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ArticleSystem estimation of GVAR with two dominants and network theory: Evidence for BRICs

Konstantinos Ν. Konstantakis2015

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Articlegreen2015

System estimation of GVAR with two dominants and network theory: Evidence for BRICs

Konstantinos Ν. Konstantakis · Panayotis G. Michaelides · Efthymios G. Tsionas · Chrysanthi Minou

16 citations·0/0 files stored·Economic Modelling

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Global Financial Crisis and Policies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1998Generalized impulse response analysis in linear multivariate models 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1987Power and Centrality: A Family of Measures 1996Impulse response analysis in nonlinear multivariate models 1972Factoring and weighting approaches to status scores and clique identification

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Year2015

Typearticle

Published2015-09-30

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations16

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.econmod.2015.08.033

openalex_workW1754376615

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