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  • Search: subject:"vector auto-regressive"
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Year of publication
Subject
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VAR model 15 VAR-Modell 15 Estimation 10 Schätzung 10 China 5 Cointegration 5 Economic growth 5 Time series analysis 5 Wirtschaftswachstum 5 Zeitreihenanalyse 5 Causality analysis 4 Estimation theory 4 Expectation 4 Inflation 4 Kausalanalyse 4 Kointegration 4 Schätztheorie 4 Structural vector auto-regressive model 4 economic growth 4 Aktienmarkt 3 Commodity futures 3 Financial sector 3 Finanzsektor 3 Forecasting model 3 Granger causality 3 Great depression 3 Japanese economy 3 Macroeconomic policy 3 Prognoseverfahren 3 Regression analysis 3 Regressionsanalyse 3 Stock market 3 Theorie 3 Theory 3 VAR 3 Vector Auto Regressive (VAR) Model 3 Vector Auto Regressive model 3 Vector auto-regressive model 3 exports 3 vector auto regressive 3
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Online availability
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Undetermined 20 Free 17 CC license 3
Type of publication
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Article 31 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 27 Undetermined 15
Author
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Shibamoto, Masahiko 3 Shizume, Masato 3 Barbaglia, L. 2 Croux, Christophe 2 Disney, Stephen M. 2 Heo, Ji-Hun 2 Hosoda, Takamichi 2 Khan, Muhammad Zaheer 2 Lodhi, Abdul Salam 2 Qin, Rong-Yuan 2 Wilms, I. 2 ALMEIDA, CAIO 1 Adam, Umar 1 Ali, Asghar 1 Ali, Syed Zahid 1 Ari, Yakup 1 Atri, Said 1 Bayraci, Selcuk 1 Belucio, Matheus 1 Bwire, Thomas 1 Chung, Chien-Ping 1 Dixit, Jitendra Kumar 1 Eberwein, Curtis J. 1 Evans, Olaniyi 1 Filipe, Miguel Dias 1 Fuerst, Franz 1 Fuinhas, José Alberto 1 GOMES, ROMEU 1 Gharehgozli, Amir Hossein 1 Gharehgozli, Orkideh 1 Giorno, Claude 1 Grandy, Anna‐Maija 1 Gupta, Sanjeev 1 Hall, John H. 1 Handa, Jagdish 1 Hashemzadeh, Nozar 1 Hastiadi, Fithra Faisal 1 Hoang Van Khieu 1 Hossain, Md. Shahadath 1 Hwang, Jen-te 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 EconWPA 1 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 Fakultas Ekonomi, Universitas Indonesia 1 Research Institute for Economics and Business Administration, Kobe University 1
Published in...
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MPRA Paper 5 Journal of international trade & commerce 2 KBI 2 African Journal of Economic and Sustainable Development 1 Cogent economics & finance 1 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 1 Economic integration, currency union, and sustainable and inclusive growth in East Africa 1 Economics Bulletin 1 Economics of disasters and climate change 1 European journal of operational research : EJOR 1 Explorations in Economic History 1 Explorations in economic history : EEH 1 Focus : journal of international business 1 Fulbright review of economics and policy 1 International Journal of Economics and Financial Issues 1 International Journal of Energy Economics and Policy : IJEEP 1 International Journal of Services, Economics and Management 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of business and globalisation : IJBG 1 International journal of economic research 1 International journal of economics and finance 1 International journal of financial engineering 1 International journal of production economics 1 International journal of sustainable economy 1 International review of economics & finance : IREF 1 Journal of Property Investment & Finance 1 Journal of economics and finance : JEF 1 Journal of economics studies and research : JESR 1 Journal of marketing analytics : JMA 1 Macroeconomics 1 OECD Economics Department Working Papers 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of applied economics 1 Pakistan journal of commerce and social sciences 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers in Economics and Business 1
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Source
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ECONIS (ZBW) 25 RePEc 15 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 42
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Does digitisation determine financial development? : empirical evidence from Africa
Adam, Umar; Sulemana, Abdul Latif; Sule, Mohammed … - In: Cogent economics & finance 12 (2024) 1, pp. 1-19
countries. Bayesian Panel Vector Auto-Regressive (BPVAR) was adopted to estimate the parameters involved in the study objective …
Persistent link: https://www.econbiz.de/10015376723
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Budget deficits, money growth and inflation : empirical evidence from Vietnam
Hoang Van Khieu - In: Fulbright review of economics and policy 1 (2021) 1, pp. 61-78
period 1995-2012. Design/methodology/approach: The paper uses a structural vector auto-regressive model of five endogenous …
Persistent link: https://www.econbiz.de/10013543290
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Do various sectors respond to oil price shocks? : new evidence for Indonesia as emerging market
Sukarno, Subiakto; Setiawati, Marla - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 371-376
Persistent link: https://www.econbiz.de/10012501482
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The Nexus between financial development and economic growth : evidence from European countries
Fuinhas, José Alberto; Filipe, Miguel Dias; Belucio, … - In: Journal of economics studies and research : JESR 2019 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012026713
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Causal inference for contemporaneous effects and its application to tourism product sales data
Moriyama, Taku; Kuwano, Masashi - In: Journal of marketing analytics : JMA 10 (2022) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10013390766
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The yield rate paradox in closed-loop supply chains
Hosoda, Takamichi; Disney, Stephen M.; Zhou, Li - In: International journal of production economics 239 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012648799
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Commodity dynamics : a sparse multi-class approach
Barbaglia, L.; Wilms, I.; Croux, Christophe - 2016
Persistent link: https://www.econbiz.de/10011658741
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Multi-class vector autoregressive models for multi-store sales data
Wilms, I.; Barbaglia, L.; Croux, Christophe - 2016
Persistent link: https://www.econbiz.de/10011658937
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Is the empirical relationship between hours and productivity effected by corporate profits?
Malik, Kashif Zaheer; Ali, Syed Zahid - In: Journal of economics and finance : JEF 44 (2020) 1, pp. 99-119
Persistent link: https://www.econbiz.de/10012227173
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Impact of COVID-19 on the economic output of the US outbreak’s epicenter
Gharehgozli, Orkideh; Nayebvali, Peyman; Gharehgozli, … - In: Economics of disasters and climate change 4 (2020) 3, pp. 561-573
Persistent link: https://www.econbiz.de/10012309101
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