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subject:"Shock"
~isPartOf:"Journal of monetary economics"
~subject:"Schätzung"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Schätzung
VAR model
68
VAR-Modell
68
Schock
39
Geldpolitik
33
Monetary policy
33
Theorie
28
Theory
28
USA
20
United States
20
Estimation
12
Business cycle
11
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11
Bayes-Statistik
7
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7
Geldpolitische Transmission
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Inflation
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Bruttoinlandsprodukt
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Forecasting model
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Public expenditure
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Scientific modelling
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40
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Benati, Luca
3
Kim, So-yŏng
3
Ricco, Giovanni
3
Forni, Mario
2
Gambetti, Luca
2
Mumtaz, Haroon
2
Phaneuf, Louis
2
Rubio-Ramírez, Juan Francisco
2
Alessandri, Piergiorgio
1
Antolín-Díaz, Juan
1
Arias, Jonas E.
1
Asdrubali, Pierfederico
1
Bachmann, Ruediger
1
Barakchian, S. Mahdi
1
Barnichon, Regis
1
Benhima, Kenza
1
Bhattarai, Saroj
1
Breitenlechner, Max
1
Caldara, Dario
1
Callegari, Giovanni
1
Carlstrom, Charles T.
1
Champagne, Julien
1
Chatterjee, Arpita
1
Cimadomo, Jacopo
1
Claus, Edda
1
Croushore, Dean Darrell
1
Crowe, Christopher
1
D'Amico, Stefania
1
De Graeve, Ferre
1
Dedola, Luca
1
Doh, Taeyoung
1
Dupor, Bill
1
Ellahie, Atif
1
Evans, Charles
1
Faust, Jon
1
Fuerst, Timothy S.
1
Georgiadis, Georgios
1
Giordani, Paolo
1
Gunn, Christopher M.
1
Görtz, Christoph
1
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Journal of monetary economics
Economic modelling
105
Applied economics
101
Working paper
96
Energy economics
89
CESifo working papers
86
Economics letters
86
Working paper series / European Central Bank
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of international money and finance
69
CAMA working paper series
65
Journal of economic dynamics & control
58
Journal of macroeconomics
58
Discussion paper / Centre for Economic Policy Research
56
Discussion papers / CEPR
53
Applied economics letters
45
Macroeconomic dynamics
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
International review of economics & finance : IREF
42
Discussion paper
40
NBER working paper series
39
The North American journal of economics and finance : a journal of financial economics studies
39
ECB Working Paper
38
European economic review : EER
38
Working paper / National Bureau of Economic Research, Inc.
38
NBER Working Paper
37
Journal of applied econometrics
33
IMF working papers
32
International Journal of Energy Economics and Policy : IJEEP
31
Working paper series
30
Journal of econometrics
29
Journal of money, credit and banking : JMCB
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Finance research letters
27
Open economies review
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Temi di discussione / Banca d'Italia
25
Working papers
24
Journal of international economics
23
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ECONIS (ZBW)
40
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1
What does anticipated monetary policy do?
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of monetary economics
138
(
2023
),
pp. 123-139
Persistent link: https://www.econbiz.de/10014487376
Saved in:
2
Identifying sectoral shocks and their role in business cycles
De Graeve, Ferre
;
Schneider, Jan David
- In:
Journal of monetary economics
140
(
2023
),
pp. 124-141
Persistent link: https://www.econbiz.de/10014487420
Saved in:
3
Identification with external instruments in structural VARs
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
- In:
Journal of monetary economics
135
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014292056
Saved in:
4
What goes around comes around : how large are spillbacks from US monetary policy?
Breitenlechner, Max
;
Georgiadis, Georgios
;
Schumann, Ben
- In:
Journal of monetary economics
131
(
2022
),
pp. 45-60
Persistent link: https://www.econbiz.de/10013539292
Saved in:
5
Is there news in inventories?
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
- In:
Journal of monetary economics
126
(
2022
),
pp. 87-104
Persistent link: https://www.econbiz.de/10013364921
Saved in:
6
A new approach to integrating expectations into VAR models
Doh, Taeyoung
;
Smith, Andrew Lee
- In:
Journal of monetary economics
132
(
2022
),
pp. 24-43
Persistent link: https://www.econbiz.de/10013489595
Saved in:
7
Does demand noise matter? : identification and implications
Benhima, Kenza
;
Poilly, Céline
- In:
Journal of monetary economics
117
(
2021
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012602962
Saved in:
8
Structural scenario analysis with SVARs
Antolín-Díaz, Juan
;
Petrella, Ivan
;
Rubio-Ramírez, …
- In:
Journal of monetary economics
117
(
2021
),
pp. 798-815
Persistent link: https://www.econbiz.de/10012603260
Saved in:
9
Leaning against house prices : a structural VAR investigation
Benati, Luca
- In:
Journal of monetary economics
118
(
2021
),
pp. 399-412
Persistent link: https://www.econbiz.de/10012603789
Saved in:
10
Global spillover effects of US uncertainty
Bhattarai, Saroj
;
Chatterjee, Arpita
;
Park, Woong-yong
- In:
Journal of monetary economics
114
(
2020
),
pp. 71-89
Persistent link: https://www.econbiz.de/10012494861
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