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Search: subject_exact:"VARMA model"
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Schätzung
VAR model
13,296
VAR-Modell
13,296
Schock
3,935
Shock
3,934
Estimation
3,636
Theorie
2,994
Theory
2,994
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2,924
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2,918
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1,720
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1,715
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1,494
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1,493
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1,448
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1,448
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1,375
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1,373
Bayesian inference
1,312
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1,309
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1,306
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1,302
Business cycle
1,293
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1,293
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1,181
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1,180
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977
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977
Welt
966
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966
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928
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928
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922
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922
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843
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792
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790
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774
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774
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700
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1,652
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1,911
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1,725
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1,838
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1,838
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1,243
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1,185
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1,185
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69
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69
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68
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53
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22
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9
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8
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3,597
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28
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7
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Pesaran, M. Hashem
44
Mumtaz, Haroon
43
Gambetti, Luca
38
Gupta, Rangan
36
Lütkepohl, Helmut
34
Forni, Mario
28
Theodoridis, Konstantinos
28
Marcellino, Massimiliano
27
Chudik, Alexander
26
Castelnuovo, Efrem
22
Sala, Luca
22
Huber, Florian
21
Benati, Luca
20
Belke, Ansgar
19
Eickmeier, Sandra
19
Kilian, Lutz
17
Koop, Gary
17
Paccagnini, Alessia
16
Holtemöller, Oliver
14
Mohaddes, Kamiar
14
Smith, L. Vanessa
14
Caggiano, Giovanni
13
Gottschalk, Jan
13
Nielsen, Morten Ørregaard
13
Rodriguez, Gabriel
13
Österholm, Pär
13
Chan, Joshua
12
Lubik, Thomas A.
12
Moneta, Alessio
12
Rubio-Ramírez, Juan Francisco
12
Weber, Enzo
12
Balcilar, Mehmet
11
Clark, Todd E.
11
Del Negro, Marco
11
Glocker, Christian
11
Kamps, Christophe
11
Pellegrino, Giovanni
11
Scharler, Johann
11
Schorfheide, Frank
11
Bianchi, Francesco
10
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National Bureau of Economic Research
16
Leibniz-Institut für Wirtschaftsforschung Halle
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of St. Louis
4
Institut für Weltwirtschaft
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Task Force on Low Inflation (LIFT)
2
William Davidson Institute <Ann Arbor, Mich.>
2
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
European University Institute / Department of Law
1
Federal Reserve System / Board of Governors
1
Friedrich-Schiller-Universität Jena
1
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
1
International Monetary Fund
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Metropolitan University
1
Melbourne Institute of Applied Economic and Social Research
1
Narodna Banka na Republika Makedonija
1
National Institute of Economic and Social Research
1
Panepistēmio Kypru / Department of Economics
1
Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
1
Rutgers University / Department of Economics
1
Türkiye Cumhuriyet Merkez Bankası
1
University of California Davis / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Connecticut / Department of Economics
1
University of Kent / Department of Economics
1
University of Leicester / Department of Economics
1
University of Melbourne / Department of Economics
1
University of Strathclyde / Department of Economics
1
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
1
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Economic modelling
68
Working paper
64
Applied economics
63
Economics letters
57
CESifo working papers
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Energy economics
40
CAMA working paper series
38
Journal of international money and finance
37
Journal of macroeconomics
37
Journal of economic dynamics & control
36
Working paper series / European Central Bank
33
Applied economics letters
31
Discussion papers / CEPR
31
Macroeconomic dynamics
31
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper
25
Discussion paper / Centre for Economic Policy Research
25
International review of economics & finance : IREF
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of applied econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
European economic review : EER
20
Journal of econometrics
19
Open economies review
19
International Journal of Energy Economics and Policy : IJEEP
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Finance research letters
16
NBER Working Paper
16
NBER working paper series
16
Sveriges Riksbank working paper series
16
Working papers
16
Journal of money, credit and banking : JMCB
15
Working paper / National Bureau of Economic Research, Inc.
15
ECB Working Paper
14
Journal of banking & finance
14
Temi di discussione / Banca d'Italia
14
Discussion paper / Tinbergen Institute
13
International journal of forecasting
13
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ECONIS (ZBW)
3,636
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721
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721
Inflation and growth : the role of institutions
Yilmazkuday, Hakan
- In:
Journal of economics and finance : JEF
46
(
2022
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012795676
Saved in:
722
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
723
Intra-regional spillovers from Nigeria and South Africa to the rest of Africa : new evidence from a FAVAR model
Omoshoro-Jones, Oyenyinka Sunday
;
Bonga-Bonga, Lumengo
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012818933
Saved in:
724
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
725
On the effects of monetary policy shocks on earnings and consumption heterogeneity
Chang, Minsu
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012820000
Saved in:
726
Empirical evidences on the supply side effects of monetary transmission mechanism in India
Kubendran, N.
- In:
The Indian journal of economics
103
(
2022
)
409,2
,
pp. 329-349
Persistent link: https://www.econbiz.de/10014364354
Saved in:
727
Investor sentiment metrics and stock market returns : a study of the causality relationship using VAR models
Ben Aissia, Dorsaf
;
Neffati, Nizar
- In:
American journal of finance and accounting
7
(
2022
)
2
,
pp. 90-124
Persistent link: https://www.econbiz.de/10014434368
Saved in:
728
The importance of demand, uncertainty and monetary policy shocks from the euro area for the Romanian economy
Anton, George
- In:
Theoretical and applied economics : GAER review
29
(
2022
)
2/631
,
pp. 25-38
Persistent link: https://www.econbiz.de/10014325398
Saved in:
729
Supply shocks, demand shocks and yield curve dynamics
Časta, Martin
- In:
Finance research letters
50
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014245126
Saved in:
730
The impact of oil price shocks on inflation : do asymmetries matter?
Turan, Taner
;
Özer, Hüseyin A.
- In:
Acta oeconomica : periodical of the Hungarian Academy …
72
(
2022
)
3
,
pp. 271-288
Persistent link: https://www.econbiz.de/10014022738
Saved in:
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