Pages that link to "Item:Q1128549"

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

Displaying 31 items.

• Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)
• BUSINESS FAILURES AND MACROECONOMIC FACTORS IN THE UK (Q3393942) (← 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)
• Model-based approach for scenario design: stress test severity and banks' resiliency (Q5041674) (← links)
• Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies (Q5049435) (← links)
• In search of a new economic model determined by logistic growth (Q5056706) (← links)
• Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
• Stock market uncertainty and economic fundamentals: an entropy-based approach (Q5234346) (← links)
• The influence of intraday seasonality on volatility transmission pattern (Q5234350) (← links)
• Multivariate Quantile Impulse Response Functions (Q5237529) (← links)
• Can world real interest rates explain business cycles in a small open economy? (Q5940861) (← 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)
• Impulse transfer matrix of a time-varying system of differential-algebraic equations (Q6137171) (← links)
• Bayesian Dynamic Tensor Regression (Q6149856) (← links)
• Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms (Q6167942) (← links)
• Supply chains and fake news: a novel input-output neural network approach for the us food sector (Q6167972) (← links)
• The role of systemic risk spillovers in the transmission of euro area monetary policy (Q6547492) (← links)
• Dynamic industry uncertainty networks and the business cycle (Q6558549) (← links)
• Vector error correction models to measure connectedness of bitcoin exchange markets (Q6576821) (← links)
• Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables (Q6620919) (← links)
• Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)
• Jump connectedness in the European foreign exchange market (Q6637733) (← links)
• Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition (Q6644359) (← links)
• The role of environmental tax in guiding global climate policies to mitigate climate changes in European region (Q6669128) (← links)