Search Results - subject:"Vector Autoregressive Model"

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Macro-financial applications of vector autoregressions

Krogh, Mathias Sjøgreen - 2023 - This version: November 1, 2023

Persistent link: https://www.econbiz.de/10014431202

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014431618

The long-run Phillips Curve is... a curve

Ascari, Guido; Bonomolo, Paolo; Haque, Qazi - 2023

Persistent link: https://www.econbiz.de/10014432088

Regime-dependent nowcasting of the Austrian economy

Fortin, Ines; Hlouskova, Jaroslava - 2023

autoregressive model according to Ghysels (2016) and mixed data sampling approaches, and compare their forecast and nowcast … estimates of the target variables. For this purpose we use different mixed-frequency models, namely the mixed-frequency vector …

Persistent link: https://www.econbiz.de/10014432187

The interdependence of intellectual property and sales in the manufacturing industry : evidence from the triangle of patents, trademarks, and sales

Lambrecht, Darius; Block, Jörn; Neuenkirch, Matthias; … - 2023

period. The results of a panel vector autoregressive model show a short-lived positive effect of patents on sales growth and …

Persistent link: https://www.econbiz.de/10014432263

Estimating and applying autoregression models via their eigensystem representation

Krippner, Leo - 2023

Persistent link: https://www.econbiz.de/10014432302

Global oil price swings : has their effect on Malta changed over time?

Ruisi, Germano - 2023

This paper develops a two-block Structural Vector Autoregression featuring time-varying parameters and stochastic volatility to estimate the changing spillover of global oil shocks into the Maltese economy during the period that goes from January 2008 to March 2022. The model is estimated by...

Persistent link: https://www.econbiz.de/10014380679