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VAR model
Kausalanalyse
11,267
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11,241
Forecasting
4,400
forecasting
3,575
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3,183
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3,074
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3,054
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3,043
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2,782
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2,634
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2,468
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2,334
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999
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970
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957
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942
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925
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922
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914
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853
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833
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827
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769
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765
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763
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753
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735
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733
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Marcellino, Massimiliano
16
Carriero, Andrea
14
Österholm, Pär
13
Berger, Helge
12
Clark, Todd E.
9
Gupta, Rangan
9
Hecq, Alain W. J.
9
Koop, Gary
9
Moneta, Alessio
9
Mustofa Usman
9
Russel, Edwin
9
Berg, Tim Oliver
6
Coad, Alexander
6
Hoover, Kevin D.
6
Nakov, Anton
6
Paccagnini, Alessia
6
Caporale, Guglielmo Maria
5
Chan, Joshua
5
Crespo Cuaresma, Jesús
5
Demiralp, Selva
5
Droumaguet, Matthieu
5
Gabrisch, Hubert
5
Giannone, Domenico
5
Gillman, Max
5
Götz, Thomas B.
5
Huber, Florian
5
Kapetanios, George
5
Korobilis, Dimitris
5
Lanne, Markku
5
Pittis, Nikitas
5
Reif, Magnus
5
Smeekes, Stephan
5
Triacca, Umberto
5
Warne, Anders
5
Woźniak, Tomasz
5
Adrangi, Bahram
4
Chatrath, Arjun
4
Gefang, Deborah
4
Hartwig, Benny
4
Henzel, Steffen
4
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National Bureau of Economic Research
2
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1
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1
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Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
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International Journal of Energy Economics and Policy : IJEEP
24
International journal of forecasting
21
Applied economics
19
Energy economics
16
Economic modelling
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of econometrics
12
Journal of forecasting
11
Econometrics : open access journal
9
Economics letters
9
CAMA working paper series
8
Working paper series / European Central Bank
8
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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7
CESifo working papers
6
Cogent economics & finance
6
Journal of risk and financial management : JRFM
6
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5
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5
International journal of economics and finance
5
International review of financial analysis
5
CBN journal of applied statistics
4
Discussion papers / CEPR
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Federal Reserve Bank of Cleveland working paper series
4
Ifo working papers
4
International journal of business and globalisation : IJBG
4
Journal of applied econometrics
4
Journal of international money and finance
4
Journal of macroeconomics
4
LEM working paper series
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Sveriges Riksbank working paper series
4
The journal of developing areas
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Theoretical and applied economics : GAER review
4
Working paper series
4
Working papers
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
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ECONIS (ZBW)
835
RePEc
9
EconStor
2
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1
Vector autoregressive with exogenous variable model and its application in modeling and
forecasting
energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
2
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
3
Modeling and
forecasting
closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
4
Short- and medium-term car registration
forecasting
based on selected macro and socio-economic indicators in European countries
Homolka, Lubor
;
Vu Minh Ngo
;
Pavelková, Drahomíra
; …
- In:
Research in transportation economics
80
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012582346
Saved in:
5
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
6
Modeling and
forecasting
by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
7
Forecasting
inflation and output growth with credit-card-augmented divisia monetary aggregates
Barnett, William A.
;
Park, Sohee
-
2021
Persistent link: https://www.econbiz.de/10012663960
Saved in:
8
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
9
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
10
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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