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~isPartOf:"Energy economics"
~isPartOf:"European economic review : EER"
~isPartOf:"International review of economics & finance : IREF"
~subject:"VAR model"
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VAR model
Theorie
1,017
Theory
1,017
Estimation
649
Schätzung
648
Volatility
544
Volatilität
544
Oil price
543
Ölpreis
543
Welt
476
World
476
Forecasting model
455
Prognoseverfahren
455
ARCH model
367
ARCH-Modell
367
China
353
Greenhouse gas emissions
323
Treibhausgas-Emissionen
323
Cointegration
307
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307
Börsenkurs
277
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277
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273
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273
VAR-Modell
270
Capital income
259
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237
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236
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217
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217
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211
Time series analysis
209
Zeitreihenanalyse
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208
Schock
202
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202
Impact assessment
181
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1
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271
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Gupta, Rangan
10
Wang, Yudong
5
Cai, Yifei
4
Hammoudeh, Shawkat
4
Kim, Won Joong
4
Manera, Matteo
4
Wohar, Mark E.
4
Wu, Chongfeng
4
Cross, Jamie
3
Kang, Wensheng
3
Kim, Hyeongwoo
3
Lee, Chien-chiang
3
Papież, Monika
3
Ratti, Ronald A.
3
Rubaszek, Michał
3
Thai-Ha Le
3
Uddin, Mohammed Gazi Salah
3
Umar, Zaghum
3
Wang, Gang-Jin
3
Wu, Yanrui
3
Śmiech, Sławomir
3
Abakah, Emmanuel Joel Aikins
2
Aharon, David Y.
2
Balcilar, Mehmet
2
Bao Hoang Nguyen
2
Barbaglia, Luca
2
Boubaker, Sabri
2
Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Croux, Christophe
2
Da̜browski, Marek A.
2
Eickmeier, Sandra
2
Farzanegan, Mohammad Reza
2
Filis, George
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Ji, Qiang
2
Jiang, Yong
2
Jin, Jang Cheong
2
Kang, Sang Hoon
2
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Energy economics
European economic review : EER
International review of economics & finance : IREF
Applied economics
193
Economic modelling
193
Working paper series / European Central Bank
185
Working paper
179
Economics letters
165
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
137
Journal of international money and finance
127
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
101
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
ECB Working Paper
83
Macroeconomic dynamics
80
Discussion papers / CEPR
79
International Journal of Energy Economics and Policy : IJEEP
75
Journal of applied econometrics
75
Discussion papers / Deutsches Institut für Wirtschaftsforschung
69
NBER Working Paper
69
Discussion paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
53
Finance research letters
51
Journal of forecasting
49
IMF Working Paper
48
Journal of banking & finance
47
Working papers
47
Journal of money, credit and banking : JMCB
45
Working paper / Norges Bank
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ECONIS (ZBW)
271
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1
The changing dynamics of crypto mining and environmental impact
Kumari, Pooja
;
Mamidala, Vasanthi
;
Chavali, Kavita
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 940-953
Persistent link: https://www.econbiz.de/10014446611
Saved in:
2
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
3
Extreme connectedness between NFTs and US equity market : a sectoral analysis
Ali, Shoaib
;
Umar, Muhammad
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 299-315
Persistent link: https://www.econbiz.de/10014492150
Saved in:
4
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
5
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE
model
approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
6
Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang
;
Zhan, Yanhong
;
Peng, Yiqi
;
Cai, Weiyi
- In:
Energy economics
105
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
Saved in:
7
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
8
Are neutral and investment-specific technology shocks correlated?
Moura, Alban
- In:
European economic review : EER
139
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013270133
Saved in:
9
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris
- In:
European economic review : EER
148
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013553376
Saved in:
10
The hard road to a soft landing : evidence from a (modestly) nonlinear structural
model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
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