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~person:"Filis, George"
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Search: subject:"VAR-Modell"
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VAR model
10
VAR-Modell
10
Oil price
7
Ölpreis
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Schock
5
Shock
5
Welt
5
World
5
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1997-2013
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1996-2008
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ARCH model
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Filis, George
Lütkepohl, Helmut
162
Pesaran, M. Hashem
121
Mumtaz, Haroon
101
Marcellino, Massimiliano
100
Gupta, Rangan
95
Gambetti, Luca
85
Kilian, Lutz
83
Castelnuovo, Efrem
81
Koop, Gary
80
Huber, Florian
74
Carriero, Andrea
73
Canova, Fabio
72
Chudik, Alexander
66
Caggiano, Giovanni
65
Clark, Todd E.
65
Schorfheide, Frank
65
Giannone, Domenico
64
Theodoridis, Konstantinos
60
Benati, Luca
53
Fève, Patrick
53
Österholm, Pär
53
Korobilis, Dimitris
48
Jusélius, Katarina
47
Kapetanios, George
47
Kim, So-yŏng
47
Baumeister, Christiane
45
Johansen, Søren
45
Saikkonen, Pentti
45
Smith, L. Vanessa
45
Belke, Ansgar
44
Feldkircher, Martin
42
Nielsen, Morten Ørregaard
42
Minford, Patrick
40
Chan, Joshua
39
Forni, Mario
38
Lenza, Michele
38
Peersman, Gert
38
Sala, Luca
37
Rubio-Ramírez, Juan Francisco
36
Afonso, António
35
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Economic modelling
2
Energy economics
2
Department of Economics working paper
1
International journal of computational economics and econometrics
1
International review of financial analysis
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Review of quantitative finance and accounting
1
The energy journal
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ECONIS (ZBW)
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1
The tourism and economic growth enigma : examining an ambiguous relationship through multiple prisms
Antonakakis, Nikolaos
;
Dragouni, Mina
;
Eeckels, Bruno
; …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10011982156
Saved in:
2
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
Saved in:
3
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
4
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
5
The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
Saved in:
6
Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
Energy economics
44
(
2014
),
pp. 433-447
Persistent link: https://www.econbiz.de/10010457145
Saved in:
7
Financial and monetary policy responses to oil price shocks : evidence from oil-importing and oil-exporting countries
Filis, George
;
Chatziantoniou, Ioannis
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 709-729
Persistent link: https://www.econbiz.de/10010433514
Saved in:
8
Stock market response to monetary and fiscal policy shocks : multi-country evidence
Chatziantoniou, Ioannis
;
Duffy, David
;
Filis, George
- In:
Economic modelling
30
(
2013
),
pp. 754-769
Persistent link: https://www.econbiz.de/10009708802
Saved in:
9
Macro economy, stock market and oil prices : do meaningful relationships exist among their cyclical fluctuations?
Filis, George
- In:
Energy economics
32
(
2010
)
4
,
pp. 877-886
Persistent link: https://www.econbiz.de/10008779911
Saved in:
10
VAR model training using particle swarm optimisation : evidence from macro-finance data
Filis, George
;
Kentzoglanakis, Kyriakos
;
Floros, Christos
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003984919
Saved in:
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