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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - Sonderforschungsbereich 373, Quantifikation und … - 2002
procedures do not deliver any evidence in favor of short run causality between the two series. …
Persistent link: https://www.econbiz.de/10010956345
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A Bayesian Approach to Modelling Graphical Vector Autoregressions
Corander, Jukka; Villani, Mattias - Sveriges Riksbank - 2004
autoregression and the causality structure represented by graphs using a fractional Bayes approach. Some properties of the …
Persistent link: https://www.econbiz.de/10005207172
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian Matthias; Herwartz, H. - Faculteit der Economische Wetenschappen, Erasmus … - 2002
evidence in favor of short run causality between the two series. …
Persistent link: https://www.econbiz.de/10010837977
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Dynamic responses of major equity markets to the US fear index
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23
US, UK, France, and Germany responded to structural shocks to the VIX. Nonlinear Granger causality tests confirm these …
Persistent link: https://www.econbiz.de/10012173007
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Searching for the finance-growth nexus in Libya
Cevik, Serhan; Rahmati, Mohammad - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 567-581
Persistent link: https://www.econbiz.de/10012219125
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Uncertainty shocks and business cycles in the US : new insights from the last three decades
Houari, Oussama - In: Economic modelling 109 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013348241
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Investigating the nexus between crude oil price and stock prices of oil exploration companies
Kumar, K. Abhaya; Pinto, Prakash; Hawaldar, Iqbal Thonse; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 40-47
Persistent link: https://www.econbiz.de/10013350764
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Pro-wellbeing tourism : the dynamic relationship between household consumption expenditure and tourism growth in Tanzania
Kyara, Valensi Corbinian; Rahman, Mohammad Mafizur; … - In: Tourism planning & development 20 (2023) 3, pp. 355-376
Persistent link: https://www.econbiz.de/10014280087
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Agricultural credit guarantee scheme fund and oil palm production in Nigeria : a vector autoregressive (VAR) approach
Ogbanje, Elaigwu Christopher; Ihemezie, Eberechukwu Johnpaul - In: African journal of science, technology, innovation and … 16 (2024) 1, pp. 128-139
Persistent link: https://www.econbiz.de/10014486482
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Does exporting cause productivity growth? : evidence from Chilean firms
Ciarli, Tommaso; Coad, Alexander; Moneta, Alessio - In: Structural change and economic dynamics : SC+ED 66 (2023), pp. 228-239
Persistent link: https://www.econbiz.de/10014464010