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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"The European journal of finance"
~subject:"VAR model"
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Capital income
VAR model
Estimation
475
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472
Theorie
123
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123
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74
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74
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70
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Gupta, Rangan
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Lütkepohl, Helmut
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Economics letters
The European journal of finance
Finance research letters
156
Economic modelling
111
International review of economics & finance : IREF
109
Applied economics
102
International review of financial analysis
97
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of banking & finance
93
Journal of financial economics
81
Journal of empirical finance
78
Applied economics letters
65
Energy economics
65
Pacific-Basin finance journal
63
Research in international business and finance
62
Journal of international money and finance
61
Journal of international financial markets, institutions & money
58
Discussion papers / CEPR
56
Journal of econometrics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of economic dynamics & control
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Discussion paper / Centre for Economic Policy Research
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Review of quantitative finance and accounting
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
International journal of forecasting
36
International journal of finance & economics : IJFE
31
Journal of financial markets
29
International journal of economics and finance
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Emerging markets, finance and trade : EMFT
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Working paper / National Bureau of Economic Research, Inc.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
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Journal of macroeconomics
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Quantitative finance
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Theoretical economics letters
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European economic review : EER
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Macroeconomic dynamics
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ECONIS (ZBW)
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1
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
Saved in:
2
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
3
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
4
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
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5
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
6
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
7
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
8
Expectations, structural breaks and the recent surge in inflation
Gründler, Daniel
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505138
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9
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
10
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
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