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Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición

Persistent link: https://www.econbiz.de/10013273010

Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru

Alvarado, Mauricio; Rodriguez, Gabriel - 2024 - This version: November 27, 2023

Persistent link: https://www.econbiz.de/10014526328

Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - 2022 - Primera edición

Persistent link: https://www.econbiz.de/10013273077

Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility

Chávez, Paulo; Rodriguez, Gabriel - In: Review of world economics 159 (2023) 2, pp. 505-544

Persistent link: https://www.econbiz.de/10014308071

Extreme weather shocks and state-level inflation of the United States

Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015075593

Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India

Kumari, Jyoti; Mahakud, Jitendra - In: Asia-Pacific financial markets 22 (2015) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10010511544

Bridge Proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency

Vicondoa, Alejandro; Gazzan, Andrea - 2020

Persistent link: https://www.econbiz.de/10012252220

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April … 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest … GARCH approach. In the survey, the GARCH model (1,1) was applied to explore the volatility of the BET and BSE traded shares …

Persistent link: https://www.econbiz.de/10012626337

Descriptive econometrics for non-stationary time series with empirical illustrations

Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413

Persistent link: https://www.econbiz.de/10001592353

Descriptive econometrics for nonstationary time series with empirical illustrations

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001389305

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