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subject:"Konjunktur"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Melbourne Institute working paper series"
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Search: subject_exact:"Vector autoregressive process"
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Konjunktur
VAR model
119
VAR-Modell
119
Schock
54
Shock
54
Theorie
44
Theory
44
Estimation
41
Schätzung
41
Geldpolitik
38
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24
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Castelnuovo, Efrem
6
Caggiano, Giovanni
5
Chan, Joshua
2
Figueres, Juan Manuel
2
Artuc, Erhan
1
Benati, Luca
1
Canova, Fabio
1
Ciccarelli, Matteo
1
Eisenstat, Eric
1
Gomes, Sandra
1
Groshenny, Nicolas
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Iskrev, Nikolay
1
Karamé, Frédéric
1
Kascha, Christian
1
Koop, Gary
1
Le, Vo Phuong Mai
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Liu, Xiaochun
1
Meeks, Roland
1
Meenagh, David
1
Mendicino, Caterina
1
Mertens, Elmar
1
Mertens, Karel
1
Minford, Patrick
1
Nodari, Gabriela
1
Ortega, Eva
1
Popp, Aaron
1
Pourpourides, Panayiotis M.
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Soccorsi, Stefano
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Trung Duc Tran
1
Wickens, Michael R.
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Yu, Xuewen
1
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Journal of economic dynamics & control
Melbourne Institute working paper series
CESifo working papers
33
Economic modelling
26
Economics letters
26
Working paper series / European Central Bank
25
Journal of macroeconomics
24
Applied economics
22
Macroeconomic dynamics
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CAMA working paper series
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Discussion papers / CEPR
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of monetary economics
11
European economic review : EER
10
Journal of applied econometrics
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Temi di discussione / Banca d'Italia
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
IMF working papers
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Journal of international money and finance
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Empirica : journal of european economics
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International review of economics & finance : IREF
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Journal of money, credit and banking : JMCB
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper
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ECB Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international economics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
19
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1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
2
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
3
Goggle it up! : a Google-trends-based uncertainty index for the United States and America
Castelnuovo, Efrem
;
Trung Duc Tran
-
2017
Persistent link: https://www.econbiz.de/10011772669
Saved in:
4
Estimating the real effects of uncertainty shocks at the zero lower bound
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2017
Persistent link: https://www.econbiz.de/10011698859
Saved in:
5
Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
-
2017
Persistent link: https://www.econbiz.de/10011698862
Saved in:
6
Uncertainty and monetary policy in good and bad times
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Nodari, Gabriela
-
2017
Persistent link: https://www.econbiz.de/10011698953
Saved in:
7
Economic policy uncertainty spillovers in booms and busts
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
-
2017
Persistent link: https://www.econbiz.de/10011699040
Saved in:
8
Identifying noise shocks
Benati, Luca
;
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012501450
Saved in:
9
Uncertainty shocks and unemployment dynamics in US recessions
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Groshenny, Nicolas
-
2014
Persistent link: https://www.econbiz.de/10010362981
Saved in:
10
Monetary policy shocks : we got news!
Gomes, Sandra
;
Iskrev, Nikolay
;
Mendicino, Caterina
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 108-128
Persistent link: https://www.econbiz.de/10011740491
Saved in:
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