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~isPartOf:"European economic review : EER"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"VAR model"
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VAR model
Theorie
608
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608
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277
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205
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Caggiano, Giovanni
2
Castelnuovo, Efrem
2
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2
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European economic review : EER
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
193
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193
Working paper series / European Central Bank
185
Working paper
179
Economics letters
165
Energy economics
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Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
137
Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
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86
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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71
The international transmission of US shocks : evidence from Bayesian global vector autoregressions
Feldkircher, Martin
;
Huber, Florian
- In:
European economic review : EER
81
(
2016
),
pp. 167-188
Persistent link: https://www.econbiz.de/10011742047
Saved in:
72
The effect of investors' confidence on monetary policy transmission mechanism : a Multivariate GARCH approach
Guerello, Chiara
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 248-266
Persistent link: https://www.econbiz.de/10011672962
Saved in:
73
Sluggish private investment in Japan's Lost Decade : mixed frequency vector autoregression approach
Motegi, Kaiji
;
Sadahiro, Akira
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 118-128
Persistent link: https://www.econbiz.de/10012036270
Saved in:
74
The transmission of US economic policy uncertainty shocks to Asian and global financial markets
Kido, Yosuke
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 222-231
Persistent link: https://www.econbiz.de/10012036619
Saved in:
75
Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries
Burriel, Pablo
;
Galesi, Alessandro
- In:
European economic review : EER
101
(
2018
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011975383
Saved in:
76
Exporters' product vectors across markets
Fontagné, Lionel
;
Secchi, Angelo
;
Tomasi, Chiara
- In:
European economic review : EER
110
(
2018
),
pp. 150-180
Persistent link: https://www.econbiz.de/10012129146
Saved in:
77
Foreign equity flows : boon or bane to the liquidity of Malaysian stock market?
Liew, Ping-Xin
;
Lim, Kian-Ping
;
Goh, Kim-leng
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 161-181
Persistent link: https://www.econbiz.de/10012117767
Saved in:
78
The mechanics of VAR forecast pooling : a DSGE
model
based Monte Carlo study
Henzel, Steffen R.
;
Mayr, Johannes
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 1-24
Persistent link: https://www.econbiz.de/10009739700
Saved in:
79
Reexamining the time-varying volatility spillover effects : a Markov switching causality approach
Zheng, Tingguo
;
Zuo, Haomiao
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 643-662
Persistent link: https://www.econbiz.de/10010370486
Saved in:
80
Financial intermediaries' instability and euro area macroeconomic dynamics
Lhuissier, Stéphane
- In:
European economic review : EER
98
(
2017
),
pp. 49-72
Persistent link: https://www.econbiz.de/10011812037
Saved in:
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