-
1Report
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
-
2Academic Journal
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
-
3
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)
-
4Report
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
-
5
المؤلفون: Sönmez, Hakan
المساهمون: Önder, Asiye Özlem, Ege Üniversitesi, Sosyal Bilimler Enstitüsü, İktisat Ana Bilim Dalı
مصطلحات موضوعية: Time Varying Parameter VAR Model (TVPVAR), Gıda Fiyatları, Enflasyon, Food Prices, Bai Perron Çoklu Yapısal Kırılma Testi, Bai Perron Multiple Breakpoint Test, Vector Autoregression (VAR), Zamanla Değişen Parametreli VAR Modeli (TVPVAR), Vektör Otoregresyon (VAR), Inflation
وصف الملف: application/pdf
-
6Report
المؤلفون: Prieto, Esteban, Eickmeier, Sandra, Marcellino, Massimiliano
مصطلحات موضوعية: ddc:330, C32, E5, E3, financial shocks, time-varying parameter VAR model, Global Financial Crisis, macro-financial linkages
Relation: Series: Bundesbank Discussion Paper; No. 13/2013; urn:isbn:978-3-86558-908-8; gbv-ppn:74572471X; http://hdl.handle.net/10419/73654; RePEc:zbw:bubdps:132013
الاتاحة: http://hdl.handle.net/10419/73654
-
7Report
المؤلفون: Hahn, Elke, Mestre, Ricardo
مصطلحات موضوعية: ddc:330, E3, euro area, Great Moderation, Oil prices, stochastic volatility, time varying parameter VAR model
Relation: Series: ECB Working Paper; No. 1356; gbv-ppn:663748984; http://hdl.handle.net/10419/153790; RePEc:ecb:ecbwps:20111356
الاتاحة: http://hdl.handle.net/10419/153790
-
8Dissertation/ Thesis
المؤلفون: Sönmez, Hakan
المساهمون: Önder, Asiye Özlem
مصطلحات موضوعية: Gıda Fiyatları, Enflasyon, Bai Perron Çoklu Yapısal Kırılma Testi, Vektör Otoregresyon (VAR), Zamanla Değişen Parametreli VAR Modeli (TVPVAR), Food Prices, Inflation, Bai Perron Multiple Breakpoint Test, Vector Autoregression (VAR), Time Varying Parameter VAR Model (TVPVAR)
Relation: Tez; https://hdl.handle.net/11454/69142; orcid:0000-0001-6126-3275
الاتاحة: https://hdl.handle.net/11454/69142
-
9Dissertation/ Thesis
المؤلفون: Sönmez, Hakan
المساهمون: Önder, Asiye Özlem, Ege Üniversitesi, Sosyal Bilimler Enstitüsü, İktisat Ana Bilim Dalı, orcid:0000-0001-6126-3275
مصطلحات موضوعية: Gıda Fiyatları, Enflasyon, Bai Perron Çoklu Yapısal Kırılma Testi, Vektör Otoregresyon (VAR), Zamanla Değişen Parametreli VAR Modeli (TVPVAR), Food Prices, Inflation, Bai Perron Multiple Breakpoint Test, Vector Autoregression (VAR), Time Varying Parameter VAR Model (TVPVAR)
وصف الملف: application/pdf
Relation: Tez; https://hdl.handle.net/11454/69142
الاتاحة: https://hdl.handle.net/11454/69142
-
10
المؤلفون: Esteban Prieto, Sandra Eickmeier, Massimiliano Marcellino
مصطلحات موضوعية: Financial shocks, Global Financial Crisis, macro-financial linkages, time-varying parameter VAR model, SOCIAL SCIENCES (MISCELLANEOUS), jel:E3, ECONOMICS AND ECONOMETRICS, jel:C32, jel:E5, financial shocks,time-varying parameter VAR model,Global Financial Crisis,macro-financial linkages, SOCIAL SCIENCES (MISCELLANEOUS), ECONOMICS AND ECONOMETRICS
-
11
المساهمون: EconomiX, Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), HAL Nanterre, Administrateur, Parisnanterre, EconomiX
المصدر: Applied Economics
Applied Economics, Taylor & Francis (Routledge), 2017, 49 (18), pp.1774-1793
Applied Economics, Taylor & Francis (Routledge), 2016, 49 (18), pp.1774-1793
55ème congrès annuel de la Société Canadienne de Science économique
55ème congrès annuel de la Société Canadienne de Science économique, 2015, Montréal, Canada
Séminaire Cournot, Université de Strasbourg
Séminaire Cournot, Université de Strasbourg, 2015, Strasbourg, France
Applied Economics, 2017, 49 (18), pp.1774-1793مصطلحات موضوعية: Economics and Econometrics, Oil market, 020209 energy, 05 social sciences, Face (sociological concept), 02 engineering and technology, Monetary economics, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, exchange rates, Currency, oil currencies, 0502 economics and business, 0202 electrical engineering, electronic engineering, information engineering, Economics, Time-Varying Parameter VAR model, 050207 economics, Oil price, Literature study, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, oil shocks
وصف الملف: application/pdf
-
12
المؤلفون: Cepni, Oguzhan, Gupta, Rangan
مصطلحات موضوعية: Investor sentiment, External instruments, Monetary policy surprises, Time-varying parameter VAR model, Vector autoregressive (VAR), United States (US)
Relation: https://repository.up.ac.za/handle/2263/86059; Cepni, O. & Gupta, R. 2021, 'Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment', The North American Journal of Economics and Finance, vol. 58, art. 101550, pp. 1-17, doi : 10.1016/j.najef.2021.101550.; 1062-9408 (print); 1879-0860 (online)