Works matching DE "VECTOR autoregression model"

Results: 2221

Construction and Analysis of Chinese Macro-Financial Stability Index.

Published in:

Computational Economics, 2025, v. 66, n. 2, p. 1625, doi. 10.1007/s10614-024-10767-2

By:

Wang, Jinsong;
Tang, Wanqing

Publication type:

Article

Stock market and economic growth in Kazakhstan: is there a mutual dependence?

Published in:

Centre for European Studies (CES) Working Papers, 2025, v. 17, n. 1, p. 49

By:

KATENOVA, Maya

Publication type:

Article

Macroeconomic Effects of Oil Price Shocks in the Context of Geopolitical Events: Evidence from Selected European Countries.

Published in:

Energies (19961073), 2025, v. 18, n. 15, p. 4165, doi. 10.3390/en18154165

By:

Piłatowska, Mariola;
Geise, Andrzej

Publication type:

Article

The Interplay Between Economic Policy, Oil Price and Economic Growth in Malaysia.

Published in:

Economics / Ekonomika, 2025, v. 104, n. 2, p. 59, doi. 10.15388/Ekon.2025.104.2.4

By:

Siow, XIU YUN;
TSEN, Wong HOCK

Publication type:

Article

Decomposition of CO<sub>2</sub> Emission Factors and Analysis of Dynamic Transmission Effects Based on TVP-VAR Model: a Case Study in Hubei Province.

Published in:

Polish Journal of Environmental Studies, 2025, v. 34, n. 5, p. 5563, doi. 10.15244/pjoes/191970

By:

Huang, Ye;
Jiang, Yueting

Publication type:

Article

The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions.

Published in:

PLoS ONE, 2025, v. 20, n. 8, p. 1, doi. 10.1371/journal.pone.0329587

By:

Peykani, Pejman;
Sargolzaei, Mostafa;
Oprean-Stan, Camelia;
Kamyabfar, Hamidreza;
Reghabi, Atefeh

Publication type:

Article

Advancing Risk Management with GAS-1F: Value at Risk and Expected Shortfall Estimation.

Published in:

International Journal on Advanced Science, Engineering & Information Technology, 2025, v. 15, n. 3, p. 887

By:

Novkaniza, Fevi;
Wibowo, Irene Patricia;
Al Kafi, Rahmat

Publication type:

Article

Enerji Fiyatlarının Bist Sınai Endeksine Etkisi: Yapısal Var (SVAR) Modeli İle Bir İnceleme.

Published in:

Journal of Business Research-Turk / Isletme Arastirmalari Dergisi, 2025, v. 17, n. 2, p. 1603, doi. 10.20491/isarder.2025.2054

By:

ÖZTÜRK, Elvan

Publication type:

Article

The impact of geopolitical risk on food prices: evidence from the TVP-SV-VAR model.

Published in:

Journal of Economics & Finance, 2025, v. 49, n. 2, p. 450, doi. 10.1007/s12197-025-09710-4

By:

Liu, Qiang;
Xu, Chen;
Xu, Zhenwei

Publication type:

Article

The effects of conventional and unconventional monetary policy shocks on the stock market.

Published in:

Journal of Economics & Finance, 2025, v. 49, n. 2, p. 364, doi. 10.1007/s12197-025-09705-1

By:

Rahman, Sajjadur

Publication type:

Article

Forecasting with shadow rate VARs.

Published in:

Quantitative Economics, 2025, v. 16, n. 3, p. 795, doi. 10.3982/QE2547

By:

Carriero, Andrea;
Clark, Todd E.;
Marcellino, Massimiliano;
Mertens, Elmar

Publication type:

Article

Exchange Rate Pass‐Through in Asia: Assessing the Relevance of the Inflation Targeting Framework.

Published in:

World Economy, 2025, v. 48, n. 4, p. 672, doi. 10.1111/twec.13668

By:

Naqvi, Bushra;
Rizvi, Syed Kumail Abbas;
Mirza, Nawazish;
Kazi, Irfan

Publication type:

Article

Geopolitical risk, supply chains, and global inflation.

Published in:

World Economy, 2024, v. 47, n. 8, p. 3450, doi. 10.1111/twec.13585

By:

Asadollah, Omid;
Carmy, Linda Schwartz;
Hoque, Md. Rezwanul;
Yilmazkuday, Hakan

Publication type:

Article

Effects of monetary policy shocks on exchange rate in emerging countries.

Published in:

World Economy, 2022, v. 45, n. 4, p. 1242, doi. 10.1111/twec.13186

By:

Kim, Soyoung;
Lim, Kuntae

Publication type:

Article

Performance estimation of a wind farm with a dependence structure between electricity price and wind speed.

Published in:

World Economy, 2020, v. 43, n. 10, p. 2803, doi. 10.1111/twec.12962

By:

Casula, Laura;
D'Amico, Guglielmo;
Masala, Giovanni;
Petroni, Filippo

Publication type:

Article

Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so.

Published in:

World Economy, 2020, v. 43, n. 9, p. 2393, doi. 10.1111/twec.13004

By:

Ribba, Antonio

Publication type:

Article

On the exposure of the BRIC countries to global economic shocks.

Published in:

World Economy, 2019, v. 42, n. 1, p. 122, doi. 10.1111/twec.12674

By:

Belke, Ansgar;
Dreger, Christian;
Dubova, Irina

Publication type:

Article

Corruption and the shadow economy: One‐way or two‐way street?

Published in:

World Economy, 2018, v. 41, n. 11, p. 3221, doi. 10.1111/twec.12661

By:

Berdiev, Aziz N.;
Goel, Rajeev K.;
Saunoris, James W.

Publication type:

Article

International interdependency of macroeconomic activities: a multivariate empirical analysis.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 2, p. 425, doi. 10.1007/s10368-020-00483-1

By:

Rout, Sanjay Kumar;
Mallick, Hrushikesh

Publication type:

Article

Human capital and productivity growth in a services economy: Some insights from the Portuguese case.

Published in:

International Economics & Economic Policy, 2019, v. 16, n. 3, p. 511, doi. 10.1007/s10368-019-00439-0

By:

Simões, Marta C. N.;
Duarte, Adelaide;
Andrade, João Sousa

Publication type:

Article

Cycles: Empirics and the Supermultiplier Theory.

Published in:

Review of Political Economy, 2024, v. 36, n. 5, p. 2105, doi. 10.1080/09538259.2022.2156725

By:

Summa, Ricardo;
Petrini, Gabriel;
Teixeira, Lucas

Publication type:

Article

Does Securitisation Make Monetary Policy Less Effective?

Published in:

Review of Political Economy, 2022, v. 34, n. 1, p. 107, doi. 10.1080/09538259.2021.1882190

By:

Qanas, Jalal;
Raza, Hamid

Publication type:

Article

Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt

Published in:

Review of Financial Economics, 2012, v. 21, n. 3, p. 141, doi. 10.1016/j.rfe.2012.06.008

By:

Dunbar, Kwamie;
Amin, Abu S.

Publication type:

Article

Vínculos Comerciales y sus Efectos sobre la Producción Uruguaya.

Published in:

Revista de Ciencias Empresariales y Economia, 2011, n. 10, p. 113

By:

Cantera, Valeria

Publication type:

Article

Post Keynesian endogenous money theory: A theoretical and empirical investigation of the credit demand schedule.

Published in:

Journal of Post Keynesian Economics, 2018, v. 41, n. 2, p. 185, doi. 10.1080/01603477.2017.1338967

By:

Deleidi, Matteo

Publication type:

Article

Structural VAR analysis of debt, capital accumulation, and income distribution in the Japanese economy: a Post Keynesian perspective.

Published in:

Journal of Post Keynesian Economics, 2012, v. 34, n. 4, p. 685, doi. 10.2753/PKE0160-3477340405

By:

Nishi, Hiroshi

Publication type:

Article

How Technological Innovation Influences Environmental Pollution: Evidence from China.

Published in:

Complexity, 2022, p. 1, doi. 10.1155/2022/5535310

By:

Xin, Duan;
Zhi Sheng, Zhang;
Jiahui, Sun

Publication type:

Article

Dynamic Measurement Analysis of Urban Innovation Ability and Ecological Efficiency in China.

Published in:

Complexity, 2022, p. 1, doi. 10.1155/2022/6049629

By:

Li, Xing;
Luo, Fuzhou

Publication type:

Article

A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/7676457

By:

Lavin, Jaime F.;
Valle, Mauricio A.;
Magner, Nicolás S.

Publication type:

Article

Stock Market Uncertainty and Business Optimism in Major Emerging Economies.

Published in:

Open Economies Review, 2025, v. 36, n. 3, p. 873, doi. 10.1007/s11079-024-09781-6

By:

Azad, Nahiyan Faisal;
Serletis, Apostolos

Publication type:

Article

Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India.

Published in:

Open Economies Review, 2025, v. 36, n. 2, p. 607, doi. 10.1007/s11079-024-09773-6

By:

De, Kuhelika

Publication type:

Article

Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models.

Published in:

Open Economies Review, 2024, v. 35, n. 5, p. 1015, doi. 10.1007/s11079-023-09742-5

By:

Rodriguez, Gabriel;
Castillo B., Paul;
Ojeda Cunya, Junior A.

Publication type:

Article

The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy.

Published in:

Open Economies Review, 2023, v. 34, n. 5, p. 1079, doi. 10.1007/s11079-022-09707-0

By:

Skouralis, Alexandros

Publication type:

Article

Market Shocks in the G7 Countries.

Published in:

Open Economies Review, 2022, v. 33, n. 1, p. 33, doi. 10.1007/s11079-020-09610-6

By:

Azad, Nahiyan;
Serletis, Apostolos

Publication type:

Article

Foreign and Domestic Uncertainty Shocks in Four Open Economies.

Published in:

Open Economies Review, 2021, v. 32, n. 5, p. 933, doi. 10.1007/s11079-021-09656-0

By:

Nilavongse, Rachatar;
Rubaszek, Michał;
Staehr, Karsten;
Uddin, Gazi Salah

Publication type:

Article

Monetary Policy and Interest Rate Spreads.

Published in:

Open Economies Review, 2020, v. 31, n. 3, p. 707, doi. 10.1007/s11079-019-09572-4

By:

Nsafoah, Dennis;
Serletis, Apostolos

Publication type:

Article

Testing the 'Fear of Floating' Hypothesis: A Statistical Analysis for Eight African Countries.

Published in:

Open Economies Review, 2020, v. 31, n. 2, p. 407, doi. 10.1007/s11079-019-09557-3

By:

Ahmad, Ahmad Hassan;
Pentecost, Eric J.

Publication type:

Article

Financial vs. Policy Uncertainty in Emerging Market Economies.

Published in:

Open Economies Review, 2019, v. 30, n. 2, p. 297, doi. 10.1007/s11079-018-9509-9

By:

Choi, Sangyup;
Shim, Myungkyu

Publication type:

Article

Trilemma-Dilemma: Constraint or Choice? Some Empirical Evidence from a Structurally Identified Heterogeneous Panel VAR.

Published in:

Open Economies Review, 2019, v. 30, n. 1, p. 1, doi. 10.1007/s11079-018-9516-x

By:

Montiel, Peter J.;
Pedroni, Peter

Publication type:

Article

Financial Stability, Monetary Stability and Growth: a PVAR Analysis.

Published in:

Open Economies Review, 2019, v. 30, n. 1, p. 157, doi. 10.1007/s11079-018-9507-y

By:

Apostolakis, George;
Papadopoulos, Athanasios P.

Publication type:

Article

How should Central Banks Respond to Non-neutral Inflation Expectations?

Published in:

Open Economies Review, 2018, v. 29, n. 2, p. 321, doi. 10.1007/s11079-018-9482-3

By:

Shah, Imran H.;
Corrick, Ian;
Saboor, Abdul

Publication type:

Article

Oil Price Shocks and the Credit Default Swap Market.

Published in:

Open Economies Review, 2018, v. 29, n. 2, p. 283, doi. 10.1007/s11079-017-9454-z

By:

Dai, Wei;
Serletis, Apostolos

Publication type:

Article

International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments.

Published in:

Open Economies Review, 2017, v. 28, n. 2, p. 319, doi. 10.1007/s11079-016-9423-y

By:

Hwang, Sangyeon;
Im, Hyejoon

Publication type:

Article

The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach.

Published in:

Open Economies Review, 2016, v. 27, n. 2, p. 359, doi. 10.1007/s11079-015-9378-4

By:

Hájek, Jan;
Horváth, Roman

Publication type:

Article

Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions.

Published in:

Open Economies Review, 2012, v. 23, n. 2, p. 359, doi. 10.1007/s11079-010-9195-8

By:

An, Lian;
Wang, Jian

Publication type:

Article

Revisiting the relationship between downloads and citations: a perspective from papers with different citation patterns in the case of the Lancet.

Published in:

Scientometrics, 2021, v. 126, n. 9, p. 7609, doi. 10.1007/s11192-021-04099-3

By:

Ding, Yang;
Dong, Xianlei;
Bu, Yi;
Zhang, Bin;
Lin, Kexin;
Hu, Beibei

Publication type:

Article

The domestic localization of knowledge flows as evidenced by publication citation: the case of Italy.

Published in:

Scientometrics, 2020, v. 125, n. 2, p. 1305, doi. 10.1007/s11192-020-03487-5

By:

Abramo, Giovanni;
D'Angelo, Ciriaco Andrea

Publication type:

Article

The increasing dominance of science in the economy: Which nations are successful?

Published in:

Scientometrics, 2019, v. 120, n. 3, p. 1411, doi. 10.1007/s11192-019-03161-5

By:

Gazni, Ali;
Ghaseminik, Zahra

Publication type:

Article

基于 VAR 模型的城市居民用水需求同水价和收入的动态关系研究.

Published in:

China Rural Water & Hydropower, 2022, n. 6, p. 95

By:

许萍;
宋宜林;
陈梓豪

Publication type:

Article

Stock Market Turnover and China's Real Estate Market Price: An Empirical Study Based on VAR.

Published in:

Contemporary Social Sciences, 2022, v. 7, n. 4, p. 17, doi. 10.19873/j.cnki.2096-0212.2022.04.002

By:

Sun Xianchao;
Huang Chengjie

Publication type:

Article