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~isPartOf:"Oxford bulletin of economics and statistics"
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Kointegration
VAR model
237
VAR-Modell
237
Schock
80
Shock
80
Estimation
79
Schätzung
79
Geldpolitik
62
Monetary policy
62
Theorie
47
Theory
47
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34
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33
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33
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31
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31
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28
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27
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25
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25
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24
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24
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24
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24
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24
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21
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20
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20
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19
Bayes-Statistik
17
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17
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16
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Bohn Nielsen, Heino
2
Johansen, Søren
2
Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Aron, Janine
1
Barakchian, S. Mahdi
1
Belomestny, Denis
1
Catik, A. Nazif
1
Cavaliere, Giuseppe
1
Chiarini, Bruno
1
De Angelis, Luca
1
Demetrescu, Matei
1
Eleftheriou, Maria
1
Friedman, Joseph
1
Ghartey, Edward E.
1
Grabowski, Wojciech
1
Hall, Stephen G.
1
Hammersland, Roger
1
Hansen, Gerd
1
Hatemi-J, Abdulnasser
1
Hecq, Alain W. J.
1
Kongsted, Hans Christian
1
Krymova, Ekaterina
1
Kurita, Takamitsu
1
Kusin, Vladimir
1
Lucchetti, Riccardo
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Martín-Barragán, Belén
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Mizon, Grayham E.
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Muellbauer, John
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Naz, Farah
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Palm, Franz C.
1
Palomba, Giulio
1
Paruolo, Paolo
1
Piselli, Paolo
1
Polbin, Andrej
1
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1
Ramos, Sofia B.
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Economic modelling
Oxford bulletin of economics and statistics
Discussion papers / Department of Economics, University of Copenhagen
30
Journal of econometrics
30
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International Journal of Energy Economics and Policy : IJEEP
21
CREATES research paper
20
Economics letters
16
Discussion papers of interdisciplinary research project 373
13
EUI working paper / ECO
13
Econometrics : open access journal
12
Econometric reviews
11
Econometric theory
11
Energy economics
11
Working paper
11
Discussion paper / Tinbergen Institute
10
Queen's Economics Department working paper
10
The econometrics journal
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of international money and finance
9
Theoretical and applied economics : GAER review
9
CESifo working papers
8
Journal of forecasting
8
Cogent economics & finance
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Macroeconomic dynamics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Univ. of Copenhagen Dept. of Economics Discussion Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Economics discussion papers
6
Journal of macroeconomics
6
SpringerLink / Bücher
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Sveriges Riksbank working paper series
6
The Indian journal of economics
6
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ECONIS (ZBW)
28
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1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
3
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
4
Linkages between the Eurozone and the South-Eastern European countries : a global VAR analysis
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
48
(
2015
),
pp. 129-154
Persistent link: https://www.econbiz.de/10011452506
Saved in:
5
An asymmetric analysis of the relationship between oil prices and output : the case of Turkey
Catik, A. Nazif
;
Önder, A. Özlem
- In:
Economic modelling
33
(
2013
),
pp. 884-892
Persistent link: https://www.econbiz.de/10010195594
Saved in:
6
The growth-volatility nexus : new evidence from an augmented GARCH-M model
Trypsteen, Steven
- In:
Economic modelling
63
(
2017
),
pp. 15-25
Persistent link: https://www.econbiz.de/10011813422
Saved in:
7
Transmission of US monetary policy into the Canadian economy : a structural cointegration analysis
Barakchian, S. Mahdi
- In:
Economic modelling
46
(
2015
),
pp. 11-26
Persistent link: https://www.econbiz.de/10011436204
Saved in:
8
The responses of the prime rate to change in policies of the Federal Reserve
Friedman, Joseph
;
Shachmurove, Yochanan
- In:
Economic modelling
46
(
2015
),
pp. 407-411
Persistent link: https://www.econbiz.de/10011436688
Saved in:
9
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
10
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
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