Search Results - subject:"Vector Autoregressive Model"

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What is the potential impact of Iran's economic global integration on Saudi Arabia's military spending?

Farzanegan, Mohammad Reza - In: Defence and peace economics 36 (2025) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015182059

International transmission of fiscal news shock : evidence from defense spending

Sayeed, Jamil; Islam, Deen - In: Defence and peace economics 36 (2025) 1, pp. 126-140

Persistent link: https://www.econbiz.de/10015182077

Does global spillover matter in the Indian money market? : A vector error correction model

Bakshi, Avijit; Reddy, Pujari Sudharsana - In: International journal of Indian culture and business … 34 (2025) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10015323424

Exploring interconnections and risk evaluation of green equities and bonds : fresh perspectives from TVP-VAR model and wavelet-based VaR analysis

Yousfi, Mohamed; Bouzgarrou, Houssam - In: China finance review international 15 (2025) 1, pp. 117-139

Persistent link: https://www.econbiz.de/10015323953

Macroeconomic shocks, market uncertainty and speculative bubbles : a decomposition-based predictive model of Indian stock markets

Ghosh, Indranil; Chaudhuri, Tama Datta; Sakar, Sunita; … - In: China finance review international 15 (2025) 1, pp. 166-201

Persistent link: https://www.econbiz.de/10015323973

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.

Persistent link: https://www.econbiz.de/10015206755

Nonbank financial institutions and financial stability : time series analysis

Zheng, Licheng; Huang, Xiaoqing; Lu, Xiaoyong - In: Finance research letters 73 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015210301

The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress

Alam, Md Rafayet; Forhad, Abdur Rahman - In: Applied economics 57 (2025) 14, pp. 1542-1558

Persistent link: https://www.econbiz.de/10015331896

Macroeconomic responses to financial stress shocks : evidence from the US and the Eurozone

Giannellis, Nikolaos; Tzanaki, Maria-Anna - In: International economics : the quarterly journal in … 181 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015329614

The heterogeneous effects of EU structural funds : a spatial VAR approach

Destefanis, Sergio; Di Giacinto, Valter - In: Journal of regional science 65 (2025) 2, pp. 497-517

Persistent link: https://www.econbiz.de/10015399182

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