Extensions of the Basic MS-VAR Model

Lecture Notes in Economics and Mathematical Systems - Markov-Switching Vector Autoregressions ◽

10.1007/978-3-642-51684-9_11 ◽

1997 ◽

pp. 199-211

Author(s):

Hans-Martin Krolzig

Keyword(s):

Var Model

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Empirical research of the effectiveness of China's monetary policy—based on the VAR model with macro data from 2007 to 2012

Advances in Management Engineering and Information Technology ◽

10.2495/ameit140031 ◽

2015 ◽

Author(s):

J. Zhou ◽

M. Chen

Keyword(s):

Monetary Policy ◽

Empirical Research ◽

Var Model

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Spillover Effects of Regional Apartment Business Cycles Using Factor-Augmented VAR Model

Korean Association for Housing Policy Studies ◽

10.24957/hsr.2019.27.3.147 ◽

2019 ◽

Vol 27 (3) ◽

pp. 147-171

Author(s):

Doo-Won Bang ◽

Hyuck-Shin Kwon ◽

Myeong-Hyeon Kim

Keyword(s):

Business Cycles ◽

Spillover Effects ◽

Var Model

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The Effect of Macroeconomic Variables on the Cycle Variation of Housing Sales Price in Seoul : Using HP Filter and Bayesian VAR model

Korea Real Estate Academy ◽

10.31303/krear.2019.77.109 ◽

2019 ◽

Vol 77 ◽

pp. 109-121

Author(s):

Haejung Chun

Keyword(s):

Var Model ◽

Bayesian Var ◽

Sales Price ◽

Macroeconomic Variables ◽

Cycle Variation ◽

Hp Filter

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VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)

SSRN Electronic Journal ◽

10.2139/ssrn.1734748 ◽

1997 ◽

Author(s):

Eric Jondeau

Keyword(s):

Term Structure ◽

Var Model ◽

Expectations Hypothesis

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Predicting Returns with a Co-Fractional VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.1745020 ◽

2011 ◽

Cited By ~ 2

Author(s):

Daniela Osterrieder ◽

Peter C. Schotman

Keyword(s):

Var Model

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The Varying Coefficient Bayesian Panel VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.2713856 ◽

2016 ◽

Cited By ~ 1

Author(s):

Tomasz Wieladek

Keyword(s):

Var Model ◽

Panel Var ◽

Varying Coefficient

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A Treatise on Oil Price Shocks & Their Implications for the UK Financial Sector: Analysis Based on Time-Varying Structural VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.3056812 ◽

2017 ◽

Author(s):

Muhammad Ali Nasir ◽

Sabih Abbas Razvi ◽

Matteo Rossi

Keyword(s):

Financial Sector ◽

Structural Var ◽

Oil Price ◽

Var Model ◽

Time Varying ◽

Oil Price Shocks ◽

Price Shocks ◽

Sector Analysis ◽

The Uk

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Produit intérieur brut par habitant et bien-être des ménages gabonais : un modèle VAR avec hypothèse d’exogénéité (Per capita Gross Domestic Product and Welfare of Gabonese Households: a VAR Model with Exogenous Hypothesis)

SSRN Electronic Journal ◽

10.2139/ssrn.3283699 ◽

2018 ◽

Author(s):

Giscard Assoumou-Ella

Keyword(s):

Gross Domestic Product ◽

Domestic Product ◽

Var Model ◽

Capita Gross Domestic Product ◽

Per Capita

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The Effects of COVID-19 Pandemic on Oil Prices, CO2 Emissions and the Stock Market: Evidence from a VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.3587906 ◽

2020 ◽

Cited By ~ 2

Author(s):

Hela Mzoughi ◽

Christian Urom ◽

Gazi Salah Uddin ◽

Khaled GUESMI

Keyword(s):

Stock Market ◽

Co2 Emissions ◽

Oil Prices ◽

Var Model

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The Impact of Real Exchange Rate on International Trade: Evidence From Panel Structural VAR Model

SSRN Electronic Journal ◽

10.2139/ssrn.3662438 ◽

2020 ◽

Author(s):

Caglayan Aslan ◽

Oguzhan Cepni ◽

Selcuk Gul

Keyword(s):

International Trade ◽

Exchange Rate ◽

Real Exchange Rate ◽

Structural Var ◽

Var Model ◽

The Impact

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