Browsing by Subject Autoregression (Statistics)
Showing results 1 to 18 of 18
| Issue Date | Title | Author(s) |
| 2018 | About local projection impulse response function reliability | Brugnolini, Luca |
| 2018 | Analysis of changes in financial items of the Turkish banking sector with VAR model | Hazar, Adalet; Koksal, M. Oguz |
| 2021 | An analysis of the correlation between foreign currency reserves and the exchange rate : an empirical study of Malta | Agius, Amy (2021) |
| 2022 | An analysis of the impact of the non-standard monetary policy measures of the ECB on the Maltese economy | Abdilla, Matthew (2022) |
| 2013 | Computationally efficient estimation of high-dimension autoregressive models : with application to air pollution in Malta | Chetcuti Zammit, Luana; Scerri, Kenneth; Attard, Maria; Bajada, Therese |
| 2014-12 | Fiscal multipliers in Malta | Borg, Ian |
| 2023 | The impact of Ethereum market fluctuations on the value of the Bored Ape Yacht Club (BAYC) NFT collection | Yan, Sicheng (2023) |
| 2015 | The impact of fiscal policy on economic growth an analysis for the Maltese islands | Abela, Ritlen |
| 2018 | The links between stock prices and economic factors in European countries : a quantitative study | Scicluna, Nicolanne |
| 2019 | Market efficiency : a comparison between established and emerging markets | Vassallo, Semiramis (2019) |
| 2023-04 | Monetary policy shocks and output growth in Nigeria : which shocks are more important? | Alymkulova, Nargiza; Ohaegbu, Nnaemeka E. |
| 2014-12 | A multivariate filter to estimate potential output and NAIRU for the Maltese economy | Micallef, Brian |
| 1998 | Robust estimators of ar-models : a comparison | Donatos, George S.; Meintanis, Simos G. |
| 2019 | Sparse vector autoregression with application to multivariate cryptocurrency time series | Azzopardi, Lara Marie |
| 2011 | Spatio-temporal analysis of air pollution data in Malta | Chetcuti Zammit, Luana; Scerri, Kenneth; Attard, Maria; Bajada, Therese; Scerri, Mark M. |
| 2015 | The transmission effects of monetary policy on the equity market | Muscat, Mark |
| 2024 | Transmission risk of stock price fluctuations among industries in complex financial networks | Wang, Weishi; Ding, Junzhe; Zhou, Yuechen |
| 2022 | Understanding the relationship between tourism and house prices in Malta | Peplow, Madeleine (2022) |
