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  • Search: subject:"Time varying structural vector autoregression model"
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ARCH model 1 ARCH-Modell 1 Estimation 1 Japan 1 Markov Chain Monte Carlo algorithm 1 Monetary policy 1 Oil price 1 Preiskonvergenz 1 Price convergence 1 Price shock transmission 1 Romania 1 Schock 1 Schätzung 1 Shock 1 Spillover effect 1 Spillover-Effekt 1 Stochastic volatility 1 Time varying structural vector autoregression model 1 Time-varying structural vector autoregression model 1 Transmission mechanism 1 USA 1 United States 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatility spillovers 1 Volatilität 1 Ölpreis 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Hamori, Shigeyuki 1 ROSOIU, Andreea A. 1 Tian, Shuairu 1
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Network Intelligence Studies 1 The North American journal of economics and finance : a journal of financial economics studies 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
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MONETARY POLICY TRANSMISSION MECHANISM AND TVP-VAR MODEL
ROSOIU, Andreea A. - In: Network Intelligence Studies (2013) 2, pp. 119-126
varying structural vector autoregression model is estimated, by using a Markov Chain Monte Carlo algorithm for the posterior … sustainable economic growth. In order to analyze the evolution of the monetary policy transmission mechanism in Romania, a time …
Persistent link: https://www.econbiz.de/10010700626
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