EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Time varying parameter-vector autoregression model"
Narrow search

Narrow search

Year of publication
Subject
All
VAR model 3 VAR-Modell 3 Volatility 3 Volatilität 3 Coronavirus 2 Estimation 2 Schätzung 2 Time-varying parameter vector autoregression model with stochastic volatility (TVP-VAR-SV) 2 Welt 2 World 2 Anlageverhalten 1 Behavioural finance 1 COVID-19 pandemic 1 Covid-19 1 Economic policy 1 Economic policy uncertainty 1 Financial crisis 1 Financial stability 1 Finanzkrise 1 Geldpolitik 1 Housing market 1 Housing permits 1 Housing price return 1 Immobilienpreis 1 Impact assessment 1 Investor sentiment 1 Monetary policy 1 Oil market 1 Oil price 1 Real estate price 1 Realized crude oil price volatility 1 Risiko 1 Risk 1 Schock 1 Shock 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Time varying parameter-vector autoregression model 1 VIX 1
more ... less ...
Online availability
All
Undetermined 3
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
English 3
Author
All
Boubaker, Sabri 1 Huang, MeiChi 1 Manh Tien Bui 1 Ning, Zhong 1 Park, Donghyun 1 Qi, Xin-Zhou 1 Qin, Meng 1 Thai-Ha Le 1
more ... less ...
Published in...
All
Energy economics 1 Journal of economic interaction and coordination 1 The quarterly review of economics and finance 1
Source
All
ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Time-varying impacts of monetary policies on state-level housing markets : evidence from the Covid-19 period
Huang, MeiChi - In: The quarterly review of economics and finance 100 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015405507
Saved in:
Cover Image
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:
Cover Image
Economic policy uncertainty, investor sentiment and financial stability : an empirical study based on the time varying parameter-vector autoregression model
Qi, Xin-Zhou; Ning, Zhong; Qin, Meng - In: Journal of economic interaction and coordination 17 (2022) 3, pp. 779-799
Persistent link: https://www.econbiz.de/10013271990
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...