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subject:"EU countries"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Makroökonometrie"
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Search: subject_exact:"Vector autoregressive model"
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EU countries
Makroökonometrie
VAR model
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Pesaran, M. Hashem
5
Di Mauro, Filippo
2
Dées, Stéphane
2
Smith, L. Vanessa
2
Artis, Michael J.
1
Campolieti, Michele
1
Chadha, Jagjit
1
Chudik, Alexander
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Fève, Patrick
1
Galvão, Ana Beatriz C.
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1
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Koop, Gary
1
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Muijsson, C. A.F.
1
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1
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54
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Assessing interbank connectedness using transmission decomposition techniques : an application to Eurozone SIFIs
Muijsson, C. A.F.
-
2014
Persistent link: https://www.econbiz.de/10010504847
Saved in:
2
Theory and practice of GVAR modeling
Pesaran, M. Hashem
;
Chudik, Alexander
-
2014
Persistent link: https://www.econbiz.de/10010356261
Saved in:
3
In search of the transmission mechanism of fiscal policy in the Euro Area
Fève, Patrick
;
Sahuc, Jean-Guillaume
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 704-718
Persistent link: https://www.econbiz.de/10011694795
Saved in:
4
Money, prices and liquidity effects : separating demand from supply
Chadha, Jagjit
;
Corrado, Luisa
;
Sun, Qi
-
2008
Persistent link: https://www.econbiz.de/10003851127
Saved in:
5
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
6
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003491106
Saved in:
7
Macroeconometric modelling with a global perspective
Pesaran, M. Hashem
(
contributor
);
Smith, Ron
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328171
Saved in:
8
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
9
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
10
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
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