz.de/10011449789
Saved in:
7
Monetary and budgetary policy interaction : an SVAR analysis of stabilization policies in monetary union
Claeys, Peter
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002126961
Saved in:
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