//--> //--> //--> //-->
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 forecasting"
~isPartOf:"Working paper series"
~subject:"Estimation"
~subject:"United States"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
United States
VAR model
267
VAR-Modell
267
Theorie
93
Theory
93
Schätzung
80
Schock
79
Shock
79
Forecasting model
59
Prognoseverfahren
59
Time series analysis
56
Zeitreihenanalyse
56
Geldpolitik
47
Monetary policy
47
Bayes-Statistik
35
Bayesian inference
35
Business cycle
34
Konjunktur
34
USA
34
Estimation theory
29
Schätztheorie
29
Volatility
27
Volatilität
27
Cointegration
26
Kointegration
26
Impact assessment
25
Wirkungsanalyse
25
Euro area
23
Eurozone
23
Inflation
23
EU countries
22
EU-Staaten
22
Risiko
21
Risk
21
VAR
18
Economic forecast
17
Wirtschaftsprognose
17
Welt
14
World
14
more ...
less ...
Online availability
All
Undetermined
57
Free
17
Type of publication
All
Article
84
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
100
Author
All
Paccagnini, Alessia
5
Österholm, Pär
4
Weber, Enzo
3
Caraiani, Petre
2
Castelnuovo, Efrem
2
Colombo, Valentina
2
Gupta, Rangan
2
Karlsson, Sune
2
Lucotte, Yannick
2
Lütkepohl, Helmut
2
Mandler, Martin
2
Reigl, Nicolas
2
Abang, Dominic
1
Ahmadov, Vugar
1
Albuquerque, Bruno
1
Alexius, Annika
1
Apostolakis, George N.
1
Aquilante, Tommaso
1
Atems, Bebonchu
1
Baghestani, Hamid
1
Barnett, William A.
1
Beckmann, Joscha
1
Bekiros, Stelios D.
1
Berger, Helge
1
Bessler, David A.
1
Binder, Martin
1
Bivin, David G.
1
Blankenau, William
1
Brooks, Robert Darren
1
Bruns, Martin
1
Böck, Maximilian
1
Caggiano, Giovanni
1
Camacho, Maximo
1
Cardani, Roberta
1
Carlsson, Mikael
1
Carriero, Andrea
1
Cavicchioli, Maddalena
1
Chan, Joshua
1
Chang, Yongsung
1
Chen, Wenjuan
1
more ...
less ...
Published in...
All
Economics letters
Journal of forecasting
Working paper series
Working paper
93
Applied economics
84
Economic modelling
79
CESifo working papers
67
Discussion paper / Centre for Economic Policy Research
67
Working paper series / European Central Bank
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CAMA working paper series
54
Energy economics
54
Journal of international money and finance
52
Journal of economic dynamics & control
51
Journal of macroeconomics
49
Working paper / National Bureau of Economic Research, Inc.
45
Macroeconomic dynamics
41
Applied economics letters
35
Discussion papers / CEPR
35
Discussion paper
34
Journal of applied econometrics
34
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of monetary economics
31
Journal of money, credit and banking : JMCB
29
International review of economics & finance : IREF
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European economic review : EER
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
NBER working paper series
24
Journal of econometrics
23
Open economies review
23
Working papers
23
Finance research letters
22
IMF working papers
22
Discussion paper / Tinbergen Institute
21
International Journal of Energy Economics and Policy : IJEEP
21
Journal of banking & finance
21
Temi di discussione / Banca d'Italia
20
ECB Working Paper
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
International journal of forecasting
18
more ...
less ...
Source
All
ECONIS (ZBW)
100
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
2
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
External instrument SVAR analysis for noninvertible shocks
Forni, Mario
;
Gambetti, Luca
;
Ricco, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10013557118
Saved in:
5
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
6
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012792759
Saved in:
7
Expectational errors and business cycle fluctuations in Europe
Reigl, Nicolas
-
2021
Persistent link: https://www.econbiz.de/10012493265
Saved in:
8
What moves treasury yields?
Mönch, Emanuel
;
Soofi-Siavash, Soroosh
-
2021
Persistent link: https://www.econbiz.de/10012494436
Saved in:
9
Fiscal policy and stock prices in the United States
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2021
Persistent link: https://www.econbiz.de/10013186196
Saved in:
10
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:
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...
//-->