Information for "Generalized impulse response analysis in linear multivariate models"

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Display title	Generalized impulse response analysis in linear multivariate models
Default sort key	Generalized impulse response analysis in linear multivariate models
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Central description	scientific article; zbMATH DE number 1189857

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Page creator	Import240129110113 (talk \| contribs)
Date of page creation	04:18, 31 January 2024
Latest editor	AllProfilePages260409040437 (talk \| contribs)
Date of latest edit	15:14, 13 April 2026
Total number of edits	2
Recent number of edits (within past 90 days)	1
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MaRDI portal entities used in this page	zbMATH Keywords Miscellaneous (e.g. entity existence) Label: en published in Miscellaneous (e.g. entity existence) Label: en Mathematics Subject Classification ID Miscellaneous (e.g. entity existence) Label: en publication date Miscellaneous (e.g. entity existence) Label: en Absorption of shocks in nonlinear autoregressive models Title Economics Letters Label: en Impulse response analysis in nonlinear multivariate models Label: en Title Generalized impulse response analysis in linear multivariate models Title Miscellaneous (e.g. entity existence) Label: en Sitelink Some statements Impulse response analysis of cointegrated systems Title Label: en Non performing loans (NPLs) in a crisis economy: long-run equilibrium analysis with a real time VEC model for Greece (2001--2015) Title Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan? Title Return and volatility spillovers among cryptocurrencies Title Are generalized spillover indices overstating connectedness? Title The uncertainty multiplier and business cycles Title Shifts in volatility driven by large stock market shocks Title Debt dynamics in Europe: a network general equilibrium GVAR approach Title Improved GMM estimation of panel VAR models Title Macroeconomic environment, money demand and portfolio choice Title Beyond spreads: measuring sovereign market stress in the Euro area Title Cointegration and speed of convergence to equilibrium Title Label: en An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks Title Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach Title Fat tails, serial dependence, and implied volatility index connections Title Technological leaders, laggards and spillovers: a network GVAR analysis Title Nowcasting with large Bayesian vector autoregressions Title Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach Title Assessing the connectedness between proof of work and proof of stake/other digital coins Title The Brexit impact on European market co-movements Title Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications Title Mapping out network connections between residential property markets Title The macro and asset pricing implications of rising Italian uncertainty: evidence from a novel news-based macroeconomic policy uncertainty index Title Oil prices and economic activity in BRICS and G7 countries Title Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk Title Impulse response analysis in conditional quantile models with an application to monetary policy Title Linearly transforming variables in the VAR model, how does it change the impulse response? Title The transfer problem in the euro area Title PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks Title The effect of monetary and fiscal credibility on exchange rate pass-through in an emerging economy Title The spillover effect of euro area on central and southeastern European economies: a global VAR approach Title The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective Title Generalized impulse response analysis in a fractionally integrated vector autoregressive model Label: en Title On the network topology of variance decompositions: measuring the connectedness of financial firms Title Signs of impact effects in time series regression models Title Impact factors Title M. Hashem Pesaran Label: en Title Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility Title Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period Title High-dimensional VARs with common factors Title Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms Title On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness Title Microfit Label: en Title Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model Label: en Title Bootstrapping impulse responses in VAR analyses Title Yongcheol Shin Label: en Title BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK Title Q3497986 Label: en Label: mul Title The long-run determinants of fertility: one century of demographic change 1900--1999 Title Q3814569 Label: en Label: mul Title Q4001588 Title Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Title Label: en Q4349833 Label: en Label: mul Title Influence analysis in multivariate linear general models Label: en Title Generalized multilinear mixed-effects model Label: en Title Co-Integration and Error Correction: Representation, Estimation, and Testing Label: en Title LONG-RUN STRUCTURAL MODELLING Title Label: en Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction Title Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness Title Impact of Economic Policy Uncertainty on Thailand Macroeconomic Variables Title Model-based approach for scenario design: stress test severity and banks' resiliency Title Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies Title In search of a new economic model determined by logistic growth Title Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? Title Stock market uncertainty and economic fundamentals: an entropy-based approach Title The influence of intraday seasonality on volatility transmission pattern Title Multivariate quantile impulse response functions Title Local projections and VARs estimate the same impulse responses Title Can world real interest rates explain business cycles in a small open economy? Title A generalized method of impulse identification Title The law of one food price Title The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model Title Moments, shocks and spillovers in Markov-switching VAR models Title Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers Title A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model Title Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions Title Impulse transfer matrix of a time-varying system of differential-algebraic equations Title Bayesian Dynamic Tensor Regression Title Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms Title Supply chains and fake news: a novel input-output neural network approach for the us food sector Title The role of systemic risk spillovers in the transmission of euro area monetary policy Title Dynamic industry uncertainty networks and the business cycle Title Vector error correction models to measure connectedness of bitcoin exchange markets Title Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables Title Large Spillover Networks of Nonstationary Systems Title Jump connectedness in the European foreign exchange market Title Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition Title The role of environmental tax in guiding global climate policies to mitigate climate changes in European region Title Speed of adjustment in cointegrated systems Title Expectation spillovers and the return of inflation Title The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 Title