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ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz; Umar, Zaghum; Gubareva, Mariya; … - In: Applied economics 54 (2022) 54, pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
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The US monetary base and major world equity markets : an empirical investigation
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64
Persistent link: https://www.econbiz.de/10011541619
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Regime-switching global vector autoregressive models
Binder, Michael; Groß, Marco - 2013
Persistent link: https://www.econbiz.de/10010195507
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Regime-Switching Global Vector Autoregressive Models
Binder, Michael - 2013
The purpose of the paper is to develop a Regime-Switching Global Vector Autoregressive (RS-GVAR) model. The RS-GVAR model allows for recurring or non-recurring structural changes in all or a subset of countries. It can be used to generate regime-dependent impulse response functions which are...
Persistent link: https://www.econbiz.de/10013078535
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Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
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On the China factor in the world oil market : a regime switching approach
Cross, Jamie; Hou, Chenghan; Bao Hoang Nguyen - In: Energy economics 95 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
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Co-movement among oil, stock, bond, and housing markets : an analysis of U.S., Asian, and European economies
Yunus, Nafeesa - In: International review of finance : the official journal … 23 (2023) 2, pp. 393-436
Persistent link: https://www.econbiz.de/10014326307
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Forecasting global temperatures by exploiting cointegration with radiative forcing
Benati, Luca - 2023
cointegration with the Joint Radiative Forcing (JRF) of the drivers of climate change. Under a ‘no change’ scenario, the most … evidence suggests that previous cointegration-based studies of climate change suffer from model mis-specification. …
Persistent link: https://www.econbiz.de/10014303938