//--> //--> //--> //-->
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:"Volatilität"
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
Volatilität
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
Geldpolitische Transmission
22
Monetary transmission
22
Cointegration
21
EU countries
21
EU-Staaten
21
Welt
21
World
21
Time series analysis
20
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
23
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Conference paper
1
Konferenzbeitrag
1
Language
All
English
43
Author
All
Hatemi-J, Abdulnasser
2
Kukuritakēs, Minōas
2
Papadopoulos, Athanasios P.
2
Welfe, Aleksander
2
Yannopoulos, Andreas
2
Abid, Ilyes
1
Abosedra, Salah S.
1
Antonakakis, Nikolaos
1
Araissi, Mahmoud
1
Aye, Goodness C.
1
Badinger, Harald
1
Balcilar, Mehmet
1
Barakchian, S. Mahdi
1
Beckmann, Joscha
1
Belomestny, Denis
1
Ben Sita, Bernard
1
Castillo B., Paul
1
Catik, A. Nazif
1
Charfeddine, Lanouar
1
Chiarini, Bruno
1
Czudaj, Robert
1
Degiannakis, Stavros
1
Demetrescu, Matei
1
Eleftheriou, Maria
1
Fasolo, Angelo Marsiglia
1
Filis, George
1
Friedman, Joseph
1
Ghartey, Edward E.
1
Grabowski, Wojciech
1
Guo, Feng
1
Gupta, Rangan
1
Hall, Stephen G.
1
Hammersland, Roger
1
Han, Jeong sug
1
Hansen, Gerd
1
He, Chengting
1
Hu, Jinyan
1
Hur, Joonyoung
1
Jiang, Mingming
1
Johansen, Søren
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
52
Applied economics
47
Journal of econometrics
43
Working paper
40
International Journal of Energy Economics and Policy : IJEEP
34
Economics letters
31
Discussion papers / Department of Economics, University of Copenhagen
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Applied economics letters
22
CAMA working paper series
22
CREATES research paper
22
CESifo working papers
21
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Macroeconomic dynamics
19
Econometrics : open access journal
18
Journal of international money and finance
18
Finance research letters
17
Journal of economic dynamics & control
17
International review of economics & finance : IREF
16
International review of financial analysis
16
EUI working paper / ECO
15
Discussion paper / Centre for Economic Policy Research
14
International journal of forecasting
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of international financial markets, institutions & money
14
Cogent economics & finance
13
Discussion paper / Tinbergen Institute
13
Discussion papers of interdisciplinary research project 373
13
Discussion paper
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Econometric reviews
12
International journal of economics and financial issues : IJEFI
12
Research in international business and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Discussion papers / CEPR
11
Econometric theory
11
Journal of applied econometrics
11
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
Relevance
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
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
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
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
6
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
7
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:
8
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
9
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
10
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->