Similar Search Results - EconBiz

Dynamic interactions between trade globalization and financial globalization : a heterogeneous panel VAR approach

Kim, So-yŏng; Shim, Seri; Park, Donghyun - In: Journal of international money and finance 122 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013435184

Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felzenshtain, Daniyel - 2019

Persistent link: https://www.econbiz.de/10011952653

Generalized reduced rank tests using the singular value decomposition

Kleibergen, Frank; Paap, Richard - 2003

statistic of Robin and Smith [Econometric Theory (2000), 16, 151–175] usage of numerical optimization for the objective function … singular values in Ratsimalahelo [2002, Rank test based on matrix perturbation theory. Unpublished working paper, U ….F.R. Science Economique, University de Franche-Comté]. In the non-stationary cointegration case, the limiting distribution of the …

Persistent link: https://www.econbiz.de/10011332818

A variance decomposition for stock returns

Campbell, John Y. - 1990

Persistent link: https://www.econbiz.de/10000784199

Pitfalls in VAR based return decompositions : a clarification

Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010

Persistent link: https://www.econbiz.de/10003934481

Macroeconomic effects of terrorist shocks in Israel

Larocque, Denis; Lincourt, Geneviève; Normandin, Michel - In: Defence and peace economics 21 (2010) 4, pp. 317-336

Persistent link: https://www.econbiz.de/10008857206

Ethical factors in capital market: socially responsible versus unscrupulous investment

Ali, Akbar Z.; Szyszka, Adam - In: Argumenta oeconomica (2006) 1/2, pp. 63-87

Persistent link: https://www.econbiz.de/10003564826

The time-varying effects of permanent and transistory shocks to real output

Keating, John William; Valcarcel, Victor J. - In: Macroeconomic dynamics 19 (2015) 3, pp. 477-507

Persistent link: https://www.econbiz.de/10011308634

Common and idiosyncratic disturbances in developed small open economies

Guerrón-Quintana, Pablo A. - In: Journal of international economics 90 (2013) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10009751220

A variance spillover analysis without covariances : what do we miss?

Fengler, Matthias R.; Gisler, Katja, I. M. - 2014

Persistent link: https://www.econbiz.de/10010439167

A service of the