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Search: subject_exact:"Vector autoregressive process"
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ECONIS (ZBW)
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1
Monetary policy announcements, consumers' inflation expectations, and readiness to spend
Breitenlechner, Max
;
Geiger, Martin
;
Scharler, Johann
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 277-298
Persistent link: https://www.econbiz.de/10014485303
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2
A note on international spillovers of economic policy uncertainty across business cycles : evidence from OECD countries
Popp, Aaron
;
Zhang, Fang
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10014465384
Saved in:
3
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
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4
The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza
;
Burgard, Jan Pablo
;
Neuenkirch, Matthias
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1893-1931
Persistent link: https://www.econbiz.de/10014364406
Saved in:
5
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
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6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
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7
The effects of fiscal policy at the effective lower bound
Bonam, Dennis
;
Haan, Jakob de
;
Soederhuizen, Beau
- In:
Macroeconomic dynamics
26
(
2022
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10013166210
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8
"Time-release" output responses to public education expenditures
Atems, Bebonchu
;
Blankenau, William
- In:
Macroeconomic dynamics
26
(
2022
)
6
,
pp. 1483-1521
Persistent link: https://www.econbiz.de/10013469741
Saved in:
9
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
10
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
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