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~subject:"Kointegration"
~subject:"Prognoseverfahren"
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Kointegration
Prognoseverfahren
VAR model
193
VAR-Modell
193
Schock
70
Shock
70
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69
Schätzung
69
Geldpolitik
53
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Bekiros, Stelios
2
Gupta, Rangan
2
Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Akdoğan, Kurmaş
1
Aubry, Mathilde
1
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1
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Catik, A. Nazif
1
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Demetrescu, Matei
1
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1
Ertuğ, Dilara
1
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1
Friedman, Joseph
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Gao, Chun-Ting
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Grabowski, Wojciech
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Gülenay Chadwick, Meltem
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Hall, Stephen G.
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Hatemi-J, Abdulnasser
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1
Kocięcki, Andrzej
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1
Krymova, Ekaterina
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1
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Economic modelling
International journal of forecasting
82
Journal of econometrics
52
Applied economics
43
Journal of forecasting
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Working paper
35
Discussion papers / Department of Economics, University of Copenhagen
30
Economics letters
30
Working paper series / European Central Bank
30
Discussion paper / Centre for Economic Policy Research
29
International Journal of Energy Economics and Policy : IJEEP
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
CREATES research paper
26
Journal of applied econometrics
26
CESifo working papers
22
Energy economics
20
Econometrics : open access journal
18
CAMA working paper series
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EUI working paper / ECO
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Federal Reserve Bank of Cleveland working paper series
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ECB Working Paper
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Econometric reviews
14
Journal of international money and finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics letters
13
Discussion paper / Tinbergen Institute
13
Discussion papers / CEPR
13
Discussion papers of interdisciplinary research project 373
13
Journal of economic dynamics & control
13
Econometric theory
12
Journal of macroeconomics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper
11
Macroeconomic dynamics
11
Sveriges Riksbank working paper series
11
The econometrics journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CAMA Working Paper
10
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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
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
3
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
Saved in:
4
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:
5
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
6
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:
7
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:
8
Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
; …
- In:
Economic modelling
69
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
Saved in:
9
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:
10
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
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