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43
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parameter vector
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ECONIS (ZBW)
43
RePEc
23
EconStor
8
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31
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
32
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
33
Quantitative easing policy, exchange rates and business activity by industry in japan from 2001 to 2006
Ijiri, Hiroyuki
;
Matsubayashi, Yoichi
- In:
The Singapore economic review
68
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014279081
Saved in:
34
Dynamic dependence between main-byproduct metals and the role of clean energy market
Song, Huiling
;
Wang, Chang
;
Lei, Xiaojie
;
Zhang, Hongwei
- In:
Energy economics
108
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013203251
Saved in:
35
Monetary policy, trade-offs and the transmission of UK monetary policy
Kavanagh, Ella
;
Sheng, Zhu
;
O'Sullivan, Niall
- In:
Journal of policy modeling : JPMOD ; a social science …
44
(
2022
)
6
,
pp. 1128-1147
Persistent link: https://www.econbiz.de/10013488804
Saved in:
36
Economic policy uncertainty, investor sentiment and financial stability : an empirical study based on the time varying
parameter-vector
autoregression model
Qi, Xin-Zhou
;
Ning, Zhong
;
Qin, Meng
- In:
Journal of economic interaction and coordination
17
(
2022
)
3
,
pp. 779-799
Persistent link: https://www.econbiz.de/10013271990
Saved in:
37
Minimum connectedness portfolios and the market for green bonds : advocating socially responsible investment (SRI) activity
Broadstock, David C.
;
Chatziantoniou, Ioannis
;
Gabauer, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 217-253)
.
2022
Persistent link: https://www.econbiz.de/10013283203
Saved in:
38
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
Umar, Zaghum
;
Polat, Onur
;
Choi, Sun-Yong
;
Teplova, …
- In:
Finance research letters
48
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463277
Saved in:
39
Should I stay or should I go? : a latent threshold approach to large-scale mixture innovation models
Huber, Florian
;
Kastner, Gregor
;
Feldkircher, Martin
-
2018
We propose a straightforward algorithm to estimate large Bayesian time-varying
parameter
vector
autoregressions with …
Persistent link: https://www.econbiz.de/10011930275
Saved in:
40
Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Huber, Florian
;
Kastner, Gregor
;
Feldkircher, Martin
-
2018
We propose a straightforward algorithm to estimate large Bayesian time-varying
parameter
vector
autoregressions with …
Persistent link: https://www.econbiz.de/10012042474
Saved in:
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