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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Journal of applied econometrics"
~subject:"VAR model"
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Search: subject_exact:"Theory"
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Deutschland
VAR model
Theorie
715
Theory
715
Estimation
142
Schätzung
142
Estimation theory
137
Schätztheorie
137
USA
92
United States
92
Time series analysis
89
Zeitreihenanalyse
89
Forecasting model
68
Prognoseverfahren
68
Volatility
33
Volatilität
33
Großbritannien
30
United Kingdom
30
Bayes-Statistik
29
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29
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27
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26
Statistischer Test
26
Welt
24
World
24
ARCH model
23
ARCH-Modell
23
Germany
22
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22
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Unternehmensbewertung
21
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20
Kointegration
20
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20
Regressionsanalyse
20
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19
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19
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3
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Article
49
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Article in journal
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49
Collection of articles of several authors
1
Sammelwerk
1
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English
38
German
11
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All
Marcellino, Massimiliano
4
Clark, Todd E.
3
Carriero, Andrea
2
Huber, Florian
2
Koop, Gary
2
McCracken, Michael W.
2
Wickens, Michael R.
2
Ahn, Hie Joo
1
Albrecht, Thomas
1
Bai, Yu
1
Banerjee, Anindya
1
Beyer, Andreas
1
Bieta, Volker
1
Bitz, Horst
1
Braun, Thomas K.
1
Bühner, Rolf
1
Caggiano, Giovanni
1
Caliendo, Marco
1
Castelnuovo, Efrem
1
Chavleishvili, Sulkhan
1
Christoffel, Kai
1
Clements, Michael P.
1
Coenen, Günter
1
Corsello, Francesco
1
Cúrdia, Vasco
1
Del Negro, Marco
1
Fanelli, Luca
1
Fischer, Manfred M.
1
Galvão, Ana Beatriz C.
1
Giot, Pierre
1
Gospodinov, Nikolaj
1
Greenwald, Daniel L.
1
Hara, Naoko
1
Haug, Alfred Albert
1
Hauzenberger, Niko
1
Hering, Thomas
1
Hommelhoff, Peter
1
Hornik, Kurt
1
Hupe, Michael
1
Jacobson, Tor
1
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Betriebswirtschaftliche Forschung und Praxis : BFuP
Journal of applied econometrics
Economics letters
74
Journal of econometrics
68
Applied economics
50
Economic modelling
49
Journal of economic dynamics & control
49
Jahrbücher für Nationalökonomie und Statistik
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of international money and finance
47
International journal of forecasting
44
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
42
Journal of business economics : JBE
39
Journal of monetary economics
38
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
35
European economic review : EER
34
Macroeconomic dynamics
34
Journal of forecasting
33
Journal of macroeconomics
32
Kredit und Kapital
32
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Energy economics
28
FinanzArchiv : public finance analysis
26
Econometric reviews
25
Steuer und Wirtschaft : StuW ; Zeitschrift für die gesamten Steuerwissenschaften
25
Journal of international economics
24
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
21
Die Betriebswirtschaft : DBW
21
Econometric theory
21
Oxford bulletin of economics and statistics
21
Review of economics
21
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
20
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
19
Journal of banking & finance
19
Applied economics letters
18
The review of economics and statistics
18
Schmalenbach business review : sbr
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International review of economics & finance : IREF
16
Open economies review
16
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ECONIS (ZBW)
49
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1
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49
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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
The role of observed and unobserved heterogeneity in the duration of unemployment
Ahn, Hie Joo
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014287915
Saved in:
8
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:
9
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:
10
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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