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  • Search: subject:"vector autoregressive VAR model"
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Year of publication
Subject
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VAR model 11 VAR-Modell 11 vector autoregressive (VAR) model 7 Theorie 5 Theory 5 Vector autoregressive (VAR) model 5 Causality analysis 4 Kausalanalyse 4 Estimation 3 Granger causality 3 Schätzung 3 Börsenkurs 2 Capital income 2 Emerging economies 2 Iran 2 Kapitaleinkommen 2 Schock 2 Schwellenländer 2 Share price 2 Shock 2 Stock returns 2 Volatility 2 Volatilität 2 Welt 2 World 2 corruption 2 network approach 2 oil rents 2 resource curse 2 ARMA 1 ARMA model 1 ARMA-Modell 1 Africa 1 African economies 1 Afrika 1 Agrarmarkt 1 Agricultural market 1 Aktienmarkt 1 American depositary receipts (ADR) 1 Anlageverhalten 1
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Online availability
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Undetermined 11 Free 6
Type of publication
All
Article 15 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 14 Undetermined 4
Author
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Farzanegan, Mohammad Reza 2 Ogbuabor, Jonathan Emenike 2 Zamani, Reza 2 Alexeev, Vitali 1 Allison, Paul D. 1 Altig, David 1 Aneke, Gladys C. 1 Arjoon, Riona 1 Bird, Ron 1 Botes, Mariette 1 Castillo, Kristelle 1 Chesang, Laban K. 1 Christiano, Lawrence 1 Debata, Byomakesh 1 Diaz, Elena Maria 1 Diener, Ed 1 Dzhambova, Krastina 1 Eichenbaum, Martin 1 Erdene-Urnukh, Oyun 1 Francisco, Krizia 1 Gan, Baoqing 1 Gupta, Rangan 1 Hamaker, Ellen L. 1 Jarrett, Jeffrey 1 Jeliazkov, Ivan 1 Kaura, Ruchika 1 Koval, Peter 1 Linde, Jesper 1 Liu, Rui 1 Mahakud, Jitendra 1 Mapa, Dennis S. 1 Molero, Juan Carlos 1 Okonkwo, Ukwuoma Chidi 1 Orji, Anthony 1 Osu, Bright O. 1 Pan, Xia 1 Perez de Gracia, Fernando 1 Pierides, Dean C. 1 Preacher, Kristopher J. 1 Rajput, Namita 1
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Institution
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Department of Economics, Faculty of Economic and Management Sciences 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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International review of financial analysis 2 Economics Bulletin 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Energy economics 1 FRB International Finance Discussion Paper 1 Global business review 1 International finance discussion papers 1 Journal of mathematical finance 1 MPRA Paper 1 Margin: the journal of applied economic research 1 Organizational research methods : ORM 1 Quality & Quantity: International Journal of Methodology 1 Review of Development Economics 1 Review of Economic Dynamics 1 The South African journal of economics 1 The journal of risk model validation 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1
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Source
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ECONIS (ZBW) 12 RePEc 5 EconStor 1
Showing 1 - 10 of 18
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Oil rents shocks and corruption in Iran
Farzanegan, Mohammad Reza; Zamani, Reza - 2025
Persistent link: https://www.econbiz.de/10015375100
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Future-spot relationship in commodity market : a comparison across commodity segments in India
Kaura, Ruchika; Rajput, Namita - In: Global business review 25 (2024) 5, pp. 1314-1335
Persistent link: https://www.econbiz.de/10015163104
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Measuring the dynamics of Czech Republic output connectedness with the global economy
Ogbuabor, Jonathan Emenike - In: Ekonomický časopis : časopis pre ekonomickú … 67 (2019) 10, pp. 1070-1089
Persistent link: https://www.econbiz.de/10012156368
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Price leadership and asynchronous movements of multi-market listed stocks
Dzhambova, Krastina; Tao, Ran; Yuan, Yuan - In: International review of financial analysis 79 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013349943
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Interest rate volatility and sudden stops : an empirical investigation
Reyes-Heroles, Ricardo; Tenorio, Gabriel - 2017 - This draft: June 2017
Using a multi-country regime-switching vector autoregressive (VAR) model we document the existence of two regimes in …
Persistent link: https://www.econbiz.de/10011709761
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Sensitivity to sentiment: news vs social media
Gan, Baoqing; Alexeev, Vitali; Bird, Ron; Yeung, Danny - In: International review of financial analysis 67 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012299092
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From data to causes I: building a general cross-lagged panel model (GCLM)
Zyphur, Michael J.; Allison, Paul D.; Tay, Louis; … - In: Organizational research methods : ORM 23 (2020) 4, pp. 651-687
This is the first paper in a series of two that synthesizes, compares, and extends methods for causal inference with longitudinal panel data in a structural equation modeling (SEM) framework. Starting with a cross-lagged approach, this paper builds a general cross-lagged panel model (GCLM) with...
Persistent link: https://www.econbiz.de/10012289293
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A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry
Wang, Zhifeng; Wei, Fangying - In: The journal of risk model validation 14 (2020) 3, pp. 97-118
Persistent link: https://www.econbiz.de/10014336011
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Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor
Mapa, Dennis S.; Castillo, Kristelle; Francisco, Krizia - Volkswirtschaftliche Fakultät, … - 2015
, changes in the price of rice and job misery index (sum of the employment and unemployment rates). A Vector AutoRegressive (VAR …) model is used to determine the effect of a shock to the possible determinants on total hunger. Results show that a shock …
Persistent link: https://www.econbiz.de/10011166051
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Interdependence between monetary policy and stock liquidity : a panel VAR approach
Debata, Byomakesh; Mahakud, Jitendra - In: Margin: the journal of applied economic research 12 (2018) 4, pp. 387-413
Persistent link: https://www.econbiz.de/10011956511
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