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isPartOf:"Journal of applied econometrics"
~isPartOf:"Economic modelling"
~subject:"VAR-Modell"
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VAR-Modell
Estimation
1,176
Schätzung
1,175
Theorie
333
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333
USA
159
United States
159
Welt
153
World
153
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Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Balcilar, Mehmet
2
Clark, Todd E.
2
Gupta, Rangan
2
Hur, Joonyoung
2
Morita, Hiroshi
2
Abid, Ilyes
1
Ahelegbey, Daniel Felix
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1
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Bao Hoang Nguyen
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1
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Belke, Ansgar
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Journal of applied econometrics
Economic modelling
Working paper
64
Applied economics
63
Economics letters
57
CESifo working papers
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Energy economics
40
CAMA working paper series
38
Journal of economic dynamics & control
38
Journal of international money and finance
37
Journal of macroeconomics
37
Working paper series / European Central Bank
33
Applied economics letters
31
Discussion papers / CEPR
31
Macroeconomic dynamics
31
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper
25
Discussion paper / Centre for Economic Policy Research
25
International review of economics & finance : IREF
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
European economic review : EER
20
Journal of econometrics
19
Open economies review
19
International Journal of Energy Economics and Policy : IJEEP
18
Sveriges Riksbank working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Finance research letters
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NBER Working Paper
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NBER working paper series
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Working papers
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ECB Working Paper
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Journal of money, credit and banking : JMCB
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Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
14
Temi di discussione / Banca d'Italia
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Working paper series
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ECONIS (ZBW)
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
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2
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
3
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:
4
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
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
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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
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:
8
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
9
The cross-industry effects of monetary policy : new evidence from Bangladesh
Roy, Ripon
;
Bashar, Omar Haider Mohammad Nazmul
; …
- In:
Economic modelling
127
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014464123
Saved in:
10
Systematic monetary policy in a SVAR for Australia
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Economic modelling
128
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464403
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