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Theorie und Empirie flexibler Wechselkurse : eine ökonometrische Untersuchung mit Methoden der Kointegration und der multivariaten Zeitreihenanalyse

Gerhards, Tilmann - 1994

Persistent link: https://www.econbiz.de/10000415959

Cointegration and forward and spot exchange rate regressions

Zivot, Eric - In: Journal of international money and finance 19 (2000) 6, pp. 785-812

Persistent link: https://www.econbiz.de/10001527343

Bgvar : Bayesian Global Vector Autoregressions with Shrinkage Priors in R

Bock, Maximilian; Feldkircher, Martin; Huber, Florian - 2022

This document introduces the R library BGVAR to estimate Bayesian global vector autoregressions (GVAR) with shrinkage priors and stochastic volatility. The Bayesian treatment of GVARs allows us to include large information sets by mitigating issues related to overfitting. This improves inference...

Persistent link: https://www.econbiz.de/10013308887

What drives inflation-output tradeoff dynamics in Pakistan? : an assessment of international linkages and global trends

Ayyoub, Muhammad; Wörz, Julia - In: The Lahore journal of economics 24 (2019) 1, pp. 55-81

Persistent link: https://www.econbiz.de/10012383756

Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis

Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922

Persistent link: https://www.econbiz.de/10012060163

Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies

Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436

Persistent link: https://www.econbiz.de/10014326307

Forecasting global temperatures by exploiting cointegration with radiative forcing

Benati, Luca - 2023

cointegration with the Joint Radiative Forcing (JRF) of the drivers of climate change. Under a ‘no change’ scenario, the most … evidence suggests that previous cointegration-based studies of climate change suffer from model mis-specification. …

Persistent link: https://www.econbiz.de/10014303938

Commodity prices, growth, ,and natural resource curse : reconsiling a conundrum

Collier, Paul (contributor); Goderis, Benedikt (contributor) - 2007

Persistent link: https://www.econbiz.de/10003519971

The Fed model: A note

Estrada, Javier - In: Finance research letters 3 (2006) 1, pp. 14-22

Persistent link: https://www.econbiz.de/10003300871

Evaluating a global vector autoregression for forecasting

Ericsson, Neil R.; Reisman, Erica L. - 2012

Persistent link: https://www.econbiz.de/10009665299

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