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isPartOf:"Journal of applied econometrics"
subject:"USA"
~isPartOf:"American journal of agricultural economics"
~subject:"VAR model"
~type:"article"
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USA
VAR model
Theorie
1,728
Theory
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329
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213
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186
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Lence, Sergio H.
9
Chavas, Jean-Paul
7
Hayes, Dermot James
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Hennessy, David A.
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Chambers, Robert G.
5
Davis, George C.
5
Shumway, C. Richard
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Alston, Julian Mark
4
Holt, Matthew T.
4
Just, Richard E.
4
Pope, Rulon D.
4
Azzam, Azzeddine M.
3
Babcock, Bruce A.
3
Chalfant, James Allen
3
Clark, Todd E.
3
Cox, Thomas Lee
3
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Fackler, Paul L.
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Frechette, Darren L.
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Huffman, Wallace E.
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2
Baumel, C. P.
2
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2
Carter, Colin Andre
2
Cooper, Joseph C.
2
De Gorter, Harry
2
Eales, James S.
2
Espinoza, Maria Cristina
2
Fawson, Christopher
2
Feather, Peter M.
2
Fleissig, Adrian R.
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Journal of applied econometrics
American journal of agricultural economics
European journal of operational research : EJOR
339
The American economic review
307
The review of economics and statistics
235
Economics letters
234
The review of financial studies
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
219
The journal of finance : the journal of the American Finance Association
211
Computers & operations research : and their applications to problems of world concern ; an international journal
209
Journal of monetary economics
209
Applied economics
187
Journal of political economy
182
Southern economic journal
168
Journal of money, credit and banking : JMCB
160
Journal of econometrics
150
Journal of banking & finance
148
International journal of production research
145
Economic inquiry : journal of the Western Economic Association International
141
Journal of economic dynamics & control
136
Journal of macroeconomics
134
Journal of financial economics
127
International economic review
122
The economic journal : the journal of the Royal Economic Society
119
The quarterly journal of economics
118
Public choice
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The journal of futures markets
112
Applied economics letters
106
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
106
Journal of urban economics
106
Journal of public economics
102
Journal of economic literature
96
Journal of international money and finance
95
European economic review : EER
93
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
Macroeconomic dynamics
92
Journal of economic behavior & organization : JEBO
90
Economic modelling
88
International journal of production economics
88
Journal of labor economics
87
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ECONIS (ZBW)
359
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
3
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
4
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
6
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
7
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
8
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
9
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
10
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
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