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~subject:"VAR model"
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VAR model
Estimation
106
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106
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98
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96
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76
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76
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72
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Wohar, Mark E.
27
Gupta, Rangan
15
Balcilar, Mehmet
4
Ma, Jun
3
Plakandaras, Vasilios
3
Gillas, Konstantinos Gkillas
2
Katrakilides, K.
2
Lau, Chi Keung
2
Olson, Eric
2
Ozdemir, Huseyin
2
Ozdemir, Zeynel Abidin
2
Selmi, Refk
2
Theodoridis, Konstantinos
2
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2
Alomari, Mohammed
1
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1
Aygun, Gurcan
1
Ayinde, Taofeek Olusola
1
Bouoiyour, Jamal
1
Cepni, Oguzhan
1
Chuliá, Helena
1
Crowder, William J.
1
Dorminey, Jack
1
Dul, Wiehan
1
Floros, Christos
1
Harvey, David I.
1
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Ko, Hee-Un
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Roubaud, David
1
Salisu, Afees A.
1
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1
Shahzad, Syed Jawad Hussain
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International review of economics & finance : IREF
3
Energy economics
2
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1
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Discussion paper series / IZA
1
Empirica : journal of european economics
1
Empirical Economics, Forthcoming
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of commodity markets
1
Journal of economic integration
1
Journal of economic research
1
Journal of economics & business
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Research in international business and finance
1
The European journal of finance
1
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1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
29
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1
Response of stock returns to oil price shocks : evidence from oil importing and exporting countries
Bouoiyour, Jamal
;
Selmi, Refk
;
Shahzad, Syed Jawad Hussain
- In:
Journal of economic integration
32
(
2017
)
4
,
pp. 913-936
Persistent link: https://www.econbiz.de/10011773806
Saved in:
2
A cointegrated structural VAR model of the Canadian economy
Crowder, William J.
;
Wohar, Mark E.
- In:
Applied economics
36
(
2004
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10001905539
Saved in:
3
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014225739
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
6
Changes in the oil price-inflation pass-through
Valcarcel, Victory J.
;
Wohar, Mark E.
- In:
Journal of economics & business
68
(
2013
),
pp. 24-42
Persistent link: https://www.econbiz.de/10009773805
Saved in:
7
UK stock price effects of permanent and transitory shocks
Vivian, Andrew
;
Wohar, Mark E.
- In:
The European journal of finance
16
(
2010
)
7
,
pp. 641-656
Persistent link: https://www.econbiz.de/10008759419
Saved in:
8
Determining what drives stock returns : proper inference is crucial ; evidence from the UK
Ma, Jun
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 371-390
Persistent link: https://www.econbiz.de/10010532715
Saved in:
9
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
10
Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach
Chuliá, Helena
;
Gupta, Rangan
;
Uribe, Jorge
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 178-191
Persistent link: https://www.econbiz.de/10011892345
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