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subject:"VAR-Modell"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of monetary economics"
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VAR-Modell
Modellierung
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Scientific modelling
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Baumeister, Christiane
1
Braun, Robin
1
Brüggemann, Ralf
1
Bårdsen, Gunnar
1
Fanelli, Luca
1
Gorodnichenko, Yuriy
1
Hamilton, James D.
1
Huber, Florian
1
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Kocięcki, Andrzej
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Koop, Gary
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Kuo, Chun-Hung
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Ng, Serena
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Onorante, Luca
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of monetary economics
Discussion paper / Tinbergen Institute
9
Journal of econometrics
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / Department of Economics, University of Copenhagen
6
International journal of forecasting
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Journal of applied econometrics
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CAMP working paper series
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CESifo working papers
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ECB Working Paper
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Econometrics : open access journal
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Economics letters
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1077-1089
Persistent link: https://www.econbiz.de/10014448551
Saved in:
2
Economic theories and macroeconomic reality
Loria, Francesca
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of monetary economics
126
(
2022
),
pp. 105-117
Persistent link: https://www.econbiz.de/10013364923
Saved in:
3
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
4
Identifying the sources of model misspecification
Inoue, Atsushi
;
Kuo, Chun-Hung
;
Rossi, Barbara
- In:
Journal of monetary economics
110
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494109
Saved in:
5
Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane
;
Hamilton, James D.
- In:
Journal of monetary economics
100
(
2018
),
pp. 48-65
Persistent link: https://www.econbiz.de/10012109069
Saved in:
6
Level and volatility factors in macroeconomic data
Gorodnichenko, Yuriy
;
Ng, Serena
- In:
Journal of monetary economics
91
(
2017
),
pp. 52-68
Persistent link: https://www.econbiz.de/10011799549
Saved in:
7
Frequentist evaluation of small DSGE models
Bårdsen, Gunnar
;
Fanelli, Luca
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
Saved in:
8
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
9
A prior for impulse responses in bayesian structural VAR models
Kocięcki, Andrzej
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 115-127
Persistent link: https://www.econbiz.de/10003992814
Saved in:
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