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subject:"United Kingdom"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of population economics"
~subject:"VAR model"
~type:"article"
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United Kingdom
VAR model
Estimation
556
Schätzung
556
Theorie
159
Theory
159
USA
132
United States
132
Deutschland
48
Germany
48
Welt
47
World
47
Großbritannien
42
Estimation theory
41
Schätztheorie
41
Time series analysis
36
Zeitreihenanalyse
36
Bildungsniveau
35
Educational achievement
35
Panel
33
Panel study
33
Forecasting model
30
Prognoseverfahren
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Arbeitsangebot
29
Labour supply
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Lohnstruktur
26
Netherlands
26
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Bildungsertrag
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Regression analysis
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Regressionsanalyse
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Returns to education
24
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VAR-Modell
23
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Article in journal
65
Aufsatz in Zeitschrift
65
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English
65
Author
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Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Blundell, Richard W.
2
Clark, Todd E.
2
Ermisch, John
2
Jenkins, Stephen
2
Abe, Masahiro
1
Ahelegbey, Daniel Felix
1
Alessie, Rob
1
Anderberg, Dan
1
Artis, Michael J.
1
Ashenfelter, Orley
1
Bai, Yu
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Barigozzi, Matteo
1
Baxter, J. L.
1
Benati, Luca
1
Billio, Monica
1
Booth, Alison L.
1
Caggiano, Giovanni
1
Campolieti, Michele
1
Cappellari, Lorenzo
1
Card, David E.
1
Carriero, Andrea
1
Casarin, Roberto
1
Castelnuovo, Efrem
1
Chavleishvili, Sulkhan
1
Clark, Kenneth
1
Connolly, Sara
1
Contoyannis, Paul
1
Cross, Jamie
1
Di Mauro, Filippo
1
Droumaguet, Matthieu
1
Duncan, Alan S.
1
Dustmann, Christian
1
Dutta, Jayasri
1
Dées, Stéphane
1
Eliasson, Ann-Charlotte
1
Elkins, Rosemary
1
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Journal of applied econometrics
Journal of population economics
Applied economics
176
Economic modelling
96
Economics letters
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of international money and finance
70
Applied economics letters
60
Applied financial economics
56
Energy economics
48
Journal of macroeconomics
48
Oxford bulletin of economics and statistics
48
Journal of economic dynamics & control
47
International review of economics & finance : IREF
41
The economic journal : the journal of the Royal Economic Society
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Macroeconomic dynamics
37
The North American journal of economics and finance : a journal of financial economics studies
37
European economic review : EER
36
International journal of finance & economics : IJFE
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
The European journal of finance
31
Finance research letters
28
Economica
27
Journal of econometrics
27
Journal of money, credit and banking : JMCB
26
Open economies review
26
Journal of banking & finance
23
Scottish journal of political economy : the journal of the Scottish Economic Society
23
The Manchester School
23
International review of financial analysis
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
International Journal of Energy Economics and Policy : IJEEP
20
International journal of forecasting
20
Journal of international economics
20
Journal of monetary economics
20
Labour economics : official journal of the European Association of Labour Economists
20
Journal of international financial markets, institutions & money
19
The journal of futures markets
19
Journal of policy modeling : JPMOD ; a social science forum of world issues
18
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ECONIS (ZBW)
65
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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
Saved in:
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
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
4
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:
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
Saved in:
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
Structural VAR and financial networks : a minimum distance approach to spatial modeling
Scidá, Daniela
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014287920
Saved in:
8
Global financial uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 432-449
Persistent link: https://www.econbiz.de/10014288000
Saved in:
9
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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