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  • Search: subject:"Time-varying VAR model"
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Year of publication
Subject
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VAR model 4 VAR-Modell 4 Dutch disease 3 Theorie 3 Theory 3 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Learning by Doing 2 Learning by doing 2 Learning process 2 Lernprozess 2 Netherlands 2 Neue Makroökonomik offener Volkswirtschaften 2 New open economy macroeconomics 2 Niederlande 2 Oil price 2 Resource wealth 2 Rohstoffreichtum 2 Time-varying VAR model 2 Welt 2 World 2 learning by doing 2 resource movements 2 time-varying VAR model 2 Ölpreis 2 ARCH 1 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Analytics of multidimensional dynamic systems 1 C32 1 E32 1 F41 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 GARCH 1 International financial market 1 Internationaler Finanzmarkt 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 5
Author
All
Thorsrud, Leif Anders 3 Torvik, Ragnar 3 Bjørnland, Hilde Christiane 2 Bjørnland, Hilde C. 1 Ito, Mikio 1 Noda, Akihiko 1 Roy, Rahul 1 Santhakumar, Shijin 1 Wada, Tatsuma 1
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Published in...
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Applied economics 1 CAMA working paper series 1 Decision 1 European economic review : EER 1 Working Paper 1
Source
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ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
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Dutch disease dynamics reconsidered
Bjørnland, Hilde Christiane; Thorsrud, Leif Anders; … - 2019
Persistent link: https://www.econbiz.de/10012224397
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Dutch disease dynamics reconsidered
Bjørnland, Hilde C.; Thorsrud, Leif Anders; Torvik, Ragnar - 2018
In this paper we develop the first model to incorporate the dynamic productivity consequences of both the spending effect and the resource movement effect of oil abundance. We show that doing so dramatically alters the conclusions drawn from earlier models of learning by doing (LBD) and the...
Persistent link: https://www.econbiz.de/10012143925
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Dutch disease dynamics reconsidered
Bjørnland, Hilde Christiane; Thorsrud, Leif Anders; … - In: European economic review : EER 119 (2019), pp. 411-433
Persistent link: https://www.econbiz.de/10012263289
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International stock market efficiency : a non-Bayesian time-varying model approach
Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 46 (2014) 22/24, pp. 2744-2754
Persistent link: https://www.econbiz.de/10010417158
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Time-varying global financial market inefficiency : an instance of pre-, during, and post-subprime crisis
Roy, Rahul; Santhakumar, Shijin - In: Decision 41 (2014) 4, pp. 449-488
Persistent link: https://www.econbiz.de/10010483835
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