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VAR model
Time series analysis
5,174
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5,033
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1,592
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532
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Marcellino, Massimiliano
15
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13
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9
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8
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7
Gupta, Rangan
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7
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5
Huber, Florian
5
Pfarrhofer, Michael
5
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4
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Hou, Chenghan
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Cross, Jamie
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Eisenstat, Eric
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Gefang, Deborah
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Guay, Alain
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Netšunajev, Aleksei
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Schlaak, Thore
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15
Journal of economic dynamics & control
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economic modelling
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Energy economics
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6
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SpringerLink / Bücher
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4
Journal of time series econometrics
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The North American journal of economics and finance : a journal of financial economics studies
4
The econometrics journal
4
Journal of Asian economics
3
Journal of international money and finance
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Working paper / National Bureau of Economic Research, Inc.
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Advances in spatial science
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American journal of agricultural economics
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Empirica : journal of european economics
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Essays in honour of Fabio Canova
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Handbook of macroeconomics : volume 2, v. 2A-2B SET
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ECONIS (ZBW)
413
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1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
Saved in:
3
The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
Saved in:
4
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
5
Mitigating the impact of a pandemic : a time-varying-parameter structural VAR (TVP-SVAR) and time-varying granger causality estimations
Olaoye, Olumide Olusegun
;
Zerihun, Mulatu Fekadu
- In:
African journal of economic and management studies
15
(
2024
)
1
,
pp. 104-131
Persistent link: https://www.econbiz.de/10014519937
Saved in:
6
Benchmarking econometric and machine learning methodologies in nowcasting GDP
Hopp, Daniel
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2191-2247
Persistent link: https://www.econbiz.de/10014520141
Saved in:
7
What drives the recent surge in inflation : the historical decomposition roller coaster
Bergholt, Drago
;
Canova, Fabio
;
Furlanetto, Francesco
; …
-
2024
Persistent link: https://www.econbiz.de/10014526227
Saved in:
8
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
9
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
10
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
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