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  • Search: subject:"Panel vector autoregression model"
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Year of publication
Subject
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VAR model 8 VAR-Modell 8 Panel vector autoregression model 5 panel vector autoregression model 4 Panel 3 Panel study 3 Economic growth 2 Wirtschaftswachstum 2 dynamic panel model 2 emerging Asia 2 financial stability 2 macrofinancial feedback effects 2 nonperforming loans 2 Aging population 1 Alternde Bevölkerung 1 Asia 1 Asien 1 Asset-liability management 1 Balance sheet 1 Bank 1 Bank accounting 1 Bank balance sheet adjustment 1 Bank liquidity 1 Bankenliquidität 1 Bankrechnungslegung 1 Basel Accord 1 Basler Akkord 1 Bilanz 1 Bilanzstrukturmanagement 1 Börsenkurs 1 Capital income 1 Capital regulation 1 China 1 Contributing 1 Correlation 1 Country risk 1 Country risks 1 Credit risk 1 Crowdfunding 1 Data security 1
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Online availability
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Free 5 Undetermined 4 CC license 1
Type of publication
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Article 7 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 9
Author
All
Lee, Junkyu 2 Rosenkranz, Peter 2 Dong, Qingyuan 1 Du, Qunyang 1 Ferstl, Robert 1 Goodell, John W. 1 Goto, Etsu 1 Hao, Wanting 1 Hao, Yu 1 Imanaka, Yuichi 1 Ishihara, Tsunehiro 1 Jiang, Xuedi 1 Kunisawa, Susumu 1 Leung, Alvin Chung Man 1 Li, Wilson Weixun 1 Li, Xianguo 1 Mandas, Marco 1 Min Du, Anna 1 Qi, Yuan 1 Sigmund, Michael 1 Sugawara, Shinya 1 Yue, Wei Thoo 1 Zhang, Fangliang 1 Zhang, Hao 1
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Published in...
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ADB Economics Working Paper Series 1 ADB economics working paper series 1 Economics letters 1 Electronic commerce research 1 Energy strategy reviews 1 Health economics 1 Research in international business and finance 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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Source
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ECONIS (ZBW) 8 EconStor 1
Showing 1 - 9 of 9
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Interplay between oil prices, country risks, and stock returns in the context of global conflict : a PVAR approach
Dong, Qingyuan; Du, Qunyang; Min Du, Anna - In: Research in international business and finance 72 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015065748
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Where is IT in information security? : the interrelationship among IT investment, security awareness, and data breaches
Li, Wilson Weixun; Leung, Alvin Chung Man; Yue, Wei Thoo - 2023
Persistent link: https://www.econbiz.de/10013556967
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The impact of capital-based macroprudential policy on banks' balance sheet composition
Mandas, Marco; Goodell, John W. - In: Economics letters 253 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015466961
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Certified by social networks : the role of social certifications in medical crowdfunding
Hao, Wanting; Li, Xianguo; Zhang, Fangliang - In: Electronic commerce research 25 (2025) 3, pp. 1827-1864
Persistent link: https://www.econbiz.de/10015595078
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How do the industrial structure and international trade affect electricity consumption? : new evidence from China
Zhang, Hao; Jiang, Xuedi; Qi, Yuan; Hao, Yu - In: Energy strategy reviews 43 (2022), pp. 1-15
Since the reform and opening up, electricity consumption in China has grown rapidly. However, the energy and environmental problems partly caused by the power generation structure, which is dominated by coal-fired power generation, have deepened, affecting the orderly and sustainable development...
Persistent link: https://www.econbiz.de/10014512808
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A panel vector autoregression analysis for the dynamics of medical and long-term care expenditures
Sugawara, Shinya; Ishihara, Tsunehiro; Kunisawa, Susumu; … - In: Health economics 33 (2024) 4, pp. 748-763
Persistent link: https://www.econbiz.de/10014514512
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Nonperforming loans in Asia : determinants and macrofinancial linkages
Lee, Junkyu; Rosenkranz, Peter - 2019
The recent rise of nonperforming loans (NPLs) in some Asian economies calls for close analysis of the determinants, the potential macrofinancial feedback effects, and the implications for financial stability in the region. Using a dynamic panel model, we assess the determinants of the evolution...
Persistent link: https://www.econbiz.de/10011984160
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Nonperforming loans in Asia: Determinants and macrofinancial linkages
Lee, Junkyu; Rosenkranz, Peter - 2019
The recent rise of nonperforming loans (NPLs) in some Asian economies calls for close analysis of the determinants, the potential macrofinancial feedback effects, and the implications for financial stability in the region. Using a dynamic panel model, we assess the determinants of the evolution...
Persistent link: https://www.econbiz.de/10012064738
Saved in:
Cover Image
Panel vector autoregression in R with the package panelvar
Sigmund, Michael; Ferstl, Robert - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 693-720
Persistent link: https://www.econbiz.de/10012655612
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