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subject:"Deutschland"
~isPartOf:"Economics letters"
~subject:"Bayesian inference"
~subject:"Cointegration"
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Search: subject_exact:"Vector autoregressive model"
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Deutschland
Bayesian inference
Cointegration
VAR model
165
VAR-Modell
165
Theorie
59
Theory
59
Estimation
57
Schätzung
57
Schock
54
Shock
54
Geldpolitik
36
Monetary policy
36
Time series analysis
31
Zeitreihenanalyse
31
Business cycle
26
Konjunktur
26
USA
24
United States
24
Estimation theory
21
Schätztheorie
21
Impact assessment
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Wirkungsanalyse
19
Kointegration
16
Volatility
16
Volatilität
16
Forecasting model
15
Prognoseverfahren
15
Risiko
15
Risk
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VAR
12
Bayes-Statistik
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Inflation
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EU countries
10
EU-Staaten
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English
28
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Lütkepohl, Helmut
3
Karlsson, Sune
2
Kurita, Takamitsu
2
Österholm, Pär
2
Arai, Yoichi
1
Beckmann, Joscha
1
Binder, Martin
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Chan, Joshua
1
Cheah, Eng-Tuck
1
Cheng, Chak Hung Jack
1
Chiu, Ching Wai Jeremy
1
Coad, Alexander
1
Conti, Antonio M.
1
Czudaj, Robert
1
Eisenstat, Eric
1
Enders, Almira
1
Enders, Zeno
1
Gefang, Deborah
1
Gupta, Rangan
1
Hankins, William B.
1
Hansson, Jesper
1
Izzeldin, Marwan
1
Jiang, Yu
1
Koop, Gary
1
Li, Zhenxiong
1
Lucotte, Yannick
1
Masih, Rumi
1
Meyer-Gohde, Alexander
1
Mishra, Tapas
1
Neuhoff, Daniel
1
Nordmeier, Daniela
1
Odaki, Mitsuhiro
1
Parhi, Mamata
1
Peters, Sanjay
1
Poon, Aubrey
1
Rault, Christophe
1
Saikkonen, Pentti
1
Schmerer, Hans-Jörg
1
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Economics letters
Journal of econometrics
59
Working paper
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Applied economics
39
International journal of forecasting
37
Economic modelling
36
Working paper series / European Central Bank
36
CESifo working papers
32
Discussion papers / Department of Economics, University of Copenhagen
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
CAMA working paper series
28
Discussion paper / Centre for Economic Policy Research
25
CREATES research paper
24
Discussion papers / CEPR
24
Journal of applied econometrics
22
Energy economics
21
Journal of economic dynamics & control
21
Journal of forecasting
21
Macroeconomic dynamics
21
International Journal of Energy Economics and Policy : IJEEP
20
Journal of international money and finance
20
Discussion paper
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
EUI working paper / ECO
19
Econometric reviews
19
Federal Reserve Bank of Cleveland working paper series
19
ECB Working Paper
18
Journal of macroeconomics
18
CAMA Working Paper
17
Econometrics : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Discussion paper / Tinbergen Institute
15
Discussion papers of interdisciplinary research project 373
15
IMF working papers
13
Sveriges Riksbank working paper series
13
Theoretical and applied economics : GAER review
13
Working paper series
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Applied economics letters
12
The econometrics journal
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ECONIS (ZBW)
28
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1
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
2
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
3
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
Saved in:
4
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
5
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
6
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
7
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
8
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
9
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
Economics letters
181
(
2019
),
pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Saved in:
10
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck
;
Mishra, Tapas
;
Parhi, Mamata
;
Zhang, Zhuang
- In:
Economics letters
167
(
2018
),
pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Saved in:
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