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~isPartOf:"Journal of econometrics"
~subject:"Schock"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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Schock
VAR model
124
VAR-Modell
124
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61
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51
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51
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41
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Inoue, Atsushi
2
Kilian, Lutz
2
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2
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1
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Journal of econometrics
Energy economics
71
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70
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67
Economics letters
54
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54
Journal of economic dynamics & control
45
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39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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European economic review : EER
30
Applied economics letters
28
International review of economics & finance : IREF
27
Journal of money, credit and banking : JMCB
24
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The North American journal of economics and finance : a journal of financial economics studies
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Open economies review
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Finance research letters
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14
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Quantitative economics : QE ; journal of the Econometric Society
14
Journal of Asian economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of policy modeling : JPMOD ; a social science forum of world issues
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Emerging markets, finance and trade : EMFT
11
Journal of international financial markets, institutions & money
11
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10
Journal of the European Economic Association
10
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
15
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1
Refining set-identification in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
Saved in:
2
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:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
5
Delta-method inference for a class of set-identified SVARs
Gafarov, Bulat
;
Meier, Matthias
;
Olea, José Luis Montiel
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 316-327
Persistent link: https://www.econbiz.de/10011974680
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
7
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
8
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
9
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
10
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Saved in:
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