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Search: subject:"Time-varying parameter vector autoregression"
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VAR model
14
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14
Welt
8
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8
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6
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6
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5
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5
Time-varying parameter vector autoregression
5
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4
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4
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4
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time-varying parameter vector autoregression
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Alqaralleh, Huthaifa
2
Canepa, Alessandra
2
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2
Feldkircher, Martin
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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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
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1
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IMES Discussion Paper Series
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ECONIS (ZBW)
17
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2
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1
Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications
Mensi, Waild
;
Gubareva, Mariya
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-27
employing a
time-varying
parameter
vector
autoregression
approach. We fnd that lower and upper quantile spillovers are higher …
Persistent link: https://www.econbiz.de/10014547078
Saved in:
2
Time-varying fiscal multipliers for South Africa: A large
time-varying
parameter
vector
autoregression
approach
Du Rand, Gideon
;
Hollander, Hylton
;
Van Lill, Dawie
-
2023
by using a large
time-varying
parameter
vector
autoregression
approach estimated with Bayesian methods. We argue for an …
Persistent link: https://www.econbiz.de/10014477472
Saved in:
3
Time-varying fiscal multipliers for South Africa : a large
time-varying
parameter
vector
autoregression
approach
Du Rand, Gideon
;
Hollander, Hylton
;
Van Lill, Dawie
-
2023
by using a large
time-varying
parameter
vector
autoregression
approach estimated with Bayesian methods. We argue for an …
Persistent link: https://www.econbiz.de/10014336362
Saved in:
4
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
5
Emotional spillovers in the cryptocurrency market
Chowdhury, Md Iftekhar Hasan
;
Hasan, Mudassar
;
Bouri, Elie
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014526450
Saved in:
6
Analysis of the Trinidad & Tobago Mutual Fund Industry using a
Time
Varying
Parameter
Vector
Autoregression
(TVP-VAR) methodology
Dhanessar, Alon
;
Edwards, Stefan
;
Ramlogan, Avinash
-
2021
Persistent link: https://www.econbiz.de/10012802849
Saved in:
7
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
8
Dynamic connectedness between energy markets and cryptocurrencies : evidence from the Covid-19 pandemic
Harasheh, Murad
;
Bouteska, Ahmed
;
Hammad, May H.
- In:
The journal of energy markets
16
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014484998
Saved in:
9
Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
-
2022
Persistent link: https://www.econbiz.de/10013366320
Saved in:
10
Dynamic dependence between main-byproduct metals and the role of clean energy market
Song, Huiling
;
Wang, Chang
;
Lei, Xiaojie
;
Zhang, Hongwei
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203251
Saved in:
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