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accessRights:"restricted"
subject:"Schock"
~person:"Giannoni, Marc Paolo"
~person:"Gupta, Rangan"
~person:"Mumtaz, Haroon"
~subject:"FAVAR"
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Search: subject_exact:"Impact analysis"
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Schock
FAVAR
Impact assessment
46
Wirkungsanalyse
46
Shock
24
VAR model
19
VAR-Modell
19
Estimation
17
Risiko
17
Risk
17
Schätzung
17
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14
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14
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13
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24
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Giannoni, Marc Paolo
Gupta, Rangan
Mumtaz, Haroon
Forni, Mario
7
Gambetti, Luca
7
Salisu, Afees A.
6
Caldara, Dario
5
Theodoridis, Konstantinos
5
Wohar, Mark E.
5
Doojav, Gan-Ochir
4
Fuentes-Albero, Cristina
4
Ji, Qiang
4
Pisani, Massimiliano
4
Rossi, Barbara
4
Sala, Luca
4
Tenreyro, Silvana
4
Tillmann, Peter
4
Toan Luu Duc Huynh
4
Vespignani, Joaquin
4
Anzuini, Alessio
3
Ben Zeev, Nadav
3
Cirella, Giuseppe T.
3
Eickmeier, Sandra
3
Evgenidis, Anastasios
3
Fernández-Villaverde, Jesús
3
Ferraresi, Tommaso
3
Furceri, Davide
3
Geiger, Martin
3
Gilchrist, Simon
3
Goodell, John W.
3
Hur, Joonyoung
3
Jiang, Yong
3
Jordà, Òscar
3
Kang, Wensheng
3
Kumar, Abhishek
3
Kurmann, André
3
Lucey, Brian M.
3
Mallick, Sushanta Kumar
3
Meyer, Brent H.
3
Mohaddes, Kamiar
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics letters
2
Discussion paper / Centre for Economic Policy Research
2
Energy economics
2
European economic review : EER
2
Finance research letters
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
Journal of international economics
1
Journal of international trade & economic development : an international and comparative review
1
Journal of monetary economics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Review of economic dynamics
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ECONIS (ZBW)
24
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1
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
2
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
3
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
4
Monetary policy uncertainty and firm dynamics
Fasani, Stefano
;
Mumtaz, Haroon
;
Rossi, Lorenza
- In:
Review of economic dynamics
47
(
2023
),
pp. 278-296
Persistent link: https://www.econbiz.de/10013555882
Saved in:
5
A note on the COVID-19 shock and real GDP in emerging economies
Salisu, Afees A.
;
Adediran, Idris A.
;
Gupta, Rangan
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10012802051
Saved in:
6
Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment
Caraiani, Petre
;
Gupta, Rangan
;
Lau, Chi Keung
; …
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10013353005
Saved in:
7
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
8
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
9
Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
European economic review : EER
129
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012514813
Saved in:
10
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
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