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subject:"VAR model"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Schätzung"
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Search: subject_exact:"ARDL approach"
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VAR model
Schätzung
Cointegration
44
Kointegration
44
VAR-Modell
30
Time series analysis
18
Zeitreihenanalyse
18
Theorie
12
Theory
12
USA
8
United States
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7
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Außenhandel
2
Devisenmarkt
2
Einheitswurzeltest
2
Foreign exchange market
2
Foreign trade
2
Großbritannien
2
Hedging
2
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31
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31
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31
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31
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31
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English
31
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Johansen, Søren
14
Jusélius, Katarina
12
Bohn Nielsen, Heino
6
Rahbek, Anders
4
Cavaliere, Giuseppe
2
Nielsen, Morten Ørregaard
2
Swensen, Anders Rygh
2
Taylor, Robert
2
Assenmacher-Wesche, Katrin
1
Framroze Møller, Niels
1
Franchi, Massimo
1
Frydman, Roman
1
Gatarek, Lukasz
1
Goldberg, Michael D.
1
Hoover, Kevin D.
1
Kongsted, Hans Christian
1
Kurita, Takamitsu
1
Mladenovic, Zorica
1
Nielsen, Bent
1
Sharp, Paul
1
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Københavns Universitet / Økonomisk Institut
7
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Discussion papers / Department of Economics, University of Copenhagen
Applied economics
142
Economic modelling
124
International Journal of Energy Economics and Policy : IJEEP
99
Applied economics letters
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
93
International journal of economics and financial issues : IJEFI
87
The empirical economics letters : a monthly international journal of economics
74
CESifo working papers
67
International journal of economics and finance
66
Energy economics
65
Cogent economics & finance
50
Theoretical and applied economics : GAER review
50
International review of economics & finance : IREF
46
Journal of econometrics
44
Economics letters
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
Research in international business and finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Discussion papers of interdisciplinary research project 373
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
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30
Journal of international money and finance
29
Global business review
28
Economies : open access journal
27
International journal of finance & economics : IJFE
27
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26
Econometric reviews
26
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25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of applied econometrics
22
Journal of international financial markets, institutions & money
22
Journal of policy modeling : JPMOD ; a social science forum of world issues
22
Panoeconomicus
22
Economic research
21
Journal of risk and financial management : JRFM
21
Applied financial economics
20
Finance research letters
20
Iranian economic review : journal of University of Tehran
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ECONIS (ZBW)
31
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
3
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
5
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
-
2014
Persistent link: https://www.econbiz.de/10010434067
Saved in:
6
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
7
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
9
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
10
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
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