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~subject:"Schätzung"
~subject:"VAR model"
~isPartOf:"Journal of applied econometrics"
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Schätzung
VAR model
Commodity price
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Estimation
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Delle Chiaie, Simona
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Fernholz, Ricardo T.
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Ferrara, Laurent
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Garratt, Anthony
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Giannone, Domenico
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Petrella, Ivan
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Journal of applied econometrics
Energy economics
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Working paper series / European Central Bank
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Emerging markets, finance and trade : EMFT
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International review of financial analysis
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Mineral economics : raw materials report
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OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
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Betriebswirtschaftliche Studien in forschungsintensiven Industrien
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CESifo Working Paper Series
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Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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2
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
3
Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
Fernholz, Ricardo T.
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1244-1260
Persistent link: https://www.econbiz.de/10011862593
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