//--> //--> //--> //-->
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 forecasting"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working papers"
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:"Vector autoregression"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
VAR model
222
VAR-Modell
222
Schock
69
Shock
69
Monetary policy
63
Estimation
62
Geldpolitik
62
Schätzung
62
Theorie
55
Theory
55
Forecasting model
46
Prognoseverfahren
46
USA
36
United States
36
Welt
36
World
36
Bayes-Statistik
30
Bayesian inference
30
EU countries
30
EU-Staaten
30
Euro area
29
Eurozone
29
Impact assessment
29
Time series analysis
29
Wirkungsanalyse
29
Zeitreihenanalyse
29
Geldpolitische Transmission
21
Monetary transmission
21
Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Exchange rate
18
Volatility
18
Volatilität
18
Wechselkurs
18
Structural VAR
17
Business cycle
16
Financial crisis
16
Finanzkrise
16
more ...
less ...
Online availability
All
Undetermined
92
Free
56
Type of publication
All
Article
178
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
178
Aufsatz in Zeitschrift
178
Arbeitspapier
48
Graue Literatur
48
Non-commercial literature
48
Working Paper
48
Language
All
English
226
Author
All
Panagiōtidēs, Theodōros
6
Afonso, António
4
Casarin, Roberto
4
Crespo Cuaresma, Jesús
4
Woźniak, Tomasz
4
Billio, Monica
3
Dionne, Georges
3
Gupta, Rangan
3
Hassani, Samir Saissi
3
Ibarra-Ramírez, Raúl
3
Kim, So-yŏng
3
Korobilis, Dimitris
3
Muratidēs, Kōstas
3
Ahelegbey, Daniel Felix
2
Alba, Carlos
2
Arampatzidis, Ioannis
2
Beckmann, Joscha
2
Caggiano, Giovanni
2
Carrillo, Julio A.
2
Castelnuovo, Efrem
2
Chisiridis, Konstantinos
2
Cuadra, Gabriel
2
Dergiades, Theologos
2
Droumaguet, Matthieu
2
Elizondo, Rocio
2
Gavin, William T.
2
Glocker, Christian
2
Gunn, Christopher M.
2
Görtz, Christoph
2
He, Dong
2
Huber, Florian
2
Jalles, João Tovar
2
Lastrapes, William Dean
2
Lubik, Thomas A.
2
Milas, Costas
2
Ravazzolo, Francesco
2
Serati, Massimiliano
2
Spiegel, Mark
2
St. Aubyn, Miguel
2
Tillmann, Peter
2
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
2
University of Melbourne / Department of Economics
1
Published in...
All
Journal of forecasting
Journal of international money and finance
Working papers
Applied economics
197
Economic modelling
196
Working paper
180
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
158
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
138
Journal of econometrics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
CAMA working paper series
115
IMF working papers
112
ECB Working Paper
109
Journal of economic dynamics & control
103
International journal of forecasting
90
Working paper / National Bureau of Economic Research, Inc.
90
Applied economics letters
87
Journal of macroeconomics
87
NBER working paper series
85
Macroeconomic dynamics
81
Discussion papers / CEPR
79
International Journal of Energy Economics and Policy : IJEEP
77
Journal of applied econometrics
75
IMF Working Papers
71
Discussion papers / Deutsches Institut für Wirtschaftsforschung
70
Discussion paper
69
NBER Working Paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
60
MPRA Paper
56
Working paper series
54
Finance research letters
52
IMF Working Paper
48
European economic review : EER
47
Journal of banking & finance
47
more ...
less ...
Source
All
ECONIS (ZBW)
226
Showing
1
-
10
of
226
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Agreed and disagreed uncertainty
Gambetti, Luca
;
Korobilis, Dimitris
;
Tsoukalas, John D.
; …
-
2023
Persistent link: https://www.econbiz.de/10013532340
Saved in:
3
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
4
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
5
Heterogeneous macro and financial effects of ECB asset purchase programs
Zwan, Terri van der
;
Kole, Erik
;
Wel, Michel van der
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014551359
Saved in:
6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
7
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
8
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
9
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
Saved in:
10
The increasing impact of Spain on the equity markets of Brazil, Chile and Mexico
Rivas, Andres
;
Verma, Rahul
;
Rodriguez, Antonio J.
; …
-
2023
Persistent link: https://www.econbiz.de/10014284165
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...
//-->