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  • Search: subject:"forecast error variance decompositions"
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Subject
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Forecasting model 2 Prognoseverfahren 2 VAR model 2 VAR-Modell 2 forecast error variance decompositions 2 Decomposition method 1 Dekompositionsverfahren 1 Ecuador 1 Food Price 1 Food price 1 Forecast Error Variance Decompositions 1 Impact assessment 1 Impulse-response Function 1 Iran 1 Lebensmittelpreis 1 Oil Price 1 Oil price 1 Sanction 1 Sanktion 1 Schock 1 Shock 1 Structural Vector Auto-regression 1 Wirkungsanalyse 1 direct and indirect effects of sanctions 1 impulse responses 1 impulse-responses 1 measures of sanction intensity 1 sanctions-augmented structural VAR 1 sector indices 1 vector autoregression 1 vector error correction 1 Ölpreis 1
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Online availability
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Amaiquema, Alexander Ruben Paladines 1 Amaiquema, Jesser Roberto Paladines 1 DEMIRALAY, Sercan 1 GENCER, Gaye 1 Laudati, Dario 1 Pesaran, M. Hashem 1
Published in...
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International Journal of Energy Economics and Policy : IJEEP 1 Journal of applied econometrics 1 Theoretical and Applied Economics 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario; Pesaran, M. Hashem - In: Journal of applied econometrics 38 (2023) 3, pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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Consequences of oil and food price shocks on the ecuadorian economy
Amaiquema, Jesser Roberto Paladines; Amaiquema, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10011749677
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The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul
GENCER, Gaye; DEMIRALAY, Sercan - In: Theoretical and Applied Economics XVIII(2013) (2013) 12(589), pp. 7-24
Oil prices affecting production costs, inflation rates and therefore economic growth have a direct impact on stock market returns. In the last two decades sharp increases in oil prices led way to stock market collapses which were transmitted to the global economy as downturns. This paper...
Persistent link: https://www.econbiz.de/10010857186
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