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VAR model
Theorie
149
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135
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129
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127
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118
Time series analysis
110
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99
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98
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93
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93
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58
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58
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57
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53
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44
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43
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42
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42
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40
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30
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30
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28
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28
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Free
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17
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Book / Working Paper
36
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20
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English
56
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Kapetanios, George
45
Marcellino, Massimiliano
18
Carriero, Andrea
13
Cipollini, Andrea
11
Price, Simon
7
Theodoridis, Konstantinos
6
Caporale, Guglielmo Maria
4
Yates, Anthony
4
Young, Garry
4
Baillie, Richard
3
Giraitis, Liudas
3
Papailias, Fotis
3
Parla, Fabio
3
Venditti, Fabrizio
3
Caloia, Francesco Giuseppe
2
Churm, Rohan
2
Demetriades, Panicos
2
Demetriades, Panicos O.
2
Dias, Gustavo Fruet
2
Joyce, Michael A. S.
2
Marcellino, Massimiliano Giuseppe
2
Mikaliunaite, Ieva
2
Mumtaz, Haroon
2
Muzzioli, Silvia
2
Petrova, Katerina
2
Stevens, Ibrahim
2
Carreiro, Andrea
1
Galvão, Ana Beatriz C.
1
Labhard, Vincent
1
Mazzi, Gian Luigi
1
Millard, Stephen
1
Millard, Stephen Patrick
1
Mitchell, James
1
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1
Scott, Andrew
1
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1
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European University Institute / Department of Law
3
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2
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1
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1
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Discussion paper / Centre for Economic Policy Research
6
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4
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3
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3
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2
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2
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2
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2
International journal of forecasting
2
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2
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2
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1
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1
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1
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1
Discussion papers / University of Leicester, Department of Economics
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
IGIER Working Paper
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of housing economics
1
Journal of international money and finance
1
Statistical working papers / Eurostat
1
Temi di discussione / Banca d'Italia
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
quantf research Working Paper Series: WP13/2014
1
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ECONIS (ZBW)
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1
Monetary policy and the exchange rate during the Asian crisis : identification through heteroscedasticity
Caporale, Guglielmo Maria
;
Cipollini, Andrea
; …
- In:
Journal of international money and finance
24
(
2005
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10002610539
Saved in:
2
Monetary policy and the exchange rate during the Asian crisis : identification through heteroscedasticity
Caporale, Guglielmo Maria
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001535797
Saved in:
3
Housing market shocks in italy : a GVAR approach
Cipollini, Andrea
;
Parla, Fabio
- In:
Journal of housing economics
50
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012653443
Saved in:
4
Financial distress and real economic activity in Lithuania : a Granger causality test based on mixed-frequency VAR
Cipollini, Andrea
;
Mikaliunaite, Ieva
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 855-881
Persistent link: https://www.econbiz.de/10012616911
Saved in:
5
Credit demand and supply shocks in Italy during the Great Recession
Cipollini, Andrea
;
Parla, Fabio
- In:
Applied economics
50
(
2018
)
53
,
pp. 5795-5813
Persistent link: https://www.econbiz.de/10012062911
Saved in:
6
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
7
How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
Saved in:
8
Macro-uncertainty and financial stress spillovers in the Eurozone
Cipollini, Andrea
;
Mikaliunaite, Ieva
- In:
Economic modelling
89
(
2020
),
pp. 546-558
Persistent link: https://www.econbiz.de/10012426244
Saved in:
9
Climate risk and investment in equities in Europe : a panel SVAR approach
Cipollini, Andrea
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014336780
Saved in:
10
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560106
Saved in:
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