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Search: subject_exact:"Vector autoregression"
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ECONIS (ZBW)
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1
Striking a bargain : narrative identification of wage bargaining shocks
Žymantas, Budrys
;
Porqueddu, Mario
;
Sokol, Andrej
-
2024
Persistent link: https://www.econbiz.de/10014484224
Saved in:
2
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
3
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
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4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
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6
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
7
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
Saved in:
8
Carbon intensity, productivity, and growth
Mönch, Emanuel
;
Soofi-Siavash, Soroosh
-
2023
Persistent link: https://www.econbiz.de/10014317858
Saved in:
9
The increasing impact of Spain on the equity markets of Brazil, Chile and Mexico
Rivas, Andres
;
Verma, Rahul
;
Rodriguez, Antonio J.
; …
-
2023
Persistent link: https://www.econbiz.de/10014284165
Saved in:
10
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
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