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isPartOf:"IMF working paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"USA"
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Search: subject_exact:"Vector autoregressive model"
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Ahmed, Haydory Akbar
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Almounsor, Abdullah
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Barakchian, S. Mahdi
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Barrera, Natalia
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Bayoumi, Tamim A.
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IMF working paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Centre for Economic Policy Research
62
Working paper
50
Applied economics
49
Economic modelling
41
Economics letters
39
Working paper / National Bureau of Economic Research, Inc.
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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22
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22
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20
EUI working paper / ECO
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of money, credit and banking : JMCB
17
Oxford bulletin of economics and statistics
17
The review of economics and statistics
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Dynamics between the budget deficit and the government debt in the United States : a nonlinear analysis
Ahmed, Haydory Akbar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 93-109
Persistent link: https://www.econbiz.de/10012594179
Saved in:
2
Fiscal policy uncertainty and US output
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012198646
Saved in:
3
Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
Kotz, Hans-Helmut
;
Semmler, Willi
;
Tahri, Ibrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011966015
Saved in:
4
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
5
Inflation dynamics in Yemen : an empirical analysis
Almounsor, Abdullah
-
2010
Persistent link: https://www.econbiz.de/10008666094
Saved in:
6
Monetary policy matters : new evidence bases on a new shock measure
Barakchian, S. Mahdi
;
Crowe, Christopher
-
2010
Persistent link: https://www.econbiz.de/10009405453
Saved in:
7
Deconstructing the international business cycle : why does a U.S. sneeze give the rest of the world a cold?
Bayoumi, Tamim A.
;
Bui, Trung
-
2010
Persistent link: https://www.econbiz.de/10009406837
Saved in:
8
The impact of the global crisis on Canada : what do macro-financial linkages tell us?
Duttagupta, Rupa
;
Barrera, Natalia
-
2010
Persistent link: https://www.econbiz.de/10003949618
Saved in:
9
Dissecting Taylor rules in a structural VAR
Choi, Woon Gyu
;
Wen, Yi
-
2010
Persistent link: https://www.econbiz.de/10003949762
Saved in:
10
Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand
Lieb, Lenard
;
Candelon, Bertrand
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10011339429
Saved in:
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