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Panel vector autoregression in R with the package panelvar

Sigmund, Michael; Ferstl, Robert - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 693-720

Persistent link: https://www.econbiz.de/10012655612

Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model

Apergēs, Nikolaos; Polemis, Michael - In: The journal of energy markets 13 (2020) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10012662202

A panel SVAR analysis of the long-run economic impacts of migration

Piras, Romano; Etzo, Ivan; Massidda, Carla; Mattana, Paolo - In: Economia internazionale 74 (2021) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10012620896

The role of credit and housing shocks in emerging economies

Gomes, Fábio A.; Soave, Gian Paulo - In: Applied economics letters 28 (2021) 18, pp. 1552-1557

Persistent link: https://www.econbiz.de/10012626623

The relationship between asset and capital structure : a compositional approach with panel vector autoregressive models

Carreras, Miquel; Coenders, Germà - In: Quantitative finance and economics 5 (2021) 4, pp. 571-590

Persistent link: https://www.econbiz.de/10012631827

The macroeconomic cost of climate volatility

Alessandri, Piergiorgio; Mumtaz, Haroon - 2021

We study the impact of climate volatility on economic growth exploiting data on 133 countries between 1960 and 2005. We show that the conditional (ex ante) volatility of annual temperatures increased steadily over time, rendering climate conditions less predictable across countries, with...

Persistent link: https://www.econbiz.de/10012608712