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Search: subject:"Threshold VAR"
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VAR model
60
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60
Threshold VAR
55
threshold VAR
34
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33
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32
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28
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27
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13
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10
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7
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7
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6
Ali, Faek Menla
6
Baxa, Jaromír
6
Caporale, Guglielmo Maria
6
Catik, A. Nazif
6
Helmi, Mohamad Husam
6
Slavík, Michal
6
Tajik, Mohammad
6
Reif, Magnus
5
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4
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4
Evgenidis, Anastasios
4
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4
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3
Gao, Jiti
3
Kim, Kijin
3
Lee, Donghyun
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Gök, Barış
2
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2
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2
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2
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ECONIS (ZBW)
70
EconStor
25
RePEc
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91
Dating systemic financial stress episodes in the EU countries
Duprey, Thibaut
;
Klaus, Benjamin
;
Peltonen, Tuomo
- In:
Journal of financial stability
32
(
2017
),
pp. 30-56
Persistent link: https://www.econbiz.de/10011877627
Saved in:
92
Explaining and forecasting bank loans : good times and crisis
Levieuge, Grégory
- In:
Applied economics
49
(
2017
)
8
,
pp. 823-843
Persistent link: https://www.econbiz.de/10011810899
Saved in:
93
Liquidity traps and large-scale financial crises
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Damette, Olivier
; …
- In:
Journal of economic dynamics & control
81
(
2017
),
pp. 99-114
Persistent link: https://www.econbiz.de/10011911923
Saved in:
94
Financial conditions and density forecasts for US output and inflation
Alessandri, Piergiorgio
;
Mumtaz, Haroon
- In:
Review of economic dynamics
24
(
2017
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011847185
Saved in:
95
Fiscal developments and financial stress: a
threshold
VAR
analysis
Afonso, António
;
Baxa, Jaromír
;
Slavík, Michal
-
European Central Bank
-
2011
We use a
threshold
VAR
analysis to study whether the effects of fiscal policy on economic activity differ depending on …
Persistent link: https://www.econbiz.de/10008922891
Saved in:
96
The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from
Threshold
VAR
Tkalec, Marina
-
Ekonomski Institut Zagreb
-
2011
behavior was found.
Threshold
VAR
results indicate depreciations have a stronger effect on DE than appreciations, while …
Persistent link: https://www.econbiz.de/10009371733
Saved in:
97
Fiscal developments and financial stress: a
threshold
VAR
analysis
Afonso, António
;
Baxa, Jaromír
;
Slavík, Michal
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2011
We use a
threshold
VAR
analysis to study whether the effects of fiscal policy on economic activity differ depending on …
Persistent link: https://www.econbiz.de/10009644615
Saved in:
98
Fiscal developments and financial stress: a
threshold
VAR
analysis
Afonso, António
;
Baxa, Jaromír
;
Slavík, Michal
-
2011
We use a
threshold
VAR
analysis to study whether the effects of fiscal policy on economic activity differ depending on …
Persistent link: https://www.econbiz.de/10011605365
Saved in:
99
Fiscal developments and financial stress: A
threshold
VAR
analysis
Afonso, António
;
Baxa, Jaromír
;
Slavík, Michal
-
2011
We use a
threshold
VAR
analysis to study whether the effects of fiscal policy on economic activity differ depending on …
Persistent link: https://www.econbiz.de/10010322198
Saved in:
100
The stock-bond comovements and cross-market trading
Mengling Li
;
Zheng, Huanhuan
;
Chong, Terence Tai-Leung
; …
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
Saved in:
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