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~subject:"VAR-Modell"
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VAR-Modell
EU-Staaten
61
EU countries
57
Eurozone
48
Euro area
46
Geldpolitik
39
Monetary policy
37
Theorie
37
Theory
36
Inflation
31
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30
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28
Time series analysis
28
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28
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27
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27
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24
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22
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VAR model
21
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19
Italien
18
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ARCH-Modell
15
Estimation theory
15
long memory
15
ARCH model
14
Oil price
14
factor vector autoregressive models
14
Geldmarkt
13
Great Recession
12
Japan
11
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11
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5
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2
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13
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2
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English
21
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Morana, Claudio
21
Bagliano, Fabio C.
7
Beltratti, Andrea
1
Cassola, Nuno
1
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Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of banking & finance
2
Journal of empirical finance
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Working paper
2
Applied economics
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of economic interaction and coordination : JEIC
1
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1
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ECONIS (ZBW)
21
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1
International stock markets comovements : the role of economic and financial integration
Morana, Claudio
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10003758013
Saved in:
2
Medium-term macroeconomic determinants of exchange rate volatility
Morana, Claudio
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 55-64
Persistent link: https://www.econbiz.de/10003904898
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3
Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio
- In:
Journal of empirical finance
29
(
2014
),
pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
Saved in:
4
The oil price-macroeconomy relationship since the mid-1980s : a global perspective
Morana, Claudio
- In:
The energy journal
34
(
2013
)
3
,
pp. 153-189
Persistent link: https://www.econbiz.de/10009771872
Saved in:
5
Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
Saved in:
6
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
7
Factor vector autoregressive estimation : a new approach
Bagliano, Fabio C.
;
Morana, Claudio
- In:
Journal of economic interaction and coordination : JEIC
3
(
2008
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10003715656
Saved in:
8
International house prices and macroeconomic fluctuations
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10003951907
Saved in:
9
Euro money market spreads during the 2007 - ? financial crisis
Cassola, Nuno
;
Morana, Claudio
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 548-557
Persistent link: https://www.econbiz.de/10009615662
Saved in:
10
International macroeconomic dynamics : a factor vector autoregressive approach
Bagliano, Fabio C.
;
Morana, Claudio
- In:
Economic modelling
26
(
2009
)
2
,
pp. 432-444
Persistent link: https://www.econbiz.de/10003839796
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