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Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny - 2020
indicate that conclusions may critically hinge on a selectedordering of variables. The dynamic correlation Cholesky …
Persistent link: https://www.econbiz.de/10012250452
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Robust inference in time-varying structural VAR models : the DC-cholesky multivariate stochastic volatility model
Hartwig, Benny - 2020
indicate that conclusions may critically hinge on a selected ordering of variables. The dynamic correlation Cholesky …
Persistent link: https://www.econbiz.de/10012424283
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Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins; Ullah, G. M. Wali; … - In: Finance research letters 62 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
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Sectoral co-movement, monetary-policy shock, and input-output structure
Sudo, Nao - 2008
Persistent link: https://www.econbiz.de/10003742350
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Saving-investment correlations in response to monetary policy shocks : new insights into the Feldstein-Horioka puzzle?
Schmidt, Caroline - In: Open economies review 18 (2007) 3, pp. 347-367
Persistent link: https://www.econbiz.de/10003482065
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Savings and investment correlations in response to monetary policy shocks : new insights into the Feldstein-Horioka puzzle?
Schmidt, Caroline (contributor) - 2006
In this paper, it is argued that the observed high positive correlation between national savings and investment which …
Persistent link: https://www.econbiz.de/10003387394
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Three essays in macroeconomic empirics and monetary theory
Zhu, Feng - 2004
Persistent link: https://www.econbiz.de/10003551774
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Sectoral comovement, monetary policy shocks, and input-output structure
Sudo, Nao - In: Journal of money, credit and banking : JMCB 44 (2012) 6, pp. 1225-1244
Persistent link: https://www.econbiz.de/10009693653
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Correlation structure between inflation and oil futures returns : an equilibrium approach
Casassus, Jaime; Ceballos, Diego; Higuera, Freddy - 2010
Persistent link: https://www.econbiz.de/10009237148
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Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834