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VAR models on the relation between stock prices and the macroeconomy
Berg, Tim Oliver - 2010
Persistent link: https://www.econbiz.de/10008857676
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Unconventional identication in vector autoregressive models: empirical essays on credit, risk and uncertainty
Podstawski, Maximilian - 2016
Persistent link: https://www.econbiz.de/10012318986
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Dynamics of Thailand's budget deficit and current account deficit
Sabaijai, Wipawee - 1993
Persistent link: https://www.econbiz.de/10000883654
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Three essays on central banking : lender of last resort, the gold standard, and currency boards
Jones, Matthew Thomas - 1997
Persistent link: https://www.econbiz.de/10001372643
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Model selection methods for panel vector autoregressive models
Camehl, Annika - 2018
Persistent link: https://www.econbiz.de/10012154338
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Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo - 2018
Persistent link: https://www.econbiz.de/10011947781
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Reliability of estimates in structural VAR analysis
Spieker, Gabriele - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001672651