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Nonparametric Test for Causality with Long-Range Dependence - (Now Published in Econometrica, 68, (2000) Pp.1465-1490

Hidalgo, Javier S. - 2008

converging to the parametric rate T-½. Since the test is based on estimates of the parameters of the representation of a VAR …

Persistent link: https://www.econbiz.de/10012771060

Causal relations among macroeconomic variables under various exchange rate levels : an implementation of threshold vector autoregression model

Teker, Dilek; Teker, Suat; Alp, Elçin Aykaç - In: International journal of economics and financial issues … 8 (2018) 4, pp. 177-184

Persistent link: https://www.econbiz.de/10011979485

How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study

Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: Energy economics 84 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012183350

Default count-based network models for credit contagion

Agosto, Arianna; Ahelegbey, Daniel Felix - In: Journal of the Operational Research Society 73 (2022) 1, pp. 139-152

Persistent link: https://www.econbiz.de/10012872894

Causal Connection between Economic Growth and Carbon Release in Bangladesh : A Vector Autoregression (VAR) Model Study

Sakib, Mohammad Nazmus; Hurira, Abu; Islam, Sadikul - 2022

Bangladesh's economy has been rising steadily during the last few decades. Bangladesh's GDP growth rate, IN particular, has been astounding during the last several years. The contribution made by Bangladesh's economy is diversifying on a daily basis. But first and foremost the primary issue is...

Persistent link: https://www.econbiz.de/10013309281

Macrofinancial effects of non-performing loans

Kang, Hyewon; Park, Dae-keun - In: Journal of economic research 26 (2021) 3, pp. 253-273

Persistent link: https://www.econbiz.de/10013454968

A vector autoregression (VAR) analysis of corruption, economic growth, and foreign direct investment in Ghana

Nsor-Ambala, Randolph; Anarfo, Ebenezer Bugri - In: Cogent economics & finance 10 (2022) 1, pp. 1-18

study employed a vector autoregressive (VAR) estimation approach to empirically explore the relationships among corruption …

Persistent link: https://www.econbiz.de/10014500375

Risk characteristics and connectedness in cryptocurrency markets : new evidence from a non-linear framework

Chen, Bin-xia; Sun, Yan-lin - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014445609

Spillover effects, lead and lag relationships, and stable coins time series

Paeng, Seongcheol; Senteney, Dave; Yang, Taewon - In: The quarterly review of economics and finance 95 (2024), pp. 45-60

Persistent link: https://www.econbiz.de/10014631319

Dancing alone or together : the dynamic effects of independent and common monetary policies

Lastauskas, Povilas; Stakėnas, Julius - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 217-241). 2022

Persistent link: https://www.econbiz.de/10013201872