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VAR model
3,027
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2,988
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1,083
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Gupta, Rangan
49
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46
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29
Kilian, Lutz
28
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27
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20
Huber, Florian
20
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19
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18
Forni, Mario
17
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16
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14
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14
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14
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14
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13
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13
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13
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13
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13
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13
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12
Mumtaz, Haroon
12
Castelnuovo, Efrem
11
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11
Lau, Chi Keung
11
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10
Poon, Aubrey
10
Theodoridis, Konstantinos
10
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9
Hammoudeh, Shawkat
9
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9
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9
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9
Rubio-Ramírez, Juan Francisco
9
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9
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9
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8
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8
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57
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50
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International journal of forecasting
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40
European economic review : EER
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32
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32
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29
Journal of monetary economics
29
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28
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26
International review of financial analysis
25
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24
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22
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20
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Journal of quantitative economics
16
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The B.E. journal of macroeconomics
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ECONIS (ZBW)
3,048
RePEc
56
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1
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1
Extreme connectedness and network across financial assets and commodity futures markets
Ozcelebi, Oguzhan
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492088
Saved in:
2
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:
3
Structural estimates of the South African sacrifice ratio
Gereziher, Hayelom Yrgaw
;
Nuru, Naser Yenus
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 42-61
Persistent link: https://www.econbiz.de/10014511599
Saved in:
4
Production structure, tradability and fiscal spending multipliers
Crespo Cuaresma, Jesús
;
Glocker, Christian
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478210
Saved in:
5
Official intervention, reserve accumulation and exchange rate volatility
Ramachandran, M.
- In:
Journal of quantitative economics
21
(
2023
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10014330243
Saved in:
6
The Financial Conditions Index as an additional tool for policy-makers in developing countries : the Mexican case
Capasso, Salvatore
;
Napolitano, Oreste
;
Viveros …
- In:
Journal of economic studies
50
(
2023
)
8
,
pp. 1647-1671
Persistent link: https://www.econbiz.de/10014428627
Saved in:
7
Fast estimation of a large TVP-
VAR
model
with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
8
The significance of terms of trade shocks for retail food prices in Turkey
Chadwick, Meltem
- In:
Agribusiness : an international journal
39
(
2023
)
4
,
pp. 915-940
Persistent link: https://www.econbiz.de/10014432326
Saved in:
9
The cross-industry effects of monetary policy : new evidence from Bangladesh
Roy, Ripon
;
Bashar, Omar Haider Mohammad Nazmul
; …
- In:
Economic modelling
127
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014464123
Saved in:
10
Quantitative easing policy, exchange rates and business activity by industry in japan from 2001 to 2006
Ijiri, Hiroyuki
;
Matsubayashi, Yoichi
- In:
The Singapore economic review
68
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014279081
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