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subject:"VAR model"
~institution:"Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Search: subject_exact:"Vector autoregression"
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VAR model
Theorie
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3
VAR-Modell
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Estimation
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Geldpolitik
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2
Schock
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monetary policy
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Aktienmarkt
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Arbeitsproduktivität
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Bayes-Statistik
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Business cycle synchronization
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Börsenkurs
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Labour productivity
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Strukturelles vektor-autoregressives Modell
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TVP-VAR
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Terms of Trade
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Terms of trade
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Vektor-autoregressives Modell
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Weltwirtschaft
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global-local prior
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government spending
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identification
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Keweloh, Sascha Alexander
1
Klein, Mathias
1
Linnemann, Ludger
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Prüser, Jan
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Seepe, Andre
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
European University Institute / Department of Economics
15
European University Institute / Department of Law
13
National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Københavns Universitet / Økonomisk Institut
8
University of Strathclyde / Department of Economics
6
International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Southampton / Department of Economics
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Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Task Force on Low Inflation (LIFT)
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University of Leicester / Department of Economics
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of San Francisco
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National Institute of Economic and Social Research
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Nuffield College
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Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Econometrisch Instituut <Rotterdam>
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Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
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Instituto Valenciano de Investigaciones Económicas
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Konjunkturinstitutet <Stockholm>
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Nationaløkonomiske Instituttet <Århus>
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Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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Robert Schuman Centre for Advanced Studies
2
Rutgers University / Department of Economics
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Türkiye Cumhuriyet Merkez Bankası
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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William Davidson Institute <Ann Arbor, Mich.>
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Fiscal policy, international spillovers, and endogenous productivity
Klein, Mathias
;
Linnemann, Ludger
-
Sonderforschungsbereich Statistical Modelling of …
-
2021
Persistent link: https://www.econbiz.de/10013177112
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2
A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592510
Saved in:
3
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
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