//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~subject:"Kointegration"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"VAR model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Time series analysis
VAR model
193
VAR-Modell
193
Schock
70
Shock
70
Estimation
69
Schätzung
69
Geldpolitik
53
Monetary policy
53
Theorie
34
Theory
34
Business cycle
27
Impact assessment
27
Konjunktur
27
Wirkungsanalyse
27
USA
23
United States
23
Volatility
23
Volatilität
23
Geldpolitische Transmission
22
Monetary transmission
22
Cointegration
21
EU countries
21
EU-Staaten
21
Welt
21
World
21
Zeitreihenanalyse
20
Euro area
18
Eurozone
18
Oil price
18
Ölpreis
18
Forecasting model
17
Prognoseverfahren
17
Aktienmarkt
16
Finanzpolitik
16
Fiscal policy
16
Stock market
16
Bayes-Statistik
15
Bayesian inference
15
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Chaiechi, Taha
2
Hatemi-J, Abdulnasser
2
Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Arčabić, Vladimir
1
Aubry, Mathilde
1
Bacchiocchi, Emanuele
1
Barakchian, S. Mahdi
1
Bastianin, Andrea
1
Bekiros, Stelios
1
Belomestny, Denis
1
Catik, A. Nazif
1
Charfeddine, Lanouar
1
Chiarini, Bruno
1
Demetrescu, Matei
1
Di Iorio, Francesca
1
Eleftheriou, Maria
1
Foroni, Claudia
1
Friedman, Joseph
1
Ghartey, Edward E.
1
Grabowski, Wojciech
1
Gupta, Rangan
1
Hall, Stephen G.
1
Hammersland, Roger
1
Hansen, Gerd
1
Hirukawa, Junichi
1
Johansen, Søren
1
Kiani, Khurshid M.
1
Krymova, Ekaterina
1
Kurita, Takamitsu
1
Kusin, Vladimir
1
Lucchetti, Riccardo
1
Martín-Barragán, Belén
1
Missale, Alessandro
1
Mizon, Grayham E.
1
Mohsin, Asma
1
Morana, Claudio
1
Naz, Farah
1
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
72
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
International journal of forecasting
37
Applied economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Discussion papers / Department of Economics, University of Copenhagen
32
International Journal of Energy Economics and Policy : IJEEP
31
CREATES research paper
28
Working paper
28
Journal of forecasting
24
Journal of economic dynamics & control
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
CAMA working paper series
20
Energy economics
20
Econometrics : open access journal
19
CESifo working papers
18
Discussion paper / Tinbergen Institute
18
EUI working paper / ECO
18
Econometric theory
18
Working paper series / European Central Bank
18
Econometric reviews
16
Journal of applied econometrics
16
Macroeconomic dynamics
16
Discussion papers of interdisciplinary research project 373
15
The econometrics journal
15
Federal Reserve Bank of Cleveland working paper series
14
Journal of macroeconomics
14
SFB 649 discussion paper
13
Applied economics letters
12
Discussion papers / CEPR
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CAMA Working Paper
11
Journal of international money and finance
11
Oxford bulletin of economics and statistics
11
Sveriges Riksbank working paper series
11
Discussion paper / Centre for Economic Policy Research
10
NBER working paper series
10
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
3
Sharing is caring : spillovers and synchronization of business cycles in the European Union
Arčabić, Vladimir
;
Škrinjarić, Tihana
- In:
Economic modelling
96
(
2021
),
pp. 25-39
Persistent link: https://www.econbiz.de/10012745323
Saved in:
4
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
5
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
6
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
7
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele
;
Bastianin, Andrea
;
Missale, …
- In:
Economic modelling
89
(
2020
),
pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Saved in:
8
Linkages between the Eurozone and the South-Eastern European countries : a global VAR analysis
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
48
(
2015
),
pp. 129-154
Persistent link: https://www.econbiz.de/10011452506
Saved in:
9
An asymmetric analysis of the relationship between oil prices and output : the case of Turkey
Catik, A. Nazif
;
Önder, A. Özlem
- In:
Economic modelling
33
(
2013
),
pp. 884-892
Persistent link: https://www.econbiz.de/10010195594
Saved in:
10
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->