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  • Search: subject:"parameter vector"
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Year of publication
Subject
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VAR model 43 VAR-Modell 43 Estimation 16 Schätzung 16 equation 16 parameter vector 16 Welt 15 World 15 correlation 15 Economic models 14 probability 14 time series 14 equations 13 statistics 13 Monetary policy 12 covariance 12 Risiko 11 Risk 11 econometrics 11 Geldpolitik 10 Volatility 10 Volatilität 10 standard errors 10 correlations 9 forecasting 9 normal distribution 9 probabilities 9 standard deviation 9 Impact assessment 8 Theorie 8 Theory 8 Wirkungsanalyse 8 autocorrelation 8 kurtosis 8 prediction 8 random walk 8 statistic 8 survey 8 Aktienmarkt 7 Stock market 7
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Online availability
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Free 49 Undetermined 24 CC license 8
Type of publication
All
Article 38 Book / Working Paper 36
Type of publication (narrower categories)
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Article in journal 33 Aufsatz in Zeitschrift 33 Working Paper 15 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 2 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 59 Undetermined 15
Author
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Hristov, Nikolay 5 Hülsewig, Oliver 5 Siemsen, Thomas 5 Wollmershäuser, Timo 5 Alqaralleh, Huthaifa 3 Canepa, Alessandra 3 Uddin, Mohammed Gazi Salah 3 Barrales-Ruiz, Jose 2 Botero, Sergio 2 Ciccarelli, Matteo 2 Dash, Pradyumna 2 Devaguptapu, Adviti 2 Du Rand, Gideon 2 Feldkircher, Martin 2 González-Ruíz, Juan David 2 Gupta, Rangan 2 Hollander, Hylton 2 Huber, Florian 2 Kastner, Gregor 2 Krichene, Noureddine 2 Makhmudov, Samariddin 2 Marín-Rodríguez, Nini Johana 2 Mendieta-Munoz, Ivan 2 Nakajima, Jouchi 2 Nibbering, Didier 2 Paap, Richard 2 Rebucci, Alessandro 2 Teplova, Tamara Viktorovna 2 Van Lill, Dawie 2 Al-Yahyaee, Khamis Hamed 1 Alzoubi, Haitham M. 1 Amilan S 1 Antoshin, Sergei 1 Anwar, Rija 1 Aye, Goodness 1 Aye, Goodness C. 1 Bartolini, Leonardo 1 Basurto, Miguel A. Segoviano 1 Benkraiem, Ramzi 1 Bepari, Christo Aditya Bikram 1
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Institution
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International Monetary Fund (IMF) 16 Institute for Monetary and Economic Studies, Bank of Japan 2 CESifo 1 International Monetary Fund 1 School of Economics, UNSW Business School 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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IMF Working Papers 16 International Journal of Energy Economics and Policy : IJEEP 5 Energy economics 3 CESifo working papers 2 IMES Discussion Paper Series 2 Working paper series 2 Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment 1 Applied economic perspectives and policy 1 Applied economics 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Discussion Papers / School of Economics, UNSW Business School 1 Discussion paper / Tinbergen Institute 1 Economics Letters 1 Economies 1 Economies : open access journal 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Finance research letters 1 Financial innovation : FIN 1 International economics and economic policy 1 International journal of trade and global markets 1 International review of economics & finance : IREF 1 Journal of behavioral and experimental finance 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Journal of economic interaction and coordination 1 Journal of international money and finance 1 Journal of policy modeling : JPMOD ; a social science forum of world issues 1 KBI 1 MPRA Paper 1 Research in international business and finance 1 Review of Economic Analysis (REA) 1 Review of Economic Analysis : REA 1 The Journal of Real Estate Finance and Economics 1 The North American journal of economics and finance : a journal of financial economics studies 1 The Singapore economic review 1 The journal of energy markets 1 The journal of investment strategies 1 The journal of real estate finance and economics 1
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Source
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ECONIS (ZBW) 43 RePEc 23 EconStor 8
Showing 21 - 30 of 74
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Dynamic relations between housing markets, stock markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - 2022
Persistent link: https://www.econbiz.de/10013366320
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Emotional spillovers in the cryptocurrency market
Chowdhury, Md Iftekhar Hasan; Hasan, Mudassar; Bouri, Elie - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014526450
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The interplay of geopolitics and agricultural commodity prices
Goyal, Raghav; Mensah, Edouard; Steinbach, Sandro - In: Applied economic perspectives and policy 46 (2024) 4, pp. 1533-1562
Persistent link: https://www.econbiz.de/10015135255
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Exploring exchange rate sensitivity to crude oil futures : a study of selected global economies
Privara, Andrej; Gohar, Raheel; Alzoubi, Haitham M.; … - In: International economics and economic policy 22 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015188933
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Examining intersector risk synchronization in the Indian stock market : evidence from a time-varying connectedness approach
Vairasigamani, P.; Amilan S - In: The journal of investment strategies 13 (2024) 4, pp. 17-41
Persistent link: https://www.econbiz.de/10015458657
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Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali; Guesmi, Khaled; Benkraiem, Ramzi; … - In: Research in international business and finance 67 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
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Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time Varying Parameter Vector Autoregression (TVP-VAR) methodology
Dhanessar, Alon; Edwards, Stefan; Ramlogan, Avinash - 2021
Persistent link: https://www.econbiz.de/10012802849
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Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
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Dynamic connectedness between energy markets and cryptocurrencies : evidence from the Covid-19 pandemic
Harasheh, Murad; Bouteska, Ahmed; Hammad, May H. - In: The journal of energy markets 16 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014484998
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Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach
Alqaralleh, Huthaifa; Canepa, Alessandra; Uddin, … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014485226
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