Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~person:"Barrio Castro, Tomás del"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Time series analysis
2
VAR-Modell
2
Zeitreihenanalyse
2
Börsenkurs
1
Capital income
1
Capital market returns
1
Deterministic seasonal features
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Mixed frequency VARs
1
Oil market
1
Oil market shocks
1
Oil price
1
Prognoseverfahren
1
Saisonale Schwankungen
1
Schock
1
Schätzung
1
Seasonal variations
1
Share price
1
Shock
1
Stock returns
1
Theorie
1
Theory
1
Time-varying parameter VAR
1
USA
1
United States
1
Volatility
1
Volatilität
1
Ölmarkt
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Barrio Castro, Tomás del
Marcellino, Massimiliano
Cavicchioli, Maddalena
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Krippner, Leo
2
Kurita, Takamitsu
2
Lütkepohl, Helmut
2
Weber, Enzo
2
Österholm, Pär
2
Ali, Faek Menla
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Burbidge, John B.
1
Camacho, Maximo
1
Camba-Méndez, Gonzalo
1
Chan, Joshua
1
Cheah, Eng-Tuck
1
Chen, Wenjuan
1
Choi, Chi-young
1
Chudik, Alexander
1
Do, Hung Xuan
1
Eisenstat, Eric
1
Eraslan, Sercan
1
Foroni, Claudia
1
Gefang, Deborah
1
Gordon, Grey
1
Gupta, Rangan
1
Guérin, Pierre
1
Götz, Thomas B.
1
Izzeldin, Marwan
1
Jiang, Yu
1
Kam, Timothy
1
Karmakar, Sayar
1
Klein, Mathias
1
Koop, Gary
1
Lee, Taewook
1
Li, Zhenxiong
1
Liao, Wenting
1
Linnemann, Ludger
1
more ...
less ...
Published in...
All
Economics letters
Discussion papers / CEPR
7
Federal Reserve Bank of Cleveland working paper series
5
Journal of econometrics
4
International journal of forecasting
3
Discussion paper / Centre for Economic Policy Research
2
Journal of applied econometrics
2
Temi di discussione / Banca d'Italia
2
Working paper
2
Discussion paper
1
EUI working paper
1
FRB of Cleveland Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper series : working paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
2
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
