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~subject:"Oil price"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Search: subject_exact:"Vector autoregressive process"
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Lütkepohl, Helmut
26
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Ji, Qiang
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Manera, Matteo
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
2,161
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1
Trade openness, financial development and economic growth in Lesotho : BVAR and time-varying VAR analysis
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
14
(
2024
)
3
,
pp. 66-75
Persistent link: https://www.econbiz.de/10014584507
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2
Seeking a shock haven : Hedging extreme upward oil price changes
Conlon, Thomas
;
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543955
Saved in:
3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
4
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
5
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
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6
Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries
Elsayed, Ahmed
;
Downing, Gareth
;
Lau, Chi Keung
;
Sheng, Xin
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014533344
Saved in:
7
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
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8
A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour
Robinson, Z.
- In:
Mineral economics : raw materials report
37
(
2024
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10014536700
Saved in:
9
Pass-through with volatile exchange rates and inflation targeting
Alexius, Annika
;
Holmberg, Mikaela
- In:
Review of world economics
160
(
2024
)
2
,
pp. 377-387
Persistent link: https://www.econbiz.de/10014557659
Saved in:
10
Oil price dynamics in times of uncertainty : revisiting the role of demand and supply shocks
Kumar, Abhishek
;
Mallick, Sushanta Kumar
- In:
Energy economics
129
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014558749
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