CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
274 research outputs found
Estimation of Structural Impulse Responses: Short-Run Versus Long-Run Identifying Restrictions
Author
Anna Staszewska-Bystrova
C Erceg
+10 more
C Gust
H L�tkepohl
H L�tkepohl
H L�tkepohl
Helmut LLtkepohl
J Faust
L J Christiano
L Kilian
O Blanchard
Peter Winker
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
Full text link
Crossref
Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models
Author
A D Hall
Andreas Röthig
+17 more
C Wang
Carl Chiarella
D Van Dijk
D Van Dijk
H L�tkepohl
H L�tkepohl
H L�tkepohl
J R Nofsinger
J Skalin
Kr�tzig
L Sarno
P Mejia-Reyes
Q Liu
T Ter�svirta
T Ter�svirta
T Ter�svirta
T Ter�svirta
Publication venue
'Elsevier BV'
Publication date
01/01/2006
Field of study
Full text link
Crossref
Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity
Author
A Net?unajev
A R Pagan
+42 more
A S Velinov
Anton Velinov
B E Hansen
B Lee
C A Sims
C A Sims
D Rapach
E Sentana
E Weber
H Bouakez
H Herwartz
H L�tkepohl
H L�tkepohl
H L�tkepohl
H L�tkepohl
H.-M Krolzig
Helmut Luetkepohl
I D Vrontos
J F Rubio-Ramirez
J Gonzalo
L A Fisher
L A Fisher
M Binswanger
M Ehrmann
M Lanne
M Lanne
M Lanne
M Lanne
M Normandin
O Blanchard
R G King
R Garcia
R Jean
R Rigobon
R Rigobon
R Rigobon
R Van Der Weide
S Goncalves
S Johansen
T Strohsal
Z Psaradakis
Z Psaradakis
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market
Author
A D Patelis
A Net?unajev
+40 more
Aleksei Netsunajev
C A Sims
C.-J Kim
D E Rapach
D Kulikov
D S Maddala
E Bacchiocchi
G Favara
H Bouakez
H C Bj�rnland
H Herwartz
H L�tkepohl
H L�tkepohl
H L�tkepohl
Helmut Luetkepohl
J D Hamilton
J H Stock
K Hubrich
K Park
L Cheng
M Lanne
M Lanne
M Lanne
M M Mcconnell
M Normandin
N Jaimovich
O Blanchard
P Beaudry
P Giordani
R A Horn
R Rigobon
R Rigobon
R Rigobon
S Goncalves
S P Millard
W Chen
W D Lastrapes
W Thorbecke
Y D Li
Y Yang
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
Author
A Mountford
Aleksei Netsunajev
+34 more
C A Sims
C A Sims
C A Sims
C Baumeister
E Pappa
F Canova
F Canova
F Canova
F Lippi
G Amisano
G E Primiceri
G Peersman
H Bouakez
H Herwartz
H L�tkepohl
H R Moon
H R Moon
H Uhlig
H.-M Krolzig
Helmut Luetkepohl
J F Rubio-Ramirez
J Faust
L Dedola
L Kilian
L Kilian
M Lanne
M Lanne
M Normandin
O Blanchard
R B Barsky
R G King
R Rigobon
R Rigobon
T Cogley
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
Full text link
Crossref
Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
Author
Bernd SSssmuth
E Angelini
+16 more
E Angelini
E E Leamer
E E Leamer
H L�tkepohl
J Breitung
J H Stock
J H Stock
J L Castle
J L Castle
M Camacho
M Camacho
M Camacho
Pablo Duarte
R Levine
R S Mariano
S Aruoba
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Financial Crises and Information Transfer - An Empirical Analysis of the Lead-Lag Relationship between Equity and CDS iTraxx Indices
Author
C W J Granger
D Kwiatkowski
+14 more
G C Chow
G M Ljung
G W Schwert
H Bystr�m
H G Fung
H L�tkepohl
J D Hamilton
J R Mccrorie
L Norden
Marc Gürtler
R C Merton
Stefan Ehlers
Sven Olboeter
W H Greene
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
Full text link
Crossref
Do Income Disparities Dissipate Across the US States? Experimenting with a Vector Error Correction Model
Author
Alexiadis Stilianos
D Gray
+15 more
G Hunt
H Li
H L�tkepohl
Konstantinos Eleftheriou
Le Gallo
P Aghion
Peter Nijkamp
R Engle
R Ezcurra
R Martin
S Alexiadis
S Alexiadis
S Johansen
S Keil
S Rey
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
Full text link
Crossref
Inference for Impulse Responses
Author
Christopher A Sims
Christopher A Sims
+24 more
Clifford M Hurvich
Clive W J Granger
Demiralp
Eric M Leeper
Guido M Kuersteiner
Guido M Kuersteiner
Halbert White
Helmut L�tkepohl
Helmut L�tkepohl
James D Hamilton
James H Stock
Joel L Horowitz
Jordi Gal�
Lutz Kilian
Lutz Kilian
Notes
Olivier J Blanchard
Oscar Jorda
R A Lewis
Silvia Gon�alves
Theodore W Anderson
Wiley-Interscience
�scar Jord�
�scar Jord�
Publication venue
'Elsevier BV'
Publication date
01/01/2007
Field of study
Full text link
Crossref
Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
Author
A B Abel
A B Abel
+69 more
A Cohn
A D&apos
A Fontana
C Arellano
C Caceres
C L Ilut
C Schumacher
Christoph Grosse Steffen
D Alary
D Figure
D Figure
E Bacchiocchi
F A Longstaff
F Cherbonnier
F H Knight
F Trojani
G Bekaert
G Bekaert
G Constantinides
Gro�e Steffen
H Herwartz
H L�tkepohl
H L�tkepohl
I Gilboa
Italy
J Aizenman
J D Amato
J Dow
J Hilscher
J K Arrow
J V Hagen
J Y Campbell
K Bernoth
K Jurado
L D Haan
L G Epstein
L G Epstein
L Guiso
L P Hansen
M G Arghyrou
M K Brunnermeier
M Lanne
M Lanne
M Podstawski
N Bloom
N Borri
P A Samuelson
P D Grauwe
P Engler
P Ghirardato
P J Maenhout
P Klibanoff
R A De Santis
R Br�ggemann
R Chetty
R Rigobon
Residuals Italy
Residuals Spain
S Barrios
S C Ludvigson
S R Baker
S Sgherri
S V Lizarazo
Spain
T Bollerslev
T Bollerslev
T Laubach
V Borgy
W J Pratt
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
Full text link
Crossref
1
2
3
…
last