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type_genre:"Article in journal"
type_genre:"Ranking"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"VAR model"
~type_genre:"Bibliografie"
~type_genre:"Statistik"
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VAR model
Estimation
307
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307
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96
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89
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89
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Motegi, Kaiji
2
Zeng, Zheng
2
Adediran, Idris A.
1
Ahelegbey, Daniel Felix
1
Asai, Manabu
1
Bai, Ye
1
Balke, Nathan S.
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Bellos, Sotirios K.
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Gkasis, Pavlos
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1
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The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
68
Applied economics
63
Economics letters
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Energy economics
40
Journal of economic dynamics & control
38
Journal of international money and finance
38
Journal of macroeconomics
37
Applied economics letters
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Macroeconomic dynamics
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European economic review : EER
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International Journal of Energy Economics and Policy : IJEEP
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Finance research letters
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International journal of finance & economics : IJFE
13
International journal of forecasting
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Journal of international economics
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Research in international business and finance
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Journal of empirical finance
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Theoretical and applied economics : GAER review
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Economies : open access journal
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Journal of quantitative economics
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
3
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
4
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
5
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
6
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
7
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
8
Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach
Balke, Nathan S.
;
Zeng, Zheng
;
Zhang, Ren
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821445
Saved in:
9
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
10
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
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