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Search: subject:"Vector autoregressive (VAR)"
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18
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vector autoregressive (VAR) model
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1
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1
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1
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ECONIS (ZBW)
20
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1
Price leadership and asynchronous movements of multi-market listed stocks
Dzhambova, Krastina
;
Tao, Ran
;
Yuan, Yuan
- In:
International review of financial analysis
79
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349943
Saved in:
2
Some considerations about tourist arrivals and the COVID-19 pandemic : evidence from Slovenia and Croatia
Gričar, Sergej
;
Šugar, Violeta
;
Baldigara, Tea
- In:
Economic research
35
(
2022
)
1,6
,
pp. 6801-6819
Persistent link: https://www.econbiz.de/10014428302
Saved in:
3
Measuring the dynamics of Czech Republic output connectedness with the global economy
Ogbuabor, Jonathan Emenike
- In:
Ekonomický časopis : časopis pre ekonomickú …
67
(
2019
)
10
,
pp. 1070-1089
Persistent link: https://www.econbiz.de/10012156368
Saved in:
4
Short-run and long-run effects of copper mining on peru’s recent economic growth
Larios-Meoño, J. Fernando
;
Mougenot, Benoit
; …
- In:
International advances in economic research
27
(
2021
)
2
,
pp. 131-145
Persistent link: https://www.econbiz.de/10012615000
Saved in:
5
Vector autoregressive model and analysis
Akkaya, Murat
- In:
Handbook of research on emerging theories, models, and …
,
(pp. 197-214)
.
2021
The aim of this study is to explain
vector
autoregressive
(
VAR
) models and Granger causality. VAR is an econometric …
Persistent link: https://www.econbiz.de/10012604209
Saved in:
6
Interest rate volatility and sudden stops : an empirical investigation
Reyes-Heroles, Ricardo
;
Tenorio, Gabriel
-
2017
-
This draft: June 2017
Using a multi-country regime-switching
vector
autoregressive
(
VAR
) model we document the existence of two regimes in …
Persistent link: https://www.econbiz.de/10011709761
Saved in:
7
From data to causes I: building a general cross-lagged panel model (GCLM)
Zyphur, Michael J.
;
Allison, Paul D.
;
Tay, Louis
; …
- In:
Organizational research methods : ORM
23
(
2020
)
4
,
pp. 651-687
Persistent link: https://www.econbiz.de/10012289293
Saved in:
8
Sensitivity to sentiment: news vs social media
Gan, Baoqing
;
Alexeev, Vitali
;
Bird, Ron
;
Yeung, Danny
- In:
International review of financial analysis
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012299092
Saved in:
9
Tourism, instability and regional interdependency : evidence from the Eastern-Mediterranean
Theocharous, Antonis L.
;
Zopiatis, Anastasios
; …
- In:
Defence and peace economics
31
(
2020
)
3
,
pp. 245-268
Persistent link: https://www.econbiz.de/10012200660
Saved in:
10
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
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