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~subject:"Bayesian time-varying parameter VAR"
~subject:"Capital income"
~subject:"VAR model"
~type_genre:"Article in journal"
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Bayesian time-varying parameter VAR
Capital income
VAR model
EU countries
6
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Watzka, Sebastian
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Michaelis, Henrike
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Schenkelberg, Heike
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Urbschat, Florian
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Vähämaa, Sami
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Äijö, Janne
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Journal of international money and finance
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Quantitative easing in the Euro Area : an event study approach
Urbschat, Florian
;
Watzka, Sebastian
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 14-36
Persistent link: https://www.econbiz.de/10012430851
Saved in:
2
Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?
Michaelis, Henrike
;
Watzka, Sebastian
- In:
Journal of international money and finance
70
(
2017
),
pp. 204-233
Persistent link: https://www.econbiz.de/10011752323
Saved in:
3
Real effects of quantitative easing at the zero lower bound : structural VAR-based evidence from Japan
Schenkelberg, Heike
;
Watzka, Sebastian
- In:
Journal of international money and finance
33
(
2013
),
pp. 327-357
Persistent link: https://www.econbiz.de/10009730706
Saved in:
4
What moves option : implied bond market expectations?
Vähämaa, Sami
;
Watzka, Sebastian
;
Äijö, Janne
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
Saved in:
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