//--> //--> //--> //-->
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:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"EUI working paper / ECO"
~subject:"Cointegration"
~subject:"Shock"
~type_genre:"Working Paper"
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:"VARMA model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Shock
VAR model
39
VAR-Modell
39
Theorie
24
Theory
24
Kointegration
15
Schock
10
USA
9
United States
9
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
5
Markov chain
5
Markov-Kette
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Geldpolitik
4
Monetary policy
4
Autocorrelation
3
Autokorrelation
3
Estimation
3
Schätzung
3
Arbeitslosigkeit
2
Bruttoinlandsprodukt
2
Business cycle
2
Börsenkurs
2
Causality analysis
2
Current account
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Exchange rate
2
Gross domestic product
2
Inflation
2
Investition
2
Investment
2
Kausalanalyse
2
Konjunktur
2
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Language
All
English
21
Author
All
Lütkepohl, Helmut
11
Lanne, Markku
5
Hoffmann, Mathias
2
Maciejowska, Katarzyna
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Galvão, Ana Beatriz C.
1
Granger, C. W. J.
1
Hansen, Peter Reinhard
1
Herwartz, Helmut
1
Kriwoluzky, Alexander
1
Marcellino, Massimiliano
1
Markun, Michal
1
Netšunajev, Aleksei
1
Pedersen, Michael
1
Yoon, Gawon
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
9
European University Institute / Department of Law
7
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
EUI working paper / ECO
Working paper
73
CESifo working papers
61
Working paper series / European Central Bank
61
Discussion papers / CEPR
48
Discussion paper / Centre for Economic Policy Research
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
39
Discussion papers / Department of Economics, University of Copenhagen
30
Working paper / National Bureau of Economic Research, Inc.
27
IMF working papers
26
Discussion paper
25
Working paper series
23
CREATES research paper
22
Discussion paper / Tinbergen Institute
21
Temi di discussione / Banca d'Italia
18
Sveriges Riksbank working paper series
17
Working paper series / Czech National Bank
17
Working papers
17
Discussion papers of interdisciplinary research project 373
16
Working paper / Norges Bank
16
CFM discussion paper series
15
International finance discussion papers
15
Staff working papers / Bank of England
15
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
14
CAMA working paper series
13
Queen's Economics Department working paper
13
SFB 649 discussion paper
13
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
12
Documento de trabajo
12
Working papers / Bank of England
12
Kiel working paper
11
Ruhr economic papers
11
Serie de documentos de trabajo
11
Document de travail
10
FIW working paper
10
Melbourne Institute working paper series
10
Working paper / Federal Reserve Bank of Dallas, Research Department
10
Working paper series / European Central Bank ; Eurosystem
10
Bank of Finland research discussion papers
9
Economics working paper series
9
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
3
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
4
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
5
Endogenous monetary policy regimes and the great moderation
Galvão, Ana Beatriz C.
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960564
Saved in:
6
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
7
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
8
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
9
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
10
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->