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Kointegration
VAR model
193
VAR-Modell
193
Schock
70
Shock
70
Estimation
69
Schätzung
69
Geldpolitik
53
Monetary policy
53
Theorie
34
Theory
34
Business cycle
27
Impact assessment
27
Konjunktur
27
Wirkungsanalyse
27
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23
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23
Volatility
23
Volatilität
23
Geldpolitische Transmission
22
Monetary transmission
22
Cointegration
21
EU countries
21
EU-Staaten
21
Welt
21
World
21
Time series analysis
20
Zeitreihenanalyse
20
Euro area
18
Eurozone
18
Oil price
18
Ölpreis
18
Forecasting model
17
Prognoseverfahren
17
Aktienmarkt
16
Finanzpolitik
16
Fiscal policy
16
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16
Bayes-Statistik
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Bayesian inference
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21
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Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Barakchian, S. Mahdi
1
Belomestny, Denis
1
Catik, A. Nazif
1
Chiarini, Bruno
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
Johansen, Søren
1
Krymova, Ekaterina
1
Kurita, Takamitsu
1
Kusin, Vladimir
1
Lucchetti, Riccardo
1
Martín-Barragán, Belén
1
Mizon, Grayham E.
1
Mohsin, Asma
1
Naz, Farah
1
Palomba, Giulio
1
Piselli, Paolo
1
Polbin, Andrej
1
Ramos, Sofia B.
1
Salish, Nazarii
1
Shachmurove, Yochanan
1
Trypsteen, Steven
1
Træe, Cathrine Bolstad
1
Veiga, Helena
1
Zaman, Khalid
1
Önder, A. Özlem
1
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Economic modelling
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
Oxford bulletin of economics and statistics
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)
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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
Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
41
(
2014
),
pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
Saved in:
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