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~isPartOf:"Economic modelling"
~isPartOf:"European economic review : EER"
~subject:"Estimation"
~subject:"VAR model"
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Estimation
VAR model
Theorie
1,225
Theory
1,225
Schätzung
601
Geldpolitik
279
Monetary policy
279
Cointegration
267
Kointegration
266
Forecasting model
265
Prognoseverfahren
265
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249
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248
VAR-Modell
240
Welt
237
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237
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220
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220
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220
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215
Endogenous growth model
215
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213
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209
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209
EU countries
207
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207
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206
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206
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187
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187
USA
180
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180
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178
Konjunktur
175
ARCH model
156
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156
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155
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155
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143
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143
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753
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Gupta, Rangan
7
Tiwari, Aviral Kumar
5
Arouri, Mohamed
4
Chen, Shyh-Wei
4
Hur, Joonyoung
4
Lee, Chien-chiang
4
Minford, Patrick
4
Bashar, Omar Haider Mohammad Nazmul
3
Bekiros, Stelios
3
Belke, Ansgar
3
Catik, A. Nazif
3
Cavallari, Lilia
3
Chang, Chun Ping
3
Chevallier, Julien
3
Eickmeier, Sandra
3
Filis, George
3
Gimet, Céline
3
Hatemi-J, Abdulnasser
3
Lahiani, Amine
3
MacDonald, Ronald
3
Mignon, Valérie
3
Narayan, Seema
3
Paradiso, Antonio
3
Rumler, Fabio
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Welfe, Aleksander
3
Zhang, Yaojie
3
Ali, Faek Menla
2
Allegret, Jean-Pierre
2
Arčabić, Vladimir
2
Audzei, Volha
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Beyaert, Arielle
2
Bouvatier, Vincent
2
Brana, Sophie
2
Bu, Ruijun
2
Ca'Zorzi, Michele
2
Caggiano, Giovanni
2
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Economic modelling
European economic review : EER
Applied economics
763
Applied economics letters
461
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
453
Working paper / National Bureau of Economic Research, Inc.
448
CESifo working papers
438
Energy economics
423
Journal of econometrics
422
Economics letters
401
Working paper
396
NBER working paper series
382
Discussion paper / Centre for Economic Policy Research
381
NBER Working Paper
339
Discussion paper series / IZA
331
International review of economics & finance : IREF
307
Journal of international money and finance
293
Finance research letters
274
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Journal of banking & finance
257
Working paper series / European Central Bank
257
International journal of forecasting
238
The North American journal of economics and finance : a journal of financial economics studies
229
Discussion paper / Tinbergen Institute
227
Journal of applied econometrics
227
Discussion paper
218
Journal of economic dynamics & control
211
International review of financial analysis
206
Journal of empirical finance
203
Journal of macroeconomics
186
CAMA working paper series
185
International Journal of Energy Economics and Policy : IJEEP
181
Discussion papers / Deutsches Institut für Wirtschaftsforschung
178
The empirical economics letters : a monthly international journal of economics
176
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
175
Journal of international financial markets, institutions & money
172
Discussion papers / CEPR
171
IMF working papers
170
International journal of economics and finance
169
Macroeconomic dynamics
169
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
753
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1
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10
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753
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1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
On the significance of quality-of-capital news shocks
Herrera, Luis
;
Vázquez, Jesús
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463173
Saved in:
3
A regime-switching
model
of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Monetary policy rules and inflation control in the US
Eleftheriou, Maria
;
Kouretas, Georgios P.
- In:
Economic modelling
119
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014249665
Saved in:
5
Does inattentiveness matter for DSGE modeling? : an empirical investigation
Chou, Jenyu
;
Easaw, Joshy Z.
;
Minford, Patrick
- In:
Economic modelling
118
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014229222
Saved in:
6
Are neutral and investment-specific technology shocks correlated?
Moura, Alban
- In:
European economic review : EER
139
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013270133
Saved in:
7
A new algorithm for structural restrictions in Bayesian vector autoregressions
Korobilis, Dimitris
- In:
European economic review : EER
148
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013553376
Saved in:
8
Economic recovery forecasts under impacts of COVID-19
Teng, Bin
;
Wang, Sicong
;
Shi, Yufeng
;
Sun, Yunchuan
; …
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348381
Saved in:
9
Expenditure patterns, heterogeneity, and long-term structural change
Clements, Kenneth W.
;
Mariano, Marc Jim
;
Verikios, George
- In:
Economic modelling
113
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013349187
Saved in:
10
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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