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subject:"VAR model"
~isPartOf:"Applied economics letters"
~isPartOf:"CAMA working paper series"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Vector autoregression"
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VAR model
Wirtschaftswachstum
VAR-Modell
199
Schock
75
Shock
75
Estimation
69
Schätzung
69
Geldpolitik
50
Monetary policy
50
Theorie
39
Theory
39
Volatility
38
Volatilität
38
USA
35
United States
35
Business cycle
34
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34
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34
Wirkungsanalyse
34
Bayes-Statistik
33
Bayesian inference
33
Oil price
30
Ölpreis
30
Risiko
28
Risk
28
Time series analysis
27
Zeitreihenanalyse
27
Forecasting model
24
Prognoseverfahren
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Welt
16
World
16
China
15
Economic growth
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Geldpolitische Transmission
14
Inflation
14
Monetary transmission
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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114
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114
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85
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85
Arbeitspapier
45
Working Paper
45
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English
199
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Chan, Joshua
15
Ratti, Ronald A.
10
Castelnuovo, Efrem
8
Kang, Wensheng
7
Caggiano, Giovanni
6
Fry-McKibbin, Renée
6
Eisenstat, Eric
5
Koop, Gary
5
Wong, Benjamin
5
Bao Hoang Nguyen
4
Haque, Qazi
4
Mohaddes, Kamiar
4
Strachan, Rodney W.
4
Vespignani, Joaquin
4
Vespignani, Joaquin L.
4
Bjørnland, Hilde Christiane
3
Gupta, Rangan
3
Hou, Chenghan
3
Jacobi, Liana
3
Paccagnini, Alessia
3
Pagan, Adrian R.
3
Poon, Aubrey
3
Raghavan, Mala
3
Raissi, Mehdi
3
Siklos, Pierre L.
3
Soave, Gian Paulo
3
Souza, Rodrigo da Silva
3
Yoon, Kyung Hwan
3
Zhu, Dan
3
Berument, Hakan
2
Chudik, Alexander
2
Comunale, Mariarosaria
2
Cross, Jamie L.
2
Dungey, Mardi H.
2
Gomes, Fábio A.
2
Görtz, Christoph
2
Hatemi-J, Abdulnasser
2
Kapetanios, George
2
Karagedikli, Özer
2
Lim, Hyunjoon
2
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Applied economics letters
CAMA working paper series
Applied economics
193
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
156
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
137
Journal of international money and finance
126
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
IMF working papers
112
Journal of economic dynamics & control
101
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
NBER working paper series
85
ECB Working Paper
84
Macroeconomic dynamics
80
Discussion papers / CEPR
79
Journal of applied econometrics
75
International Journal of Energy Economics and Policy : IJEEP
74
Discussion papers / Deutsches Institut für Wirtschaftsforschung
69
NBER Working Paper
69
Discussion paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
54
Finance research letters
51
Journal of forecasting
49
IMF Working Paper
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
47
Journal of money, credit and banking : JMCB
45
Working paper / Norges Bank
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ECONIS (ZBW)
199
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1
Impact of excess reserves on monetary policy transmission in Papua New Guinea
Wangi, Thomas
-
2024
Persistent link: https://www.econbiz.de/10014520077
Saved in:
2
Dynamic effects of weather shocks on production in European economies
Colombo, Daniele
;
Ferrara, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014519065
Saved in:
3
The long-run Phillips Curve is... a curve
Ascari, Guido
;
Bonomolo, Paolo
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014432088
Saved in:
4
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
-
2023
Persistent link: https://www.econbiz.de/10014266763
Saved in:
5
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
6
Oil and the stock market revisited : a mixed functional VAR approach
Bjørnland, Hilde Christiane
;
Chang, Yoosoon
;
Cross, Jamie
-
2023
Persistent link: https://www.econbiz.de/10014266827
Saved in:
7
Revisiting the monetary transmission mechanism through an industry-level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014517169
Saved in:
8
What drives inventory accumulation? : news on rates of return and marginal costs
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
-
2022
Persistent link: https://www.econbiz.de/10013478647
Saved in:
9
Testing the effectiveness of unconventional monetary policy in Japan and the United States
Ikeda, Daisuke
;
Li, Shangshang
;
Mavroeidis, Sophocles
; …
-
2022
Persistent link: https://www.econbiz.de/10013478815
Saved in:
10
Uncertainty, skewness and the business cycle through the MIDAS lens
Castelnuovo, Efrem
;
Mori, Lorenzo
-
2022
Persistent link: https://www.econbiz.de/10013479213
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