Pages that link to "Item:Q1128549"

The following pages link to Generalized impulse response analysis in linear multivariate models (Q1128549):

Displaying 50 items.

• Impact factors (Q265013) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Speed of adjustment in cointegrated systems (Q736565) (← links)
• Expectation spillovers and the return of inflation (Q823999) (← links)
• The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
• Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
• Non performing loans (NPLs) in a crisis economy: long-run equilibrium analysis with a real time VEC model for Greece (2001--2015) (Q1619381) (← links)
• Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan? (Q1621927) (← links)
• Return and volatility spillovers among cryptocurrencies (Q1627002) (← links)
• Are generalized spillover indices overstating connectedness? (Q1627007) (← links)
• The uncertainty multiplier and business cycles (Q1655559) (← links)
• Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
• Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
• Beyond spreads: measuring sovereign market stress in the Euro area (Q1782420) (← links)
• Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach (Q2036982) (← links)
• Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
• Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
• Nowcasting with large Bayesian vector autoregressions (Q2106382) (← links)
• Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
• Assessing the connectedness between proof of work and proof of stake/other digital coins (Q2126159) (← 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)
• Mapping out network connections between residential property markets (Q2179760) (← links)
• The macro and asset pricing implications of rising Italian uncertainty: evidence from a novel news-based macroeconomic policy uncertainty index (Q2226833) (← links)
• Oil prices and economic activity in BRICS and G7 countries (Q2228263) (← links)
• Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk (Q2241570) (← links)
• Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
• Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
• The transfer problem in the euro area (Q2316887) (← links)
• PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks (Q2316919) (← links)
• The effect of monetary and fiscal credibility on exchange rate pass-through in an emerging economy (Q2416144) (← links)
• The spillover effect of euro area on central and southeastern European economies: a global VAR approach (Q2416196) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← 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)
• 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)
• High-dimensional VARs with common factors (Q2688656) (← 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)
• Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)
• BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← links)
• The law of one food price (Q6049583) (← links)
• The dynamic volatility connectedness of major environmental, social, and governance (ESG) stock indices: evidence based on DCC-GARCH model (Q6054315) (← links)
• Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
• Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
• A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)