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International Journal of Energy Economics and Policy : IJEEP
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Modern economy
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ECONIS (ZBW)
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1
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
2
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
3
Chapter 15. Forecasting with Bayesian Vector Autoregression
Karlsson, Sune
-
2013
This chapter reviews Bayesian methods for inference and forecasting with VAR models. Bayesian inference and, by extension, forecasting depends on numerical methods for simulating from the posterior distribution of the parameters and special attention is given to the implementation of the...
Persistent link: https://www.econbiz.de/10014025233
Saved in:
4
Time series
econometrics
Neusser, Klaus
-
2016
Persistent link: https://www.econbiz.de/10011485298
Saved in:
5
Modeling and valuation of energy structures : analylsis.,
econometrics
, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
6
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
7
Econometric analysis of international financial markets
Dimpfl, Thomas
-
2010
Persistent link: https://www.econbiz.de/10008856799
Saved in:
8
Nonlinear financial
econometrics
: Markov switching models, persistence and nonlinear
cointegration
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008654596
Saved in:
9
Time Series
Econometrics
Neusser, Klaus
-
2016
the models that are vital to the field. Assuming a basic knowledge of statistics and/or
econometrics
, this text is best … VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15.
Co-integration
-- 16. The Kalman …
Persistent link: https://www.econbiz.de/10012397877
Saved in:
10
International trade and economic growth of Ghana
Mohammed, Jamal
;
Kindo, Malik Dawuda
;
Mishra, Pradeep
; …
- In:
The empirical economics letters : a monthly …
20
(
2021
)
4
,
pp. 625-637
Persistent link: https://www.econbiz.de/10013273161
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