Pages that link to "Item:Q1126497"
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The following pages link to Impulse response analysis in nonlinear multivariate models (Q1126497):
Displaying 37 items.
- Impact of Economic Policy Uncertainty on Thailand Macroeconomic Variables (Q5015960) (← links)
- In search of a new economic model determined by logistic growth (Q5056706) (← links)
- Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading (Q5208072) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)
- Estimating a Banking-Macro Model Using a Multi-regime VAR (Q5258071) (← links)
- MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT (Q5313516) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← 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)
- UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION (Q6088659) (← links)
- “CONVENTIONAL” MONETARY POLICY IN OLG MODELS: REVISITING THE ASSET‐SUBSTITUTION CHANNEL (Q6088673) (← links)
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- Nonlinear exchange rate pass-through and monetary policy credibility: evidence from Korea (Q6093776) (← links)
- Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
- Bayesian Dynamic Tensor Regression (Q6149856) (← links)
- Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366) (← 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)
- Tax‐and‐transfer progressivity and business cycles (Q6185477) (← links)
- Do monetary policy shocks have asymmetric effects on stock market? (Q6547490) (← links)
- The role of systemic risk spillovers in the transmission of euro area monetary policy (Q6547492) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
- Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: evidence from BRICS countries (Q6563707) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← 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)
- Dynamic Vector Mode Regression (Q6626341) (← links)
- Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
- Bayesian flexible local projections (Q6645250) (← links)
- On a matrix-valued autoregressive model (Q6655919) (← links)
- Interest rate dynamics and commodity prices (Q6664574) (← links)
- State-dependent local projections (Q6664642) (← links)
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors (Q6664649) (← links)
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655) (← links)
- Consistent causal inference for high-dimensional time series (Q6664676) (← links)
