A Simple Instrument for Proxy Vector Autoregressive Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3711360 ◽

2020 ◽

Author(s):

Lukas Boer ◽

Helmut Lütkepohl

Keyword(s):

Vector Autoregressive ◽

Simple Instrument ◽

Autoregressive Analysis

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Structural Vector Autoregressive Analysis for Cointegrated Variables

Modern Econometric Analysis ◽

10.1007/3-540-32693-6_6 ◽

2007 ◽

pp. 73-86 ◽

Author(s):

Helmut Lütkepohl

Keyword(s):

Vector Autoregressive ◽

Structural Vector ◽

Autoregressive Analysis

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Industry-specific Exchange Rate Fluctuations, Japanese Exports and Financial Constraints: Evidence from Panel Vector Autoregressive Analysis

Asian Economic Journal ◽

10.1111/asej.12145 ◽

2018 ◽

Vol 32 (2) ◽

pp. 125-145

Author(s):

Shajuan Zhang

Keyword(s):

Exchange Rate ◽

Financial Constraints ◽

Vector Autoregressive ◽

Exchange Rate Fluctuations ◽

Autoregressive Analysis

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A Vector Autoregressive Analysis Of An Oil-Dependent Emerging Economy - Nigeria

OPEC Review ◽

10.1111/1468-0076.00087 ◽

2000 ◽

Vol 24 (4) ◽

pp. 329-349 ◽

Author(s):

O. Felix Ayadi ◽

Amitava Chatterjee ◽

C. Pat Obi

Keyword(s):

Emerging Economy ◽

Vector Autoregressive ◽

Autoregressive Analysis

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Modeling the dynamic response of automobile sales in troubled times: A real-time Vector Autoregressive analysis with causality testing for Greece

Transport Policy ◽

10.1016/j.tranpol.2017.07.006 ◽

2017 ◽

Vol 59 ◽

pp. 75-81 ◽

Author(s):

Konstantinos N. Konstantakis ◽

Christina Milioti ◽

Panayotis G. Michaelides

Keyword(s):

Dynamic Response ◽

Real Time ◽

Vector Autoregressive ◽

Automobile Sales ◽

Causality Testing ◽

Autoregressive Analysis

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Measuring the spillover effects of public capital: a bi-regional structural vector autoregressive analysis

Letters in Spatial and Resource Sciences ◽

10.1007/s12076-010-0042-8 ◽

2010 ◽

Vol 3 (3) ◽

pp. 111-125 ◽

Author(s):

Miguel A. Márquez ◽

Julián Ramajo ◽

Geoffrey J. D. Hewings

Keyword(s):

Public Capital ◽

Spillover Effects ◽

Vector Autoregressive ◽

Structural Vector ◽

Autoregressive Analysis

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Vector Autoregressive Analysis - VAR Foreign Direct Investment and Unemployment : Sudan, 1990 - 2016 = الاستثمار الأجنبي المباشر والبطالة : السودان، 1990 - 2016

Global Journal of Economic and Business ◽

10.12816/0047941 ◽

2018 ◽

Vol 4 (2) ◽

pp. 224-235 ◽

Author(s):

Omer Ahmed Sayed Mohamed

Keyword(s):

Foreign Direct Investment ◽

Direct Investment ◽

Vector Autoregressive ◽

Autoregressive Analysis

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Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis

Oxford Bulletin of Economics and Statistics ◽

10.1111/obes.12238 ◽

2018 ◽

Vol 80 (4) ◽

pp. 715-735 ◽

Author(s):

Helmut Lütkepohl ◽

Thore Schlaak

Keyword(s):

Time Varying ◽

Vector Autoregressive ◽

Volatility Models ◽

Structural Vector ◽

Autoregressive Analysis

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Democracy and Militarization in Developing Countries: A Panel Vector Autoregressive Analysis

Defence and Peace Economics ◽

10.1080/10242694.2021.1957191 ◽

2021 ◽

pp. 1-21

Author(s):

Sajjad F. Dizaji ◽

Mohammad Reza Farzanegan

Keyword(s):

Developing Countries ◽

Vector Autoregressive ◽

Autoregressive Analysis

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Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2999653 ◽

2017 ◽

Author(s):

Helmut LLtkepohl ◽

Thore Schlaak

Keyword(s):

Time Varying ◽

Vector Autoregressive ◽

Volatility Models ◽

Structural Vector ◽

Autoregressive Analysis

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Vector Autoregressive Analysis (VAR)

Introductory Mathematics and Statistics for Islamic Finance ◽

10.1002/9781118779712.ch17 ◽

2015 ◽

pp. 369-380

Keyword(s):

Vector Autoregressive ◽

Autoregressive Analysis

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