//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätztheorie"
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
Schätztheorie
VAR model
391
VAR-Modell
391
Theorie
162
Theory
162
Estimation
114
Schock
114
Schätzung
114
Shock
114
Time series analysis
99
Zeitreihenanalyse
99
Geldpolitik
75
Monetary policy
75
Estimation theory
71
Bayes-Statistik
54
Bayesian inference
54
Cointegration
53
Kointegration
53
USA
45
United States
45
Forecasting model
44
Prognoseverfahren
44
Business cycle
42
Konjunktur
42
Volatility
40
Volatilität
40
Impact assessment
34
Wirkungsanalyse
34
Markov chain
24
Markov-Kette
24
Stochastic process
24
Stochastischer Prozess
24
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
VAR
21
Inflation
19
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Risiko
18
Risk
18
more ...
less ...
Online availability
All
Undetermined
55
Type of publication
All
Article
70
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Aufsatzsammlung
1
Language
All
English
71
Author
All
Inoue, Atsushi
4
Kilian, Lutz
4
Lütkepohl, Helmut
3
Chevillon, Guillaume
2
Francq, Christian
2
Gouriéroux, Christian
2
Kim, Tae-hwan
2
Koop, Gary
2
Kurita, Takamitsu
2
Laurent, Sébastien
2
Meitz, Mika
2
Petrova, Katerina
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Vahid, Farshid
2
Zakoïan, Jean-Michel
2
Andersen, Torben
1
Aruoba, S. Borağan
1
Athanasopoulos, George
1
Bauwens, Luc
1
Beckmann, Joscha
1
Boer, Lukas
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Brüggemann, Ralf
1
Callot, Laurent
1
Cao, Bolong
1
Carriero, Andrea
1
Cavicchioli, Maddalena
1
Chan, Joshua
1
Chen, Wenjuan
1
Choi, Chi-young
1
Chudik, Alexander
1
Clark, Todd E.
1
Czudaj, Robert
1
Davis, Richard A.
1
Dhaene, Geert
1
Dias, Gustavo Fruet
1
Do, Hung Xuan
1
Dueker, Michael
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
Journal of economic dynamics & control
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Econometrics : open access journal
16
CESifo working papers
11
Discussion papers / CEPR
11
Econometric reviews
10
Working paper
10
Economic modelling
9
International journal of forecasting
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CAMA working paper series
8
CREATES research paper
8
DIW Berlin Discussion Paper
8
Econometric theory
8
The econometrics journal
8
Federal Reserve Bank of Cleveland working paper series
7
SFB 649 discussion paper
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Tinbergen Institute
6
Discussion papers of interdisciplinary research project 373
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Quantitative economics : QE ; journal of the Econometric Society
6
Documento de trabajo
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
Oxford bulletin of economics and statistics
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
Applied economics letters
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEMFI working paper
4
CFS working paper series
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of banking & finance
4
Journal of forecasting
4
Journal of time series econometrics
4
Working paper series
4
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
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:
4
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
5
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
6
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
7
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:
8
Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10013441729
Saved in:
9
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Petrova, Katerina
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 154-182
Persistent link: https://www.econbiz.de/10013441926
Saved in:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->