Narrow search
Showing 431 - 440 of 765,258
Cover Image
Non-traded goods and real exchange rate fluctuations : a structural VAR analysis
Azcona, Nestor - In: International advances in economic research : IAER ; an … 23 (2017) 2, pp. 137-148
Persistent link: https://www.econbiz.de/10011944497
Cover Image
The fiscal arithmetic of a dual currency regime
Lippi, Francesco - 2020
Persistent link: https://www.econbiz.de/10012234641
Cover Image
Forecasting with specification‐switching VARs
Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
Cover Image
Household debt, consumption and inequality
Bahadir, Berrak; De, Kuhelika; Lastrapes, William Dean - In: Journal of international money and finance 109 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012403959
Cover Image
Transmission of monetary policy shocks : do input-output interactions matter?
Singh, Aarti; Tornielli Di Crestvolant, Stefano - In: Macroeconomic dynamics 24 (2020) 8, pp. 1881-1903
Persistent link: https://www.econbiz.de/10012404214
Cover Image
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012423037
Cover Image
Household debt, consumption and inequality
Bahadir, Berrak; De, Kuhelika; Lastrapes, William Dean - 2020
Persistent link: https://www.econbiz.de/10012431815
Cover Image
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia; Ding, Xiaoyi; Xu, Qifa; Tong, Yongbo - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Cover Image
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Cover Image
Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
Vonbun, Christian; Lima, Elcyon Caiado Rocha - 2021
The VAR/SVAR (Vector Autoregressive and Structural Vector Autoregressive) models are the cornerstone of the … General Equilibrium) models – the main theoretical tool for modern macroeconomics. Nevertheless, VAR models may be subject to …
Persistent link: https://www.econbiz.de/10012486165