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subject:"United Kingdom"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~subject:"VAR model"
~type:"article"
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United Kingdom
VAR model
Estimation
1,511
Schätzung
1,511
Theorie
307
Theory
307
United States
235
USA
234
Welt
160
World
160
Börsenkurs
120
Share price
120
Panel
118
Panel study
118
Kaufkraftparität
113
Purchasing power parity
113
Cointegration
112
Kointegration
112
Time series analysis
110
Zeitreihenanalyse
110
Economic growth
104
Wirtschaftswachstum
104
Volatility
99
Volatilität
99
Estimation theory
93
Schätztheorie
93
Capital income
91
Kapitaleinkommen
91
Forecasting model
85
Prognoseverfahren
85
Aktienmarkt
82
Deutschland
82
Germany
82
Stock market
82
Einheitswurzeltest
71
Unit root test
71
EU countries
70
EU-Staaten
69
Business cycle
68
Konjunktur
68
Regression analysis
64
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Article in journal
103
Aufsatz in Zeitschrift
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English
103
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Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Blundell, Richard W.
2
Clark, Todd E.
2
Gil-Alaña, Luis A.
2
Shiu, Yung-ming
2
Turner, Paul
2
Urasawa, Satoshi
2
Acquaye, Ivy K.
1
Ahelegbey, Daniel Felix
1
Akosah, Nana Kwame
1
Alessie, Rob
1
Alfonso, António
1
Alves, Carlos F.
1
An, Zhen
1
Artis, Michael J.
1
Atal, Vidya
1
Bai, Yu
1
Bamiatzi, Vicky
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Barigozzi, Matteo
1
Baxter, J. L.
1
Belazreg, Walid
1
Benati, Luca
1
Berument, Hakan
1
Bian, Yang
1
Bilbao, Cecilia
1
Billio, Monica
1
Bozos, Konstantinos
1
Byrne, Joseph P.
1
Caggiano, Giovanni
1
Cai, Yifei
1
Campolieti, Michele
1
Cappellari, Lorenzo
1
Carriero, Andrea
1
Carron, Brenda
1
Casarin, Roberto
1
Castelnuovo, Efrem
1
Castro, Francisco de
1
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Applied economics letters
Journal of applied econometrics
Applied economics
174
Economic modelling
96
Economics letters
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of international money and finance
69
Applied financial economics
56
Oxford bulletin of economics and statistics
48
Journal of macroeconomics
47
Energy economics
44
Journal of economic dynamics & control
44
International review of economics & finance : IREF
39
The economic journal : the journal of the Royal Economic Society
39
Macroeconomic dynamics
37
The North American journal of economics and finance : a journal of financial economics studies
37
European economic review : EER
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International journal of finance & economics : IJFE
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
The European journal of finance
30
Economica
27
Journal of econometrics
27
Journal of money, credit and banking : JMCB
26
Open economies review
26
Journal of banking & finance
23
Scottish journal of political economy : the journal of the Scottish Economic Society
23
The Manchester School
23
Finance research letters
22
International review of financial analysis
21
Journal of population economics
21
Journal of international economics
20
Journal of monetary economics
20
Labour economics : official journal of the European Association of Labour Economists
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International Journal of Energy Economics and Policy : IJEEP
19
International journal of forecasting
19
Journal of international financial markets, institutions & money
19
The journal of futures markets
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
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ECONIS (ZBW)
103
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
4
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
5
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
8
Higher labour market bargaining power, higher unemployment in recessions
Atal, Vidya
;
Gharehgozli, Orkideh
;
San Vicente Portes, Luis
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2086-2090
Persistent link: https://www.econbiz.de/10014324880
Saved in:
9
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
10
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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