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person:"Smith, L. Vanessa"
~type:"article"
~person:"Tillmann, Peter"
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1
The stock market and NO2 emissions effects of COVID-19 around the world
Klose, Jens
;
Tillmann, Peter
- In:
Economics & politics
35
(
2023
)
2
,
pp. 556-594
Persistent link: https://www.econbiz.de/10014336940
Saved in:
2
Stock market response to Covid-19, containment measures and stabilization policies : the case of Europe
Klose, Jens
;
Tillmann, Peter
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 29-44
Persistent link: https://www.econbiz.de/10014373700
Saved in:
3
Mortgage debt and time-varying monetary policy transmission
Finck, David
;
Schmidt, Jörg
;
Tillmann, Peter
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 506-531
Persistent link: https://www.econbiz.de/10014247539
Saved in:
4
Monetary policy uncertainty in China
Chen, Hongyi
;
Tillmann, Peter
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012796016
Saved in:
5
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
Smith, L. Vanessa
;
Tarui, Nori
;
Yamagata, Takashi
- In:
Energy economics
97
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012819314
Saved in:
6
Monetary policy on twitter and asset prices : evidence from computational text analysis
Lüdering, Jochen
;
Tillmann, Peter
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012658973
Saved in:
7
The aggregate and country-specific effectiveness of ECB policy : evidence from an external instruments VAR approach
Hafemann, Lucas
;
Tillmann, Peter
- In:
International journal of central banking : IJCB
16
(
2020
)
6
,
pp. 97-136
Persistent link: https://www.econbiz.de/10012621672
Saved in:
8
Pushing on a string : state-owned enterprises and monetary policy transmission in China
Chen, Hongyi
;
Li, Ran
;
Tillmann, Peter
- In:
China economic review : an international journal
54
(
2019
),
pp. 26-40
Persistent link: https://www.econbiz.de/10012314578
Saved in:
9
The effectiveness of monetary policy in China : evidence from a Qual VAR
Chen, Hongyi
;
Chow, Kenneth K.
;
Tillmann, Peter
- In:
China economic review : an international journal
43
(
2017
),
pp. 216-231
Persistent link: https://www.econbiz.de/10011911290
Saved in:
10
The macroeconomic impact of unconventional monetary policy shocks
Meinusch, Annette
;
Tillmann, Peter
- In:
Journal of macroeconomics
47
(
2016
),
pp. 58-67
Persistent link: https://www.econbiz.de/10011707496
Saved in:
11
Unconventional monetary policy and the spillovers to emerging markets
Tillmann, Peter
- In:
Journal of international money and finance
66
(
2016
),
pp. 136-156
Persistent link: https://www.econbiz.de/10011668455
Saved in:
12
Estimating the effects of macroprudential policy shocks : a Qual VAR approach
Tillmann, Peter
- In:
Economics letters
135
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011434720
Saved in:
13
Constructing multi-country rational expectations models
Dées, Stéphane
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
6
,
pp. 812-840
Persistent link: https://www.econbiz.de/10010474812
Saved in:
14
Capital inflow shocks and house prices : aggregate and regional evidence from Korea
Tillmann, Peter
- In:
Journal of East Asian economic integration
17
(
2013
)
2
,
pp. 129-159
Persistent link: https://www.econbiz.de/10009771691
Saved in:
15
Capital inflows and asset prices : evidence from emerging Asia
Tillmann, Peter
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 717-729
Persistent link: https://www.econbiz.de/10009708753
Saved in:
16
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
17
Identification of New Keynesian Phillips curves from a global perspective
Dées, Stéphane
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
; …
- In:
Journal of money, credit and banking : JMCB
41
(
2009
)
7
,
pp. 1481-1502
Persistent link: https://www.econbiz.de/10003887194
Saved in:
18
Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 642-675
Persistent link: https://www.econbiz.de/10003921251
Saved in:
19
Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
Saved in:
20
Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
Saved in:
21
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
Saved in:
22
Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
Saved in:
23
Comments on "Forecasting economic and financial variables with global VARs"
Lahiri, Kajal
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 689-692
Persistent link: https://www.econbiz.de/10003921317
Saved in:
24
Forecast evaluation of AveAve forecasts in the global VAR context
Sinclair, Tara M.
;
Stekler, Herman O.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 693-696
Persistent link: https://www.econbiz.de/10003921322
Saved in:
25
Comments on "Forecasting economic and financial variables with global VARs"
Swanson, Norman R.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 697-702
Persistent link: https://www.econbiz.de/10003921327
Saved in:
26
Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 703-715
Persistent link: https://www.econbiz.de/10003921332
Saved in:
27
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
28
The Calvo model of price setting and inflation dynamics in Germany
Tillmann, Peter
- In:
Applied economics quarterly
51
(
2005
)
4
,
pp. 307-321
Persistent link: https://www.econbiz.de/10003308392
Saved in:
29
External shocks and the non-linear dynamics of Brady bond spreads in a regime-switching
Tillmann, Peter
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 439-454
Persistent link: https://www.econbiz.de/10002186669
Saved in:
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