المؤلفون: Alexius, Annika, 1965, Holmberg, Mikaela

المصدر: Review of World Economics. 160:377-387

مصطلحات موضوعية: Exchange rates, Inflation, Pass-through, Bayesian time-varying parameter VAR

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-220274
https://doi.org/10.1007/s10290-023-00502-8

المؤلفون: Karlsson, Sune, Kiss, Tamás, Nguyen, Hoang, Österholm, Pär

مصطلحات موضوعية: ddc:330, C11, C32, C52, E44, E47, G17, Bayesian inference, Stochastic volatility, Orthogonal Student's t distribution, Time-varying parameter VAR

Relation: Series: Working Paper; No. 3/2024; gbv-ppn:1883437946; https://hdl.handle.net/10419/298593

الاتاحة: https://hdl.handle.net/10419/298593

المؤلفون: Boubekeur Baba, Güven Sevil

المصدر: Financial Innovation, Vol 7, Iss 1, Pp 1-25 (2021)

مصطلحات موضوعية: Stock returns, Net foreign equity flows, Time-varying parameter VAR, Feedback trading, Forecast ability, Economic policy uncertainty, Public finance, K4430-4675, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2199-4730

URL الوصول: https://doaj.org/article/2ebfc00e96e948539f30cffa3905f337

المؤلفون: Beirne, John, Renzhi, Nuobu, Panthi, Pradeep

مصطلحات موضوعية: ddc:330, E31, F31, F41, exchange rate pass-through, global shocks, structural VAR, time-varying parameter VAR

Relation: Series: ADBI Working Paper; No. 1379; gbv-ppn:1850476756; https://hdl.handle.net/10419/296774

الاتاحة: https://hdl.handle.net/10419/296774
https://doi.org/10.56506/PBFD5799

المؤلفون: Nedeljković Milan, Savić Nebojša, Zildžović Emir

المصدر: Panoeconomicus, Vol 64, Iss 4, Pp 423-437 (2017)

مصطلحات موضوعية: inflation targeting, monetary policy, credibility, time-varying parameter VAR, mixture innovation model, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1452-595X; https://doaj.org/toc/2217-2386

URL الوصول: https://doaj.org/article/31f74aba16d740c6adf2c829fa1b6877

المؤلفون: Cai, Yifei, Wu, Yanrui

مصطلحات موضوعية: ddc:330, Q20, D80, C11, renewable energy consumption, geopolitical risk, time-varying parameter VAR model, robustness checks

Relation: Series: ADBI Working Paper Series; No. 1089; gbv-ppn:1692615424; http://hdl.handle.net/10419/238446

الاتاحة: http://hdl.handle.net/10419/238446

المؤلفون: Çatık Abdurrahman Nazif, Karaçuka Mehmet, Gök Barış

المصدر: Panoeconomicus, Vol 63, Iss 5, Pp 563-579 (2016)

مصطلحات موضوعية: exchange rate pass-through, wholesale prices, consumer prices, time-varying parameter VAR, Turkey, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1452-595X; https://doaj.org/toc/2217-2386

URL الوصول: https://doaj.org/article/7a75d78cab1346f1b74e7342aa2b733a

المؤلفون: Huber, Florian, Punzi, Maria Teresa

مصطلحات موضوعية: JEL C32, E23, E32, Zero Lower Bound / Shadow interest rate / Housing Market / Time-varying parameter VAR

وصف الملف: application/pdf

Relation: http://www.wu.ac.at/economics/forschung/wp/; http://epub.wu.ac.at/4824/; info:eu-repo/grantAgreement/EC/FP7/612955/EU/Financial Distortions and Macroeconomic Performance/FinMaP

الاتاحة: http://epub.wu.ac.at/4824/1/wp216.pdf

المؤلفون: Allegret, Jean-Pierre, Couharde, Cécile, Mignon, Valérie, Razafindrabe, Tovonony

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0003-6846.

مصطلحات موضوعية: oil currencies, oil shocks, Time-Varying Parameter VAR model, exchange rates, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-01589267; https://hal.science/hal-01589267; https://hal.science/hal-01589267/document; https://hal.science/hal-01589267/file/revised%20version-final%20draft.pdf

الاتاحة: https://hal.science/hal-01589267
https://hal.science/hal-01589267/document
https://hal.science/hal-01589267/file/revised%20version-final%20draft.pdf

المؤلفون: Karacuka, Mehmet, Onder, A. Ozlem, Catik, Abdurrahman Nazif

مصطلحات موضوعية: Monetary-Policy, Unit-Root, Macroeconomy, Exchange rate pass-through, Crude-Oil Prices, Exchange-Rate, Domestic Prices, Inflation Evidence, Series, Turkey, Oil price pass-through, Time-varying parameter VAR, Rate Pass-Through

Relation: Journal Of Quantitative Economics; Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı; https://hdl.handle.net/11454/76340; https://doi.org/10.1007/s40953-022-00317-8; Catik, Abdurrahman Nazif/0000-0001-9247-5668; onder, a. ozlem/0000-0002-8903-8931; 20; 781; 807

الاتاحة: https://hdl.handle.net/11454/76340
https://doi.org/10.1007/s40953-022-00317-8

المؤلفون: Catik, Abdurrahman Nazif, Karacuka, Mehmet, Onder, A. Ozlem

مصطلحات موضوعية: Oil price pass-through, Exchange rate pass-through, Time-varying parameter VAR, Turkey, Rate Pass-Through, Crude-Oil Prices, Exchange-Rate, Domestic Prices, Inflation Evidence, Monetary-Policy, Unit-Root, Macroeconomy, Series, eco, manag

Relation: https://hdl.handle.net/11454/76340

الاتاحة: https://hdl.handle.net/11454/76340

المؤلفون: Rangan Gupta, Oguzhan Cepni

المصدر: The North American Journal of Economics and Finance. 58

مصطلحات موضوعية: Economics and Econometrics, Time-varying parameter VAR model, Zero lower bound, Monetary policy, Monetary economics, Investor sentiment, Variable (computer science), Shock (economics), Specification, Economics, External instruments, Stock market, Proxy (statistics), Monetary policy surprises, Finance, Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c94497404d12d4dd1b87fcbd8f49901a
https://research.cbs.dk/en/publications/6cf239b6-dd58-400f-b52b-3f73eb746612

المؤلفون: Hosszú, Zsuzsanna

مصطلحات موضوعية: ddc:330, C32, C38, C58, E17, G21, dynamic factor model, dual Kalman-filter, financial conditions index, credit supply shocks, time varying parameter VAR

Relation: Series: MNB Working Papers; No. 2016/1; gbv-ppn:857824317; http://hdl.handle.net/10419/173436

الاتاحة: http://hdl.handle.net/10419/173436

المؤلفون: Pierre Guérin, Claudia Foroni, Massimiliano Marcellino

المصدر: Economics Letters. 155:84-88

مصطلحات موضوعية: OIL MARKET SHOCKS, STOCK RETURNS, TIME-VARYING PARAMETER VAR, FINANCE, ECONOMICS AND ECONOMETRICS, Economics and Econometrics, 050208 finance, Oil market, Financial economics, media_common.quotation_subject, 05 social sciences, Equity (finance), TIME-VARYING PARAMETER VAR, OIL MARKET SHOCKS, Interest rate, Demand shock, STOCK RETURNS, 0502 economics and business, Economics, Econometrics, Stock market, Consumer confidence index, 050207 economics, Oil price, Finance, Stock (geology), media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f76122dc84fc4b129b4a6bcf3d301d1
https://doi.org/10.1016/j.econlet.2017.03.017

المؤلفون: Takeshi Kimura, Jouchi Nakajima

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.cirje.e.u-tokyo.ac.jp/research/workshops/macro/macropaper13/macro0502.pdf.

مصطلحات موضوعية: Identification, Latent threshold models, Monetary policy, Time-varying parameter VAR, Zero lower bound

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.671.4640; http://www.cirje.e.u-tokyo.ac.jp/research/workshops/macro/macropaper13/macro0502.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.671.4640
http://www.cirje.e.u-tokyo.ac.jp/research/workshops/macro/macropaper13/macro0502.pdf

المؤلفون: Gary Koop, Department Of Economics

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR_revised.pdf.

مصطلحات موضوعية: carbon trading, spot and futures markets, time-varying parameter VAR, stochastic volatility

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.385.8293; http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR_revised.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.385.8293
http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR_revised.pdf

المؤلفون: Gary Koop, Department Of Economics

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR.pdf.

مصطلحات موضوعية: carbon trading, spot and futures markets, time-varying parameter VAR, stochastic volatility JEL Classi…cation Codes, C11, C32, C58, G12, G17, Q54

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.307.5157; http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.307.5157
http://personal.strath.ac.uk/gary.koop/koop_tole_TVPVAR.pdf

المؤلفون: Michele Campolieti, Deborah Gefang, Gary Koop

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://personal.strath.ac.uk/gary.koop/campolieti_gefang_koop.pdf.

مصطلحات موضوعية: job separation hazard, job-finding hazard, vacancies, labor market dynamics, time-varying parameter VAR

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.307.5975; http://personal.strath.ac.uk/gary.koop/campolieti_gefang_koop.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.307.5975
http://personal.strath.ac.uk/gary.koop/campolieti_gefang_koop.pdf

المؤلفون: Ecole Hautes, Sciences Sociales, Universités D'aix-marseille Ii Et Iii, Yusho Kagraoka, Zakaria Moussa

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://halshs.archives-ouvertes.fr/docs/00/54/30/10/PDF/DTGREQAM2010_49.pdf.

مصطلحات موضوعية: Quantitative Easing Policy, Macro-finance model, Time-varying-parameter VAR, Japan, Expectation channel

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.395.4533; http://halshs.archives-ouvertes.fr/docs/00/54/30/10/PDF/DTGREQAM2010_49.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.395.4533
http://halshs.archives-ouvertes.fr/docs/00/54/30/10/PDF/DTGREQAM2010_49.pdf

المؤلفون: Allegret, Jean-Pierre, Couharde, Cécile, Mignon, Valérie, Razafindrabe, Tovonony

المساهمون: EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-04141379 ; 2015.

مصطلحات موضوعية: oil currencies, oil shocks, Time-Varying Parameter VAR model, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-04141379; https://hal.science/hal-04141379; https://hal.science/hal-04141379/document; https://hal.science/hal-04141379/file/WP_EcoX_2015-38.pdf

الاتاحة: https://hal.science/hal-04141379
https://hal.science/hal-04141379/document
https://hal.science/hal-04141379/file/WP_EcoX_2015-38.pdf