//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of macroeconomics"
~subject:"Time series analysis"
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:"VARMA model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
VAR model
154
VAR-Modell
154
Estimation
59
Schätzung
59
Schock
57
Shock
57
Theorie
57
Theory
57
Zeitreihenanalyse
35
Geldpolitik
34
Monetary policy
34
Bayes-Statistik
30
Bayesian inference
30
Business cycle
30
Konjunktur
30
Forecasting model
26
Prognoseverfahren
26
USA
24
United States
24
Estimation theory
23
Schätztheorie
23
Impact assessment
20
Wirkungsanalyse
20
Cointegration
14
Kointegration
14
Volatility
14
Volatilität
14
Dynamic equilibrium
12
Dynamisches Gleichgewicht
12
Finanzpolitik
12
Fiscal policy
12
Risiko
9
Risk
9
Stochastic process
9
Stochastischer Prozess
9
Sign restrictions
8
Structural vector autoregression
8
Vector autoregression
8
EU countries
7
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Chan, Joshua
2
Koop, Gary
2
Lanne, Markku
2
Luoto, Jani
2
Abdullah, Dewan A.
1
Amir Ahmadi, Pooyan
1
Angrist, Joshua D.
1
Anzuini, Alessio
1
Athanasopoulos, George
1
Bai, Jushan
1
Bouakez, Hafedh
1
Camacho, Maximo
1
Carriero, Andrea
1
Chan, Alan
1
Chen, Likai
1
Chudik, Alexander
1
Clark, Todd E.
1
Dufour, Jean-Marie
1
Dées, Stéphane
1
Escanciano, Juan Carlos
1
Essid, Badye
1
Gao, Jiti
1
Georgiadis, Georgios
1
Gianetto, Quentin Giai
1
Glocker, Christian
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Huber, Florian
1
Jordà, Òscar
1
Kanazawa, Nobuyuki
1
Keating, John William
1
Kishor, N. Kundan
1
Koenig, Evan F.
1
Korobilis, Dimitris
1
Kuersteiner, Guido M.
1
Lee, Shu-kam
1
Liu, Keyan
1
Lobato, Ignacio N.
1
Lovcha, Yuliya
1
Lütkepohl, Helmut
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of macroeconomics
Journal of econometrics
51
International journal of forecasting
33
Economics letters
31
Economic modelling
20
CAMA working paper series
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of forecasting
18
Econometrics : open access journal
17
Journal of economic dynamics & control
17
Working paper
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Applied economics
15
Discussion papers / Department of Economics, University of Copenhagen
14
Federal Reserve Bank of Cleveland working paper series
14
CESifo working papers
13
CREATES research paper
13
International Journal of Energy Economics and Policy : IJEEP
13
Working paper series / European Central Bank
13
Discussion papers / CEPR
12
Energy economics
12
CAMA Working Paper
11
Journal of applied econometrics
11
Discussion paper / Tinbergen Institute
10
Macroeconomic dynamics
10
NBER working paper series
10
SFB 649 discussion paper
10
Applied economics letters
8
Econometric reviews
8
Econometric theory
8
Strathclyde discussion papers in economics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper / National Bureau of Economic Research, Inc.
8
EUI working paper / ECO
7
NBER Working Paper
7
Working paper series
7
Working papers
7
Central European journal of economic modelling and econometrics
6
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
4
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:
5
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:
6
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Chudik, Alexander
;
Georgiadis, Georgios
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 965-979
Persistent link: https://www.econbiz.de/10013539400
Saved in:
7
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
8
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
Saved in:
9
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
10
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->