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~isPartOf:"European economic review : EER"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"VAR model"
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VAR model
Theorie
1,087
Theory
1,087
Forecasting model
385
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385
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373
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373
Estimation theory
318
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242
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234
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234
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227
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Ho, Giang
5
Pescatori, Andrea
5
Berger, Helge
4
Koop, Gary
4
Mumtaz, Haroon
4
Bai, Jushan
3
Di Serio, Mario
3
Fragetta, Matteo
3
He, Dong
3
Huber, Florian
3
Korobilis, Dimitris
3
Lanne, Markku
3
Lütkepohl, Helmut
3
Melina, Giovanni
3
Miyajima, Ken
3
Montiel, Peter
3
Moreno, Antonio
3
Poghosyan, Tigran
3
Raissi, Mehdi
3
Theodoridis, Konstantinos
3
Tumbarello, Patrizia
3
Wu, Yiqun
3
Österholm, Pär
3
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2
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2
Adler, Gustavo
2
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2
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2
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2
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2
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2
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2
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2
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2
Chan, Joshua
2
Chen, Qianying
2
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2
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2
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2
Dabla-Norris, Era
2
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European economic review : EER
IMF working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
193
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193
Working paper series / European Central Bank
185
Working paper
179
Economics letters
165
Energy economics
156
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
137
Journal of international money and finance
127
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
Journal of economic dynamics & control
101
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
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83
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80
Discussion papers / CEPR
79
International Journal of Energy Economics and Policy : IJEEP
75
Journal of applied econometrics
75
Discussion papers / Deutsches Institut für Wirtschaftsforschung
69
NBER Working Paper
69
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68
International review of economics & finance : IREF
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68
The North American journal of economics and finance : a journal of financial economics studies
60
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Finance research letters
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49
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ECONIS (ZBW)
227
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1
Graphical assistant grouped network autoregression
model
: a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1077-1089
Persistent link: https://www.econbiz.de/10014448551
Saved in:
5
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
6
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
7
Narrative restrictions and proxies
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
Saved in:
8
Energy transition metals
Boer, Lukas
;
Pescatori, Andrea
;
Stuermer, Martin
-
2021
Persistent link: https://www.econbiz.de/10012796674
Saved in:
9
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:
10
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
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