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isPartOf:"Journal of international money and finance"
subject:"USA"
~isPartOf:"International review of economics & finance : IREF"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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USA
VAR-Modell
Estimation
926
Schätzung
924
Theorie
268
Theory
268
Welt
191
World
191
Volatility
178
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178
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171
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171
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149
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137
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Wohar, Mark E.
4
Gupta, Rangan
3
Amano, Robert A.
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Hammoudeh, Shawkat
2
Han, Hsiang-ling
2
Lai, Kon-sun
2
Lastrapes, William Dean
2
Lyons, Richard K.
2
Miller, Stephen M.
2
Peel, David
2
Scharler, Johann
2
Sousa, Ricardo M.
2
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2
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2
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2
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2
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1
Aharon, David Y.
1
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1
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1
Akanni, Lateef O.
1
Almonacid, Ruben Dario
1
An, Lian
1
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1
Anthony, Myrvin L.
1
Arshanapalli, Bala Gangadhar
1
Asdrubali, Pierfederico
1
Bahadir, Berrak
1
Baillie, Richard
1
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1
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1
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1
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1
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1
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1
Ben-Zion, Uri
1
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1
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1
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Journal of international money and finance
International review of economics & finance : IREF
Applied economics
305
The review of economics and statistics
169
Applied economics letters
166
The American economic review
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
The journal of finance : the journal of the American Finance Association
146
Economic modelling
121
Economics letters
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of applied econometrics
109
Applied financial economics
100
The review of financial studies
93
Journal of money, credit and banking : JMCB
91
Journal of macroeconomics
85
The journal of futures markets
85
American economic journal : a journal of the American Economic Association
78
Journal of monetary economics
78
Journal of economic dynamics & control
77
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
Energy economics
72
Journal of econometrics
72
Journal of banking & finance
67
The North American journal of economics and finance : a journal of financial economics studies
66
Southern economic journal
65
Journal of labor economics
61
Macroeconomic dynamics
59
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
European economic review : EER
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of financial economics
48
Journal of urban economics
48
American journal of agricultural economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Review of quantitative finance and accounting
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ECONIS (ZBW)
170
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1
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
2
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
4
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
5
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
6
Production structure, tradability and fiscal spending multipliers
Crespo Cuaresma, Jesús
;
Glocker, Christian
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478210
Saved in:
7
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
8
Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014248802
Saved in:
9
Household deposits and consumer sentiment expectations : evidence from Eurozone
Anastasiou, Dimitris
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248806
Saved in:
10
Risk sharing channels in OECD countries : a heterogeneous panel VAR approach
Asdrubali, Pierfederico
;
Kim, So-yŏng
;
Pericoli, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248866
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