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~subject:"VAR model"
~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~isPartOf:"Journal of emerging market finance"
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Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
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2
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
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2011
Persistent link: https://www.econbiz.de/10008937534
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3
A Markov-switching model for Indian stock price and volume
Chaudhuri, Kausik
;
Kumar, Alok
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 239-257
Persistent link: https://www.econbiz.de/10011430595
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4
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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