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~subject:"VAR-Modell"
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Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
2
On the international co-movement of natural interest rates
Agnello, Luca
;
Castro, Vítor
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013533144
Saved in:
3
The determinants of the volatility of fiscal policy discretion
Agnello, Luca
;
Sousa, Ricardo M.
- In:
Fiscal studies : the journal of the Institute for …
35
(
2014
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10010354891
Saved in:
4
Fiscal policy and asset prices
Agnello, Luca
;
Sousa, Ricardo M.
- In:
Bulletin of economic research
65
(
2013
)
2
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009738840
Saved in:
5
Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
Saved in:
6
Building proxies that capture time-variation in expected returns using a VAR approach
Sousa, Ricardo M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 147-163
Persistent link: https://www.econbiz.de/10009124657
Saved in:
7
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
8
Asset returns under model uncertainty : evidence from the Euro area, the US and the UK
Sousa, João M.
;
Sousa, Ricardo M.
- In:
Computational economics
54
(
2019
)
1
,
pp. 139-176
Persistent link: https://www.econbiz.de/10012134108
Saved in:
9
Fiscal and monetary policies in the BRICS : a panel VAR approach
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Economic modelling
58
(
2016
),
pp. 535-542
Persistent link: https://www.econbiz.de/10011647528
Saved in:
10
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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