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~subject:"Kointegration"
~subject:"Welt"
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Kointegration
Welt
VAR model
193
VAR-Modell
193
Schock
70
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70
Estimation
69
Schätzung
69
Geldpolitik
53
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53
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34
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Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Abosedra, Salah S.
1
Allegret, Jean-Pierre
1
Anderson, Heather M.
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Antonakakis, Nikolaos
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De, Kuhelika
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Economic modelling
Energy economics
63
Applied economics
42
Journal of international money and finance
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Discussion papers / Department of Economics, University of Copenhagen
30
International Journal of Energy Economics and Policy : IJEEP
30
Journal of econometrics
30
Working paper
30
CESifo working papers
26
CREATES research paper
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International journal of forecasting
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Working paper series / European Central Bank
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Economics letters
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Macroeconomic dynamics
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CAMA working paper series
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Econometrics : open access journal
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Discussion papers of interdisciplinary research project 373
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Journal of applied econometrics
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Journal of banking & finance
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
12
Econometric reviews
11
Econometric theory
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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10
Discussion paper / Tinbergen Institute
10
International review of economics & finance : IREF
10
Oxford bulletin of economics and statistics
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Queen's Economics Department working paper
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Research in international business and finance
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The econometrics journal
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Theoretical and applied economics : GAER review
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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
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
3
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:
4
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:
5
The changing nature of the real exchange rate : the role of central bank preferences
Caputo, Rodrigo
;
Pedersen, Michael
- In:
Economic modelling
90
(
2020
),
pp. 445-464
Persistent link: https://www.econbiz.de/10012428942
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
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
8
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:
9
Financialization and the macroeconomy : theory and empirical evidence
Gimet, Céline
;
Lagoarde-Segot, Thomas
;
Reyes-Ortiz, Luis
- In:
Economic modelling
81
(
2019
),
pp. 89-110
Persistent link: https://www.econbiz.de/10012201483
Saved in:
10
The global effects of productivity gains in Asian emerging economies
Taya Dumrongrittikul
;
Anderson, Heather M.
;
Vahid, Farshid
- In:
Economic modelling
83
(
2019
),
pp. 127-140
Persistent link: https://www.econbiz.de/10012205581
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