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Generalized forecast error variance decomposition for linear and nonlinear multivariate models

Lanne, Markku; Nyberg, Henri - In: Oxford bulletin of economics and statistics 78 (2016) 4, pp. 595-603

Persistent link: https://www.econbiz.de/10011579054

Identifying the sources of model misspecification

Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015

Persistent link: https://www.econbiz.de/10011589629

Forecast error variance decompositions with local projections

Gorodnichenko, Yuriy; Lee, Byoungchan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 921-933

Persistent link: https://www.econbiz.de/10012313379

Structural inference in sparse high-dimensional vector autoregressions

Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300

Persistent link: https://www.econbiz.de/10014364826

Faktory, okazyvajuščie vlijanie na indeks RTS vo vremja finansovogo krizisa 2008 - 2009 gg. i do nego

Samojlov, D. V. - In: Ėkonomičeskij žurnal Vysšej Školy Ėkonomiki : … 14 (2010) 2, pp. 244-267

Persistent link: https://www.econbiz.de/10008649577

Decomposing the U.S. Great Depression : How important were loan supply shocks?

Breitenlechner, Max; Mathy, Gabriel P.; Scharler, Johann - In: Explorations in economic history : EEH 79 (2021)

Persistent link: https://www.econbiz.de/10012698881

The real effects of loan-to-value limits : empirical evidence from Korea

Pontines, Victor - 2020

Persistent link: https://www.econbiz.de/10012252432

Systemic risk and CO2 emissions in the U.S.

Kanas, Angelos; Molyneux, Philip; Zervopoulos, Panagiotis D. - In: Journal of financial stability 64 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014284889

Shock and volatility transmissions between bank stock returns in Romania : evidence from a VAR-GARCH approach

Ulici, Maria; Chaibi, Anissa; Rault, Christophe - In: The journal of applied business research 30 (2014) 3, pp. 689-699

Persistent link: https://www.econbiz.de/10010370930

International dynamics of inflation expectations

Netšunajev, Aleksei; Winkelmann, Lars - 2016

To what extent are US and Euro Area (EA) inflation expectations determined by foreign shocks? How do transmissions change during the great recession and European sovereign debt crisis? We address these questions with a flexible structural VAR model of weekly financial markets’ inflation...

Persistent link: https://www.econbiz.de/10011458367

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