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subject:"Shock"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Prognoseverfahren
VAR model
60
VAR-Modell
60
Estimation
29
Schätzung
29
Schock
21
Volatility
15
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15
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13
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Oil price
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Gupta, Rangan
2
Ahelegbey, Daniel Felix
1
Al Rababa'a, Abdel Razzaq
1
Asai, Manabu
1
Balcilar, Mehmet
1
Balke, Nathan S.
1
Bellos, Sotirios K.
1
Bloor, Chris
1
Bracke, Thierry
1
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Cai, Mei-Ling
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1
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1
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1
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1
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1
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1
Gkasis, Pavlos
1
Golitsis, Petros
1
Gong, Xu
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Hamori, Shigeyuki
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1
Henzel, Steffen R.
1
Istiak, Khandokar
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Jang, Bosung
1
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1
Katzke, Nico
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Mayr, Johannes
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Ngene, Geoffrey M.
1
Ong, Sheue Li
1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
89
Economic modelling
86
Applied economics
85
Working paper series / European Central Bank
83
Energy economics
81
International journal of forecasting
81
Economics letters
69
CESifo working papers
66
Discussion paper / Centre for Economic Policy Research
66
CAMA working paper series
60
Discussion papers / CEPR
58
Journal of international money and finance
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of economic dynamics & control
49
Journal of macroeconomics
49
ECB Working Paper
43
Journal of applied econometrics
41
Journal of monetary economics
40
Journal of forecasting
38
NBER working paper series
37
Applied economics letters
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Journal of econometrics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Macroeconomic dynamics
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Discussion paper
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
European economic review : EER
31
International review of economics & finance : IREF
31
Working paper / National Bureau of Economic Research, Inc.
31
Working paper series
29
Journal of money, credit and banking : JMCB
28
International Journal of Energy Economics and Policy : IJEEP
25
Temi di discussione / Banca d'Italia
23
Working paper series / Czech National Bank
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Federal Reserve Bank of Cleveland working paper series
21
Journal of international economics
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1
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
2
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
3
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
4
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
5
Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach
Balke, Nathan S.
;
Zeng, Zheng
;
Zhang, Ren
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821445
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6
The effects of oil price shocks on inflation in the G7 countries
Wen, Fenghua
;
Zhang, Keli
;
Gong, Xu
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822091
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7
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
Chen, Zhang-HangJian
;
Li, Sai-Ping
;
Cai, Mei-Ling
; …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186364
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8
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
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9
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
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10
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
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