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~isPartOf:"European economic review : EER"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"VAR model"
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VAR model
Theorie
608
Theory
608
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277
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277
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205
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205
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173
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173
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Caggiano, Giovanni
2
Castelnuovo, Efrem
2
Eickmeier, Sandra
2
Gupta, Rangan
2
Korobilis, Dimitris
2
Kriwoluzky, Alexander
2
Motegi, Kaiji
2
Mumtaz, Haroon
2
Vicondoa, Alejandro
2
Zeng, Zheng
2
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1
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1
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1
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1
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1
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1
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1
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1
Anh The Vo
1
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1
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1
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1
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1
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1
Bao, Ying
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European economic review : EER
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
193
Economic modelling
193
Working paper series / European Central Bank
185
Working paper
179
Economics letters
165
Energy economics
156
Discussion paper / Centre for Economic Policy Research
154
CESifo working papers
137
Journal of international money and finance
127
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
99
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
ECB Working Paper
83
Macroeconomic dynamics
80
Discussion papers / CEPR
78
Journal of applied econometrics
75
International Journal of Energy Economics and Policy : IJEEP
74
Discussion papers / Deutsches Institut für Wirtschaftsforschung
69
NBER Working Paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
Discussion paper
67
International review of economics & finance : IREF
67
Working paper series
52
Finance research letters
48
IMF Working Paper
48
Journal of forecasting
48
Journal of banking & finance
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Working papers
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
107
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Are neutral and investment-specific technology shocks correlated?
Moura, Alban
- In:
European economic review : EER
139
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013270133
Saved in:
4
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris
- In:
European economic review : EER
148
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013553376
Saved in:
5
Long-term inflation expectations and monetary policy in the euro area before the pandemic
Neri, Stefano
- In:
European economic review : EER
154
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014438290
Saved in:
6
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
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7
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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9
Uncertainty shocks in emerging economies : a global to local approach for identification
Miescu, Mirela S.
- In:
European economic review : EER
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438352
Saved in:
10
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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