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Search: subject:"Threshold VAR"
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Shock
VAR model
60
VAR-Modell
60
Threshold VAR
55
threshold VAR
34
Schätzung
33
Estimation
32
Schock
28
Financial crisis
20
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20
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20
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20
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18
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18
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16
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16
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14
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13
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13
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13
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12
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11
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11
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11
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11
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11
uncertainty
11
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9
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9
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9
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8
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8
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8
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8
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8
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8
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7
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27
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Castelnuovo, Efrem
3
Pellegrino, Giovanni
3
Allegret, Jean-Pierre
2
Evgenidis, Anastasios
2
Jackson, Laura
2
Kliesen, Kevin L.
2
Mumtaz, Haroon
2
Owyang, Michael T.
2
Afonso, António
1
Alessandri, Piergiorgio
1
Allegret, Audrey
1
Arisara Romyen
1
Awijen, Haithem
1
Baranova, Vasilisa
1
Baxa, Jaromír
1
Caggiano, Giovanni
1
Catik, A. Nazif
1
Chong, Terence Tai-Leung
1
Cárdenas-Hurtado, Camilo Alberto
1
Damette, Olivier
1
Esady, Vania
1
Franta, Michal
1
Garavito-Acosta, Aaron Levi
1
Hammami, Sami
1
Huang, Zongye
1
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1
Jia, Bijie
1
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1
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1
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1
Libich, Jan
1
Liu, Jianxu
1
Liu, Ping
1
Loermann, Julius
1
Loermann, Julius Ferdinand
1
Ma, Chaoqun
1
Mengling Li
1
Orhan, Ayhan
1
Parent, Antoine
1
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1
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Finance research letters
1
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1
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1
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1
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1
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1
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1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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ECONIS (ZBW)
27
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27
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1
Holding the economy by the tail: analysis of short- and long-run macroeconomic risks
Franta, Michal
;
Libich, Jan
-
2021
Persistent link: https://www.econbiz.de/10012618211
Saved in:
2
The real consequences of financial stress : evidence from China
Hueng, C. James
;
Liu, Ping
;
Wang, Lirong
- In:
Journal of the Asia Pacific economy
28
(
2023
)
3
,
pp. 855-872
Persistent link: https://www.econbiz.de/10014323682
Saved in:
3
Asymmetries in exchange rate pass-through in Turkey : a
threshold
VAR
analysis
Türel, Meryem
;
Orhan, Ayhan
- In:
Prague economic papers : a bimonthly journal of …
31
(
2022
)
3/4
,
pp. 276-295
Persistent link: https://www.econbiz.de/10013396151
Saved in:
4
Export-output growth nexus using
threshold
VAR
and VEC models : empirical evidence from Thailand
Arisara Romyen
;
Liu, Jianxu
;
Songsak Sriboonchitta
- In:
Economies : open access journal
7
(
2019
)
2/60
,
pp. 1-16
. During business cycles, the export-output characteristics in economic cycles can be classified by the two-
threshold
VAR
and …
Persistent link: https://www.econbiz.de/10012021578
Saved in:
5
Real and nominal effects of monetary shocks under time-varying disagreement
Esady, Vania
-
2019
a
threshold
VAR
. Empirically, I establish that during times of high disagreement, prices respond more sluggishly in …
Persistent link: https://www.econbiz.de/10012124866
Saved in:
6
Non-linear effects of oil shocks on stock prices
Mumtaz, Haroon
;
Pirzada, Ahmed
;
Theodoridis, Konstantinos
-
2018
This paper uses a panel
Threshold
VAR
model to estimate the regime-dependent impact of oil shocks on stock prices. We …
Persistent link: https://www.econbiz.de/10011895018
Saved in:
7
Asymmetric effects of terms of trade shocks on tradable and non-tradable investment rates : the Colombian case
Cárdenas-Hurtado, Camilo Alberto
;
Garavito-Acosta, …
-
2018
Persistent link: https://www.econbiz.de/10011944465
Saved in:
8
The impact of CHF/EUR exchange rate uncertainty on swiss exports to the Eurozone : evidence from a
threshold
VAR
1
Loermann, Julius Ferdinand
-
2018
uncertainty, while the densities' skewness serves as a measure of directional expectations. Within a nonlinear
threshold
VAR
…
Persistent link: https://www.econbiz.de/10011946988
Saved in:
9
The nonlinear effects of uncertainty shocks
Jackson, Laura
;
Kliesen, Kevin L.
;
Owyang, Michael T.
-
2018
Persistent link: https://www.econbiz.de/10011950514
Saved in:
10
The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone : evidence from a
threshold
VAR
Loermann, Julius
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1363-1385
Persistent link: https://www.econbiz.de/10012490550
Saved in:
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