//--> //--> //-->
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
institution:"Australian National University / Centre for Economic Policy Research"
~institution:"National Institute of Economic and Social Research"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
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:"Vector autoregressive process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
VAR model
7
VAR-Modell
7
Theorie
5
Theory
5
Geldpolitik
4
Monetary policy
4
Schock
4
Shock
4
Estimation
3
Schätzung
3
Cointegration
2
Kointegration
2
monetary policy
2
1965-1997
1
Aktienmarkt
1
Arbeitsproduktivität
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Business cycle synchronization
1
Börsenkurs
1
Finanzpolitik
1
Fiscal policy
1
Großbritannien
1
Handelsliberalisierung
1
Kleine offene Volkswirtschaft
1
Konjunkturzusammenhang
1
Labour productivity
1
Neokeynesianismus
1
Productivity
1
Produktivität
1
Public expenditure
1
SVAR
1
Share price
1
Small open economy
1
Spillover effect
1
Spillover-Effekt
1
Stock market
1
Strukturelles vektor-autoregressives Modell
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Forschungsbericht
3
Language
All
English
7
Author
All
Kapetanios, George
2
Mitchell, James
2
Dungey, Mardi H.
1
Keweloh, Sascha Alexander
1
Klein, Mathias
1
Linnemann, Ludger
1
Prüser, Jan
1
Seepe, Andre
1
Weale, Martin
1
more ...
less ...
Institution
All
Australian National University / Centre for Economic Policy Research
National Institute of Economic and Social Research
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
European University Institute / Department of Economics
16
European University Institute / Department of Law
13
Department of Economics, European University Institute
11
Federal Reserve Bank of St. Louis
11
Københavns Universitet / Økonomisk Institut
8
International Monetary Fund
7
University of Strathclyde / Department of Economics
6
Leibniz-Institut für Wirtschaftsforschung Halle
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Southampton / Department of Economics
5
CESifo
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Narodna Banka na Republika Makedonija
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Task Force on Low Inflation (LIFT)
4
University of Leicester / Department of Economics
4
Center for Economic Research <Tilburg>
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Nuffield College
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
University of California Davis / Department of Economics
3
University of Glasgow / Department of Economics
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Facoltà di Economia, Università degli Studi dell'Insubria
2
Institut für Weltwirtschaft
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
Instituto Valenciano de Investigaciones Económicas
2
Konjunkturinstitutet <Stockholm>
2
Nationaløkonomiske Instituttet <Århus>
2
Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
2
more ...
less ...
Published in...
All
Discussion papers / National Institute of Economic and Social Research
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Discussion paper / Centre for Economic Policy Research, Australian National University
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fiscal policy, international spillovers, and endogenous productivity
Klein, Mathias
;
Linnemann, Ludger
-
Sonderforschungsbereich Statistical Modelling of …
-
2021
Persistent link: https://www.econbiz.de/10013177112
Saved in:
2
A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592510
Saved in:
3
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
Saved in:
4
International shocks and the role of domestic policy in Australia
Dungey, Mardi H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001642096
Saved in:
5
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560106
Saved in:
6
Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy
Kapetanios, George
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560122
Saved in:
7
The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->