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type:"article"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Shock"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Shock
VAR-Modell
Estimation theory
285
Schätztheorie
285
Estimation
70
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66
Time series analysis
62
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62
Theorie
42
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21
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Lütkepohl, Helmut
3
Agiakloglou, Christos N.
1
Benigno, Gianluca
1
Benigno, Pierpaolo
1
Boer, Lukas
1
Chang, Tsangyao
1
Gkouvakis, Michalis
1
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1
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1
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1
Kose, Nezir
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Le, Vo Phuong Mai
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1
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Lombardi, Marco
1
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1
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1
Milunovich, George
1
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1
Moneta, Alessio
1
Nagengast, A. J.
1
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1
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1
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Applied economics letters
Journal of economic dynamics & control
Journal of econometrics
45
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Econometrics : open access journal
17
Econometric reviews
10
Economic modelling
10
International journal of forecasting
10
Econometric theory
8
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8
The econometrics journal
8
Oxford bulletin of economics and statistics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of applied econometrics
4
Journal of banking & finance
4
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4
Journal of time series econometrics
4
The review of economics and statistics
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European economic review : EER
3
Journal of financial econometrics
3
Journal of macroeconomics
3
Journal of monetary economics
3
Quantitative finance
3
Theoretical and applied economics : GAER review
3
Theoretical economics letters
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Computational economics
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Energy economics
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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GITAM journal of management : a quarterly publication of GITAM Institute of Management
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Insurance / Mathematics & economics
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International Journal of Energy Economics and Policy : IJEEP
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International economic journal
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ECONIS (ZBW)
17
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17
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
3
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
4
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
5
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
6
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
7
An N-dimensional generalization of the Amiti-Weinstein estimator
Nagengast, A. J.
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 669-676
Persistent link: https://www.econbiz.de/10012204305
Saved in:
8
A simple estimator for smooth local projections
Shagi, Makram el-
- In:
Applied economics letters
26
(
2019
)
10
,
pp. 830-834
Persistent link: https://www.econbiz.de/10012204396
Saved in:
9
A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 202-210
Persistent link: https://www.econbiz.de/10011817216
Saved in:
10
Causality in EU macroeconomic variables
Agiakloglou, Christos N.
;
Gkouvakis, Michalis
;
Kanas, …
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 264-277
Persistent link: https://www.econbiz.de/10011430444
Saved in:
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