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Search: subject:"Time varying parameter,Vector autoregression"
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VAR model
19
VAR-Modell
19
Welt
9
World
9
Estimation
8
Schätzung
8
Time-varying parameter vector autoregression
6
Volatility
5
Volatilität
5
Aktienmarkt
4
Coronavirus
4
Monetary policy
4
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4
Risk
4
Spillover effect
4
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4
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4
time-varying parameter vector autoregression
4
Dynamic connectedness
3
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3
Time series analysis
3
Virtual currency
3
Virtuelle Währung
3
Wohnungsmarkt
3
Zeitreihenanalyse
3
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2
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2
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2
Börsenkurs
2
COVID-19
2
Change point model
2
Cryptocurrencies
2
Energiemarkt
2
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2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Geldpolitik
2
Geopolitical risk
2
Global Cities
2
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Free
12
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11
CC license
2
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Article
14
Book / Working Paper
9
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Article in journal
13
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7
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5
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English
22
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1
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Alqaralleh, Huthaifa
2
Canepa, Alessandra
2
Du Rand, Gideon
2
Feldkircher, Martin
2
Hollander, Hylton
2
Huber, Florian
2
Kastner, Gregor
2
Nakajima, Jouchi
2
Uddin, Mohammed Gazi Salah
2
Van Lill, Dawie
2
Al-Yahyaee, Khamis Hamed
1
Anwar, Rija
1
Benkraiem, Ramzi
1
Boubaker, Sabri
1
Bouri, Elie
1
Bouteska, Ahmed
1
Broadstock, David C.
1
Chatziantoniou, Ioannis
1
Choi, Sun-Yong
1
Chowdhury, Md Iftekhar Hasan
1
Croux, Christophe
1
Dhanessar, Alon
1
Edwards, Stefan
1
French, Joseph J.
1
Gabauer, David
1
Gubareva, Mariya
1
Guesmi, Khaled
1
Gurdgiev, Constantin
1
Hammad, May H.
1
Harasheh, Murad
1
Hasan, Mudassar
1
Hwang, So Jung
1
Kang, Sang Hoon
1
Lee, Chien-Chiang
1
Lei, Xiaojie
1
Manh Tien Bui
1
Mensi, Waild
1
Ning, Zhong
1
Obalade, Adefemi Alamu
1
Park, Donghyun
1
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Institute for Monetary and Economic Studies, Bank of Japan
2
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Energy economics
2
IMES Discussion Paper Series
2
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Financial innovation : FIN
1
International Journal of Energy Economics and Policy : IJEEP
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of economic interaction and coordination
1
KBI
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of energy markets
1
WIDER Working Paper
1
Working Papers in Economics
1
Working paper / World Institute for Development Economics Research
1
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1
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1
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ECONIS (ZBW)
19
EconStor
2
RePEc
2
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10
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23
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1
Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence
Tita, Anthanasius Fomum
;
French, Joseph J.
;
Gurdgiev, …
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015330577
Saved in:
2
Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications
Mensi, Waild
;
Gubareva, Mariya
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-27
employing a
time-varying
parameter
vector
autoregression
approach. We fnd that lower and upper quantile spillovers are higher …
Persistent link: https://www.econbiz.de/10014547078
Saved in:
3
Spillover effects between oil, gold, stock, and exchange rate returns in Thailand : an extended joint connected TVP-VAR Approach
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
5
,
pp. 62-72
Persistent link: https://www.econbiz.de/10015108231
Saved in:
4
Time-varying fiscal multipliers for South Africa: A large
time-varying
parameter
vector
autoregression
approach
Du Rand, Gideon
;
Hollander, Hylton
;
Van Lill, Dawie
-
2023
by using a large
time-varying
parameter
vector
autoregression
approach estimated with Bayesian methods. We argue for an …
Persistent link: https://www.econbiz.de/10014477472
Saved in:
5
Time-varying fiscal multipliers for South Africa : a large
time-varying
parameter
vector
autoregression
approach
Du Rand, Gideon
;
Hollander, Hylton
;
Van Lill, Dawie
-
2023
by using a large
time-varying
parameter
vector
autoregression
approach estimated with Bayesian methods. We argue for an …
Persistent link: https://www.econbiz.de/10014336362
Saved in:
6
Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Uddin, …
-
2022
Persistent link: https://www.econbiz.de/10013366320
Saved in:
7
Emotional spillovers in the cryptocurrency market
Chowdhury, Md Iftekhar Hasan
;
Hasan, Mudassar
;
Bouri, Elie
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014526450
Saved in:
8
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
9
Analysis of the Trinidad & Tobago Mutual Fund Industry using a
Time
Varying
Parameter
Vector
Autoregression
(TVP-VAR) methodology
Dhanessar, Alon
;
Edwards, Stefan
;
Ramlogan, Avinash
-
2021
Persistent link: https://www.econbiz.de/10012802849
Saved in:
10
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:
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