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  • Search: subject:"vector auto-regression"
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Year of publication
Subject
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VAR-Modell 84 VAR model 82 Estimation 42 Schätzung 42 India 32 Indien 31 Monetary policy 26 Theorie 25 Theory 24 vector auto regression 24 Causality analysis 23 Kausalanalyse 23 Regression analysis 22 Regressionsanalyse 22 Schock 22 Shock 22 Economic growth 21 Geldpolitik 21 Vector Auto Regression 21 Wirtschaftswachstum 19 Estimation theory 15 Impact assessment 15 Inflation 15 Schätztheorie 15 Wirkungsanalyse 15 Aktienmarkt 14 Stock market 14 Vector auto regression 14 Cointegration 13 Kointegration 13 Vector auto-regression 13 vector auto-regression 13 Börsenkurs 12 Granger causality 12 Share price 12 Zeitreihenanalyse 12 Time series analysis 11 Volatility 11 Volatilität 11 Capital income 10
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Online availability
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Free 98 Undetermined 87 CC license 5
Type of publication
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Article 163 Book / Working Paper 60 Other 1
Type of publication (narrower categories)
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Article in journal 125 Aufsatz in Zeitschrift 125 Working Paper 28 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 7 research-article 4 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Statistics 1 Statistik 1
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Language
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English 178 Undetermined 41 Indonesian 2 Portuguese 1 Spanish 1 Vietnamese 1
Author
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Kovalenko, Tim 7 Normandin, Michel 5 Bouakez, Hafedh 4 Chihi, Foued 4 Friedman, Joseph 4 Shachmurove, Yochanan 4 Ziesemer, Thomas 4 Beetsma, Roel 3 Furtuna, Oana 3 Giuliodori, Massimo 3 Goyal, Ashima 3 Parab, Prashant Mehul 3 Taguchi, Hiroyuki 3 Töpfer, Marina 3 Aktas, Arda 2 Ay, Ahmet 2 Bai, Caiquan 2 Banerjee, Sreejata 2 Bec, Frédérique 2 Bhattacharya, Rudrani 2 Bickel, Peter J. 2 Bulsara, Hemantkumar P. 2 Das, Abhiman 2 Dhingra, Vaishali Samir 2 Fayed, Mona 2 Feridun, Mete 2 Gandhi, Shailesh 2 Ghosh, Saibal 2 Gollier, Christian 2 Haque, Mahfuzul 2 Hausman, William J. 2 He, Yiqing 2 Helmy, Omneia 2 Hussien, Kholoud 2 Iacone, Fabrizio 2 Issa, Suzan Sameer 2 Jan, Dawood 2 Jiang, Zhengyi 2 John, Joice 2 Jolejole-Foreman, Maria Christina 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 de Nederlandsche Bank 2 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Agricultural and Applied Economics Association - AAEA 1 CESifo 1 Centre d'études prospectives et d'informations internationales (CEPII) 1 Centre for Health Economics, Department of Economics and Related Studies 1 Department of Economics and Related Studies, University of York 1 Department of Economics, College of William & Mary 1 Department of Economics, University of Pennsylvania 1 Département d'économique, Faculté d'administration 1 EconWPA 1 Economics Department, Temple University 1 Institute for Monetary and Economic Studies, Bank of Japan 1 International Food Policy Research Institute (IFPRI) 1 International Institute of Social and Economic Sciences 1 International Monetary Fund (IMF) 1 School of Economics, Faculty of Arts and Social Sciences 1 Sociedade Brasileira de Economia e Sociologia Rural - SOBER 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Türkiye Ekonomi Kurumu - TEK 1 William Davidson Institute, University of Michigan 1 eSocialSciences 1
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Published in...
All
MPRA Paper 5 Economic modelling 4 Energy economics 4 International Journal of Energy Economics and Policy : IJEEP 4 Cahiers de recherche 3 Afro-Asian Journal of Finance and Accounting : AAJFA 2 Business and Economic Research : BER 2 Diskussionspapiere 2 Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik 2 Economies 2 Economies : open access journal 2 GITAM journal of management : a quarterly publication of GITAM Institute of Management 2 International journal of economics and finance 2 International journal of economics and financial issues : IJEFI 2 International journal of monetary economics and finance 2 Journal of international money and finance 2 Management information systems : mis quarterly 2 Metroeconomica : international review of economics 2 Modern economy 2 Risks : open access journal 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil 1 Analele Universitătii Dunărea de Jos Galaţi 1 Annals of finance 1 Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul 1 Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment 1 Applied economics 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Argumenta oeconomica 1 Asia-Pacific Journal of Business Administration 1 Asia-Pacific financial markets 1 Asia-Pacific journal of management research and innovation : APJMRI 1 Asian Agricultural Research 1 Asian economic journal : journal of the East Asian Economic Association 1 BGPE Discussion Paper 1 BGPE discussion paper : Bavarian graduate program in economics 1 CESifo Working Paper 1 CESifo Working Paper Series 1 COYUNTURA ECONÓMICA 1 Contemporary Economics 1
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Source
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ECONIS (ZBW) 143 RePEc 54 EconStor 19 Other ZBW resources 5 BASE 3
Showing 1 - 10 of 224
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Quantile domain connectedness between climate risks and cryptocurrency classes
Tabash, Mosab I.; Issa, Suzan Sameer; Shaheen, Loona … - In: Risks : open access journal 14 (2026) 4, pp. 1-39
market conditions as compared with the normal and bearish market conditions. We employ the novel quantile vector auto-regression …
Persistent link: https://www.econbiz.de/10015640353
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Dynamic shock-transmission mechanism between U.S. trade policy uncertainty and Sharia-compliant stock market volatility of GCC economies
Tabash, Mosab I.; Issa, Suzan Sameer; Mansour, Marwan; … - In: Risks : open access journal 13 (2025) 3, pp. 1-57
volatility inherent in the Gulf Cooperation Council (GCC) Islamic stock markets by employing the novel Quantile Vector Auto … Regression (QVAR) with "Extended Joint" and "Frequency" domain connectedness technique. Overall findings indicated a U …
Persistent link: https://www.econbiz.de/10015358893
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Exploring the dynamics of connectedness among cryptocurrency, oil shocks, economic policy uncertainty, geopolitical risk, and the business conditions index
Mishra, Shekhar; Sahoo, Satyaban; Sahu, Anuradha; … - In: Journal of applied economics 28 (2025) 1, pp. 1-21
This research investigates the dynamics of connectedness among cryptocurrency and various risk factors, including oil price demand and supply shocks, EPU, GPR, and the ADS business conditions index using the quantile time-frequency connectedness approach. The findings reveal that cryptocurrency...
Persistent link: https://www.econbiz.de/10015625479
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The implications of artificial intelligence: considerations for the labour market
Woolford, Timothy; Wanliss, Christopher - 2025
Persistent link: https://www.econbiz.de/10015546926
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The role of the commodity price boom in shaping public social spending : evidence from Latin America
Flechtner, Svenja; Middelanis, Martin - In: World development : the multi-disciplinary … 182 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015073576
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Mission-oriented R&D and growth of Japan 1988-2016 : a comparison with private and public R&D
Ziesemer, Thomas - In: Economics of innovation and new technology 33 (2024) 2, pp. 218-247
Persistent link: https://www.econbiz.de/10014514848
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Index futures mispricing : a multi-regime approach to the NIFTY 50 Index futures
Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial finance 50 (2024) 12, pp. 2091-2114
Persistent link: https://www.econbiz.de/10015199586
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Assessing cryptomarket risks: macroeconomic forces, market shocks and behavioural dynamics
Thelissaint, Josue - 2024
Persistent link: https://www.econbiz.de/10015191777
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Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures
Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial Finance 50 (2024) 12, pp. 2091-2114
evolving Indian derivatives market. Originality/value The Vector Autoregression (VAR) and Threshold Vector Autoregression … Regression (TVAR) models are deployed to disentangle the interrelationships between NIFTY 50 Index futures mispricing and related …
Persistent link: https://www.econbiz.de/10015353925
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Không gian phát triển bền vững tại Việt Nam theo cách tiếp cận đa chiều
Hung, Ly-Dai - In: VNU journal of economics and business 2 (2022) 5, pp. 1-10
Persistent link: https://www.econbiz.de/10013499652
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