//--> //--> //--> //-->
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
subject:"USA"
isPartOf:"Journal of applied econometrics"
~subject:"VAR model"
~isPartOf:"Southern economic journal"
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_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
VAR model
Theorie
1,642
Theory
1,642
United States
262
Estimation
186
Schätzung
186
Estimation theory
144
Schätztheorie
144
Time series analysis
95
Zeitreihenanalyse
95
Forecasting model
68
Prognoseverfahren
68
History of economic thought
59
Ökonomische Ideengeschichte
59
Geldpolitik
48
Monetary policy
48
Economics
43
Großbritannien
43
United Kingdom
43
Welt
43
Wirtschaftswissenschaft
43
World
43
Risiko
36
Risk
36
Volatility
36
Volatilität
36
Economic growth
33
Inflation
33
Wirtschaftswachstum
33
Experiment
32
Bayes-Statistik
29
Bayesian inference
29
Exchange rate
29
Wechselkurs
29
Business cycle
27
Konjunktur
27
Schock
27
Shock
27
VAR-Modell
27
more ...
less ...
Online availability
All
Undetermined
23
Free
3
Type of publication
All
Article
285
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
258
Aufsatz in Zeitschrift
258
Rezension
22
Collection of articles of several authors
1
Country report
1
Länderbericht
1
Sammelwerk
1
more ...
less ...
Language
All
English
287
Author
All
Pesaran, M. Hashem
4
Clark, Todd E.
3
Marcellino, Massimiliano
3
Carriero, Andrea
2
Cebula, Richard J.
2
Darrat, Ali F.
2
Eakin, B. Kelly
2
Ewing, Bradley T.
2
Fleissig, Adrian R.
2
Franses, Philip Hans
2
Granderson, Gerald
2
Huber, Florian
2
Jäger, Albert
2
Kilian, Lutz
2
Koop, Gary
2
MacKinnon, James G.
2
McCracken, Michael W.
2
Payne, James E.
2
Phillips, Peter C. B.
2
Polachek, Solomon W.
2
Romeo, Charles J.
2
Sheehan, Richard Gerhard
2
Smyth, David J.
2
Urbain, Jean-Pierre
2
Wickens, Michael R.
2
Wohar, Mark E.
2
Zeileis, Achim
2
Zheng, Buhong
2
Abderrezak, Ali
1
Addison, John T.
1
Adkins, Lee Chester
1
Al-Zoubi, Omar M.
1
Albuquerque, Pedro H.
1
Allen, W. David
1
Altavilla, Carlo
1
Amos, Orley M.
1
Anam, Mahmudul
1
Anderson, David A.
1
Anderson, Gerard F.
1
Anderson, Heather M.
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Southern economic journal
Working paper / National Bureau of Economic Research, Inc.
1,400
Discussion paper / Centre for Economic Policy Research
398
European journal of operational research : EJOR
339
The American economic review
307
Working paper
246
American journal of agricultural economics
243
The review of economics and statistics
236
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
214
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Journal of monetary economics
210
Applied economics
187
Discussion paper series / IZA
186
Journal of political economy
183
CESifo working papers
177
Journal of money, credit and banking : JMCB
163
Finance and economics discussion series
161
Journal of econometrics
153
International journal of production research
148
Journal of banking & finance
148
Economic inquiry : journal of the Western Economic Association International
141
Journal of economic dynamics & control
135
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
113
The journal of futures markets
113
Discussion paper
111
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
NBER working paper series
100
Working paper series / European Central Bank
97
more ...
less ...
Source
All
ECONIS (ZBW)
287
Showing
1
-
50
of
287
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
11
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
Saved in:
12
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
13
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:
14
If i leave here tomorrow : an option view of migration when labor market quality declines
Gardner, John Ryan
;
Hendrickson, Joshua R.
- In:
Southern economic journal
84
(
2018
)
3
,
pp. 786-814
Persistent link: https://www.econbiz.de/10011973343
Saved in:
15
Screening for managerial objectives
Arce M., Daniel G.
- In:
Southern economic journal
84
(
2017
)
2
,
pp. 442-455
Persistent link: https://www.econbiz.de/10012016534
Saved in:
16
Tribute to Sidney Siegel : (1916-1961) : a founder of experimental economics
Smith, Vernon L.
- In:
Southern economic journal
83
(
2017
)
3
,
pp. 664-667
Persistent link: https://www.econbiz.de/10011625614
Saved in:
17
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
18
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
Saved in:
19
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
20
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
21
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
22
Openness of the economy, terms of trade, and arms
Seiglie, Carlos
- In:
Southern economic journal
82
(
2016
)
3
,
pp. 748-759
Persistent link: https://www.econbiz.de/10011624264
Saved in:
23
Impact of the information asymmetry between managers and owners under oligopoly
Brito, Duarte
;
Pereira, Pedro
;
Vareda, João
- In:
Southern economic journal
82
(
2016
)
4
,
pp. 1311-1326
Persistent link: https://www.econbiz.de/10011624721
Saved in:
24
Golden rules of wages
Young, Andrew T.
;
Zuleta, Hernando
- In:
Southern economic journal
83
(
2016
)
1
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011625515
Saved in:
25
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
26
The effects of competition on the nature of cheating behavior
Rigdon, Mary L.
;
D'Esterre, Alexander P.
- In:
Southern economic journal
81
(
2015
)
4
,
pp. 1012-1024
Persistent link: https://www.econbiz.de/10011623372
Saved in:
27
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
28
Finding sensitivity to scope in nonmarket valuation
Siikamäki, Juha
;
Larson, Douglas M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011327595
Saved in:
29
Rare shocks, great recessions
Cúrdia, Vasco
;
Del Negro, Marco
;
Greenwald, Daniel L.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
Saved in:
30
Exploring all VAR orderings for calculating spillovers? : Yes, we can! : a note on Diebold and Yilmaz (2009)
Klößner, Stefan
;
Wagner, Sven
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 172-179
Persistent link: https://www.econbiz.de/10010414220
Saved in:
31
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
32
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
33
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
34
Spatial competition with changing market institutions
Fell, Harrison
;
Haynie, Alan C.
- In:
Journal of applied econometrics
28
(
2013
)
4
,
pp. 702-719
Persistent link: https://www.econbiz.de/10009757105
Saved in:
35
Evaluating real-time VAR forecasts with an informative democratic prior
Wright, Jonathan H.
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 762-776
Persistent link: https://www.econbiz.de/10010351101
Saved in:
36
Forecasting with medium and large Bayesian VARs
Koop, Gary
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
Saved in:
37
Optimal monetary policy using an unrestricted VAR
Polito, Vito
;
Wickens, Michael R.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 525-553
Persistent link: https://www.econbiz.de/10009618537
Saved in:
38
Alternative technical efficiency measures : skew, bias and scale
Feng, Qu
;
Horrace, William C.
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10009618640
Saved in:
39
EViews 7.2
McKenzie, Colin
;
Takaoka, Sumiko
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
Saved in:
40
Are antidumping duties for sale? : case-level evidence on the Grossman-Helpman protection for sale model
Evans, Carolyn L.
;
Sherlund, Shane M.
- In:
Southern economic journal
78
(
2011
)
2
,
pp. 330-357
Persistent link: https://www.econbiz.de/10009388523
Saved in:
41
Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
Saved in:
42
Identifying price discrimination when product menus are endogenous
Cohen, Andrew M.
- In:
Southern economic journal
77
(
2011
)
3
,
pp. 674-691
Persistent link: https://www.econbiz.de/10009154917
Saved in:
43
Using gretl for Monte Carlo experiments
Adkins, Lee Chester
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 880-885
Persistent link: https://www.econbiz.de/10009408902
Saved in:
44
Simulation-based tests of forward-looking models under var learning dynamics
Fanelli, Luca
;
Palomba, Giulio
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 762-782
Persistent link: https://www.econbiz.de/10009408917
Saved in:
45
Empirical and policy performance of a forward-looking monetary model
Onatski, Alexei
;
Williams, Noah
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 145-176
Persistent link: https://www.econbiz.de/10008666811
Saved in:
46
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
47
No one true path : uncovering the interplay between geography, institutions, and fractionalization in economic development
Tan, Chih Ming
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1100-1127
Persistent link: https://www.econbiz.de/10008936609
Saved in:
48
Optimal tax theory : the journey from the negative income tax to the earned income tax credit
Hamilton, Jonathan H.
- In:
Southern economic journal
76
(
2010
)
4
,
pp. 861-877
Persistent link: https://www.econbiz.de/10008701442
Saved in:
49
Monitoring cartel behavior and stability : evidence from NCAA football
Humphreys, Brad R.
;
Ruseski, Jane E.
- In:
Southern economic journal
75
(
2009
)
3
,
pp. 720-735
Persistent link: https://www.econbiz.de/10003809662
Saved in:
50
A re-examination of the stationarity of inflation
Cook, Steven
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->