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isPartOf:"Journal of applied econometrics"
subject:"United States"
~subject:"VAR model"
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United States
VAR model
Estimation
357
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357
Theorie
142
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142
USA
95
Welt
39
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39
Estimation theory
38
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38
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Marcellino, Massimiliano
5
Pesaran, M. Hashem
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Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
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Kilian, Lutz
2
Koop, Gary
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Li, Mingliang
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Phillips, Peter C. B.
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1
Ahelegbey, Daniel Felix
1
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1
Anderson, Gordon
1
Anderson, Heather M.
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1
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1
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1
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1
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Bao Hoang Nguyen
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1
Billé, Anna Gloria
1
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Bozdogan, Hamparsum
1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,493
Discussion paper series / IZA
426
Discussion paper / Centre for Economic Policy Research
399
Applied economics
305
CESifo working papers
204
Working paper
175
The review of economics and statistics
170
Finance and economics discussion series
168
Applied economics letters
167
NBER working paper series
159
The American economic review
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
The journal of finance : the journal of the American Finance Association
146
Economics letters
122
Economic modelling
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of international money and finance
108
Applied financial economics
101
NBER Working Paper
101
The review of financial studies
93
Journal of money, credit and banking : JMCB
92
Discussion paper
89
Journal of macroeconomics
85
The journal of futures markets
85
American economic journal : a journal of the American Economic Association
78
Journal of monetary economics
78
Journal of economic dynamics & control
77
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
Energy economics
73
Journal of econometrics
73
Journal of banking & finance
67
Southern economic journal
66
The North American journal of economics and finance : a journal of financial economics studies
66
International review of economics & finance : IREF
63
Journal of labor economics
61
Kiel working paper
61
CAMA working paper series
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ECONIS (ZBW)
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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9
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
10
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
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