Pages that link to "Item:Q1126497"
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The following pages link to Impulse response analysis in nonlinear multivariate models (Q1126497):
Displayed 50 items.
- Deterministic impulse response in a nonlinear model. An analytical expression (Q1934061) (← links)
- Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
- Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach (Q2036982) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- A reconsideration of money growth rules (Q2115970) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
- The Brexit impact on European market co-movements (Q2151683) (← links)
- Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications (Q2165448) (← links)
- Estimating nonlinear dynamic equilibrium models by matching impulse responses (Q2226864) (← links)
- Uncertainty shocks and the great recession: nonlinearities matter (Q2226936) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Impulse response analysis for structural dynamic models with nonlinear regressors (Q2236885) (← links)
- Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (Q2241570) (← links)
- Structural changes in the US economy: is there a role for monetary policy? (Q2271644) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- The effect of monetary and fiscal credibility on exchange rate pass-through in an emerging economy (Q2416144) (← links)
- On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806) (← links)
- Signs of impact effects in time series regression models (Q2512333) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
- The fiscal state-dependent effects of capital income tax cuts (Q2661641) (← links)
- Cross-category, trans-pacific spillovers of policy uncertainty and financial market volatility (Q2661806) (← links)
- Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period (Q2686281) (← links)
- Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
- State-dependent effects of fiscal policy (Q2687870) (← links)
- Noncausality and inflation persistence (Q2687883) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- The nonlinear effects of uncertainty shocks (Q2697101) (← links)
- Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2697965) (← links)
- On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness (Q2697971) (← links)
- Macroeconomic uncertainty and forecasting macroeconomic aggregates (Q2699611) (← links)
- Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis (Q2699619) (← links)
- The non-linear effects of the Fed asset purchases (Q2700540) (← links)
- When is discretionary fiscal policy effective? (Q2700567) (← links)
- Volatility analysis during the Asia crisis: a multivariate GARCH-M model for stock returns in the U.S., Germany and Japan (Q2722295) (← links)
- BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA (Q3426144) (← links)
- Enhancing dominant modes in nonstationary time series by means of the symbolic resonance analysis (Q3636669) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- A method for solving and estimating heterogeneous agent macro models (Q4625064) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction (Q4957266) (← links)
- Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness (Q4957269) (← links)
- Impact of Economic Policy Uncertainty on Thailand Macroeconomic Variables (Q5015960) (← links)
- In search of a new economic model determined by logistic growth (Q5056706) (← links)