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subject:"EU countries"
~isPartOf:"Cambridge working papers in economics"
~subject:"Makroökonometrie"
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Search: subject_exact:"Vector autoregressive model"
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Makroökonometrie
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Business cycle synchronization
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Pesaran, M. Hashem
4
Chadha, Jagjit
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Chudik, Alexander
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Di Mauro, Filippo
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Dées, Stéphane
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Assessing interbank connectedness using transmission decomposition techniques : an application to Eurozone SIFIs
Muijsson, C. A.F.
-
2014
Persistent link: https://www.econbiz.de/10010504847
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2
Theory and practice of GVAR modeling
Pesaran, M. Hashem
;
Chudik, Alexander
-
2014
Persistent link: https://www.econbiz.de/10010356261
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3
Money, prices and liquidity effects : separating demand from supply
Chadha, Jagjit
;
Corrado, Luisa
;
Sun, Qi
-
2008
Persistent link: https://www.econbiz.de/10003851127
Saved in:
4
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003491106
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5
Macroeconometric modelling with a global perspective
Pesaran, M. Hashem
(
contributor
);
Smith, Ron
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328171
Saved in:
6
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
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