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subject:"Japan"
type_genre:"Case study"
~accessRights:"restricted"
~subject:"VAR model"
~type_genre:"Article in journal"
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Japan
VAR model
Estimation
18,031
Schätzung
17,987
Theorie
3,496
Theory
3,496
Volatility
2,510
Volatilität
2,509
Capital income
2,485
Kapitaleinkommen
2,484
Börsenkurs
2,205
Share price
2,205
Welt
1,998
World
1,998
Panel
1,692
Panel study
1,685
Forecasting model
1,637
Prognoseverfahren
1,637
Stock market
1,527
Aktienmarkt
1,524
Economic growth
1,456
Wirtschaftswachstum
1,451
Time series analysis
1,367
Zeitreihenanalyse
1,367
Cointegration
1,356
Kointegration
1,351
United States
1,257
USA
1,256
Estimation theory
1,128
Schätztheorie
1,128
ARCH model
1,044
ARCH-Modell
1,044
Impact assessment
998
Wirkungsanalyse
998
Monetary policy
990
Geldpolitik
989
VAR-Modell
981
Deutschland
938
Germany
938
Risk
934
Risiko
917
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294
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Article
1,230
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1
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Case study
Article in journal
Aufsatz in Zeitschrift
1,231
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90
Working Paper
90
Graue Literatur
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Non-commercial literature
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1,230
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Gupta, Rangan
21
Balcilar, Mehmet
7
Scharler, Johann
7
Huber, Florian
6
Lau, Chi Keung
6
Lütkepohl, Helmut
6
Marcellino, Massimiliano
6
Mumtaz, Haroon
6
Salisu, Afees A.
6
Wohar, Mark E.
6
Belke, Ansgar
5
Chan, Joshua
5
Ellington, Michael
5
Paccagnini, Alessia
5
Poon, Aubrey
5
Tanaka, Ayumu
5
Tiwari, Aviral Kumar
5
Apergēs, Nikolaos
4
Bahmani-Oskooee, Mohsen
4
Beckmann, Joscha
4
Breitenlechner, Max
4
Cai, Yifei
4
Caraiani, Petre
4
Chiu, Ching Wai Jeremy
4
Gambetti, Luca
4
Ghosh, Taniya
4
Gouriéroux, Christian
4
Hammoudeh, Shawkat
4
Hamori, Shigeyuki
4
Huh, Hyeon-seung
4
Ji, Qiang
4
Koop, Gary
4
Lee, Chien-chiang
4
Liu, Dingming
4
Lovcha, Yuliya
4
Lucotte, Yannick
4
Matthes, Christian
4
Moneta, Alessio
4
Morley, James C.
4
Netšunajev, Aleksei
4
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Economic modelling
56
Economics letters
50
Applied economics
48
Journal of international money and finance
38
Energy economics
34
Applied economics letters
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of economic dynamics & control
29
The North American journal of economics and finance : a journal of financial economics studies
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
International review of economics & finance : IREF
25
Journal of macroeconomics
22
Finance research letters
21
Journal of the Japanese and international economies : an international journal ; JJIE
21
Macroeconomic dynamics
20
European economic review : EER
17
Japan and the world economy : international journal of theory and policy
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of international economics
15
Open economies review
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of econometrics
14
International journal of forecasting
13
Journal of banking & finance
13
Journal of Asian economics
12
Journal of monetary economics
12
Journal of applied econometrics
11
Journal of international financial markets, institutions & money
11
International journal of finance & economics : IJFE
10
Journal of quantitative economics
10
Research in international business and finance
10
The B.E. journal of macroeconomics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Emerging markets, finance and trade : EMFT
9
Structural change and economic dynamics : SC+ED
9
Economic systems
8
International review of financial analysis
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
The Japanese economic review : the journal of the Japanese Economic Association
8
Review of international economics
7
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ECONIS (ZBW)
1,231
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1
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
4
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
5
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
6
Corporate social responsibility, earnings management and firm performance : evidence from panel VAR estimation
Anderson, Mark
;
Hyun, Soonchul
;
Warsame, Hussein
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 341-364
Persistent link: https://www.econbiz.de/10014503008
Saved in:
7
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
Saved in:
8
Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets
Mateus, Cesario
;
Bagirov, Miramir
;
Mateus, Irina Bezhentseva
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10014507516
Saved in:
9
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
10
Financial and macroeconomic uncertainties and real estate markets
Gómez González, José Eduardo
;
Hirs-Garzón, Jorge
; …
- In:
Eastern economic journal : EEJ
50
(
2024
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10014512904
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