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VAR model
Theorie
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98
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53
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Dungey, Mardi H.
14
Fry, Renée
8
Martin, Vance
6
Pagan, Adrian R.
3
Fry, Renée A.
2
Fry-McKibbin, Renée
2
Vehbi, M. Tugrul
2
Volkov, V. V.
2
Voukelatos, Nicholas
2
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Global finance journal
15
(
2004
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10002125860
Saved in:
2
The role of portfolio shocks in a structural vector autoregressive model of the Australian economy
Fry, Renée
;
Hocking, James
;
Martin, Vance
- In:
The economic record : er
84
(
2008
),
pp. 17-33
Persistent link: https://www.econbiz.de/10003687591
Saved in:
3
A multi-country structural VAR model
Dungey, Mardi H.
;
Fry, Renée
-
2001
Persistent link: https://www.econbiz.de/10001569298
Saved in:
4
International shocks on Australia : the Japanese effect
Dungey, Mardi H.
;
Fry, Renée
- In:
Australian economic papers
42
(
2003
)
2
,
pp. 158-182
Persistent link: https://www.econbiz.de/10001767330
Saved in:
5
The identification of fiscal and monetary policy in a structural VAR
Dungey, Mardi H.
;
Fry, Renée
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1147-1160
Persistent link: https://www.econbiz.de/10003923510
Saved in:
6
Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002
Dungey, Mardi H.
;
Fry, Renee
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001808712
Saved in:
7
International demand and liquidity shocks in a SVAR model of the Australian economy
Fry, Renée
- In:
Applied economics
36
(
2004
)
8
,
pp. 849-863
Persistent link: https://www.econbiz.de/10002091448
Saved in:
8
Sign restrictions in structural vector autoregressions : a critical review
Fry, Renée
;
Pagan, Adrian R.
-
2010
Persistent link: https://www.econbiz.de/10008668683
Saved in:
9
Sign restrictions in structural vector autoregressions : a critical review
Fry, Renée
;
Pagan, Adrian R.
- In:
Journal of economic literature
49
(
2011
)
4
,
pp. 938-960
Persistent link: https://www.econbiz.de/10009526968
Saved in:
10
International shocks and the role of domestic policy in Australia
Dungey, Mardi H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001642096
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