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Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10003934481
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku; Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010358974
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Estimating the price markup in the new Keynesian Model
Andreasen, Martin Møller; Dang, Mads - 2019
Persistent link: https://www.econbiz.de/10011991269
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico; Santucci de Magistris, Paolo - 2013
Persistent link: https://www.econbiz.de/10010226857
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Santucci de Magistris, Paolo; Carlini, Federico - 2014
Persistent link: https://www.econbiz.de/10010433250
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A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - 2014
Persistent link: https://www.econbiz.de/10010394599
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A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.; Nielsen, Morten Ørregaard; … - 2014
Persistent link: https://www.econbiz.de/10010394610
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Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren; Nielsen, Morten Ørregaard - 2018
Persistent link: https://www.econbiz.de/10011864979
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The New Keynesian model and bond yields
Andreasen, Martin Møller - 2021
Persistent link: https://www.econbiz.de/10012433979
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Global hemispheric temperature trends and co–shifting : a shifting mean vector autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - 2012
Persistent link: https://www.econbiz.de/10009785773