//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregression"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
VAR model
447
Estimation
133
Schätzung
133
Schock
123
Shock
123
Theorie
121
Theory
121
Forecasting model
115
Prognoseverfahren
115
Time series analysis
80
Zeitreihenanalyse
80
Geldpolitik
76
Monetary policy
76
USA
58
United States
58
Bayes-Statistik
52
Bayesian inference
52
Business cycle
52
Konjunktur
52
Cointegration
48
Kointegration
48
Volatility
47
Volatilität
47
Impact assessment
41
Wirkungsanalyse
41
Welt
39
World
39
Economic forecast
38
Wirtschaftsprognose
38
Estimation theory
32
Oil price
32
Schätztheorie
32
Ölpreis
32
Inflation
31
Risk
31
Risiko
30
EU countries
27
EU-Staaten
27
Euro area
27
more ...
less ...
Online availability
All
Undetermined
231
Free
2
Type of publication
All
Article
447
Type of publication (narrower categories)
All
Article in journal
446
Aufsatz in Zeitschrift
446
Language
All
English
447
Author
All
Pesaran, M. Hashem
9
Schuermann, Til
9
Smith, L. Vanessa
9
Gupta, Rangan
7
Lütkepohl, Helmut
7
Carriero, Andrea
6
Marcellino, Massimiliano
6
Giannone, Domenico
5
Clements, Michael P.
4
Foroni, Claudia
4
Hecq, Alain W. J.
4
Koop, Gary
4
Lahiri, Kajal
4
Lenza, Michele
4
Mumtaz, Haroon
4
Österholm, Pär
4
Afonso, António
3
Allen, P. G.
3
Castelnuovo, Efrem
3
Crowder, William J.
3
Cubadda, Gianluca
3
Fève, Patrick
3
Galvão, Ana Beatriz C.
3
Garratt, Anthony
3
Gefang, Deborah
3
Guérin, Pierre
3
Huh, Hyeon-seung
3
Kapetanios, George
3
McAleer, Michael
3
Moosa, Imad A.
3
Poon, Aubrey
3
Ratti, Ronald A.
3
Rubaszek, Michał
3
Sinclair, Tara M.
3
Stekler, Herman O.
3
Weber, Enzo
3
Wheeler, Mark
3
Allegret, Jean-Pierre
2
Apergēs, Nikolaos
2
Athanasopoulos, George
2
more ...
less ...
Published in...
All
Applied economics
Economics letters
International journal of forecasting
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Energy economics
156
Discussion paper / Centre for Economic Policy Research
154
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
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
101
Working paper / National Bureau of Economic Research, Inc.
90
ECB Working Paper
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
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
53
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
45
more ...
less ...
Source
All
ECONIS (ZBW)
447
Showing
1
-
10
of
447
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Monetary policy transmission in Sri Lanka
Musthafa, Muhammadu Theseem
;
Thanh Le
;
Suardi, Sandy
- In:
Applied economics
56
(
2024
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10014439862
Saved in:
2
Can government expenditure help reconstruct the Syrian economy in the post-conflict period? : evidence from the SVAR and nonlinear ARDL models
Mrabet, Zouhair
;
Alsamara, Mouyad
;
Mimouni, Karim
; …
- In:
Applied economics
55
(
2023
)
56
,
pp. 6661-6675
Persistent link: https://www.econbiz.de/10014382723
Saved in:
3
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
4
The role of crude oil demand and supply shocks on exchange rates : empirical evidence from South Korea
Baek, Jungho
- In:
Applied economics
56
(
2024
)
7
,
pp. 826-835
Persistent link: https://www.econbiz.de/10014440140
Saved in:
5
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
6
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
7
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
8
Modelling monetary policy's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
9
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
10
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->