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Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model
Eickmeier, Sandra - In: Journal of applied econometrics 24 (2009) 6, pp. 933-959
Persistent link: https://www.econbiz.de/10003886934
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Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - In: Journal of applied econometrics 22 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
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The transmission mechanism in a changing world
Artis, Michael J.; Galvão, Ana Beatriz C.; Marcellino, … - In: Journal of applied econometrics 22 (2007) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
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Euro corporate bond risk factors
Castagnetti, Carolina; Rossi, Eduardo - In: Journal of applied econometrics 28 (2013) 3, pp. 372-391
Persistent link: https://www.econbiz.de/10009756516
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Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data
Bańbura, Marta; Modugno, Michele - In: Journal of applied econometrics 29 (2014) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10010414234
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In search of the transmission mechanism of fiscal policy in the Euro Area
Fève, Patrick; Sahuc, Jean-Guillaume - In: Journal of applied econometrics 32 (2017) 3, pp. 704-718
Persistent link: https://www.econbiz.de/10011694795
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On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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Modeling financial sector joint tail risk in the Euro Area
Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of applied econometrics 32 (2017) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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Estimation of data measured with error and subject to linear restrictions
Weale, Martin - In: Journal of applied econometrics 7 (1992) 2, pp. 167-174
Persistent link: https://www.econbiz.de/10001130933