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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Schätzung"
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Search: subject:"Vector autoregression"
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Schätzung
VAR model
209
VAR-Modell
209
Schock
77
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77
Monetary policy
66
Geldpolitik
65
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61
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49
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Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Clark, Todd E.
2
Koop, Gary
2
Watzka, Sebastian
2
Ahelegbey, Daniel Felix
1
An, Lian
1
Anastasiou, Dimitris
1
Artis, Michael J.
1
Asdrubali, Pierfederico
1
Ataurima Arellano, Miguel
1
Bahadir, Berrak
1
Bai, Yu
1
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Bao Hoang Nguyen
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Beckmann, Joscha
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Benati, Luca
1
Billio, Monica
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Bouakez, Hafedh
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Brubakk, Leif
1
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1
Calero, Roberto
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Campolieti, Michele
1
Carriero, Andrea
1
Carrillo, Julio A.
1
Casalis, André
1
Casarin, Roberto
1
Castelnuovo, Efrem
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Castillo B., Paul
1
Chavleishvili, Sulkhan
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Chihi, Foued
1
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1
Davidson, Sharada Nia
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De, Kuhelika
1
Di Mauro, Filippo
1
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Journal of applied econometrics
Journal of international money and finance
Economic modelling
68
Working paper
68
Applied economics
66
CESifo working papers
58
Economics letters
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Energy economics
44
Journal of economic dynamics & control
40
CAMA working paper series
38
Journal of macroeconomics
38
Discussion papers / CEPR
33
Working paper series / European Central Bank
33
Applied economics letters
31
Macroeconomic dynamics
31
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper
27
Discussion paper / Centre for Economic Policy Research
25
International review of economics & finance : IREF
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Finance research letters
22
European economic review : EER
20
International Journal of Energy Economics and Policy : IJEEP
19
Journal of econometrics
19
Open economies review
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
NBER Working Paper
16
NBER working paper series
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Sveriges Riksbank working paper series
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
15
ECB Working Paper
14
International journal of forecasting
14
Journal of banking & finance
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Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
61
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1
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
2
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
3
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
4
Identifying factor-augmented
vector
autoregression
models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
5
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
6
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
7
Forecasting and stress testing with quantile
vector
autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
9
Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014248802
Saved in:
10
Household deposits and consumer sentiment expectations : evidence from Eurozone
Anastasiou, Dimitris
;
Ftiti, Zied
;
Louhichi, Waël
; …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248806
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