//--> //--> //--> //-->
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
~subject:"vector autoregressive process"
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:"Impulse responses"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
vector autoregressive process
impulse responses
155
Impulse responses
112
VAR-Modell
112
VAR model
107
Schätzung
85
Estimation
79
Schock
67
Shock
65
Monetary policy
53
Geldpolitik
49
Time series analysis
46
Zeitreihenanalyse
46
Estimation theory
42
Schätztheorie
42
Impulse Responses
30
Theorie
28
Global VAR (GVAR)
25
Impact assessment
25
Wirkungsanalyse
25
Theory
24
Welt
24
Cointegration
23
World
22
Volatility
21
Konjunktur
20
Volatilität
20
Business cycle
19
Oil price
19
Ölpreis
18
VAR
17
monetary policy
17
Spillover-Effekt
16
Kointegration
15
Spillover effect
15
USA
15
cointegration
15
EU-Staaten
14
global macroeconomic modeling
14
Inflation
13
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Working Paper
14
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Konferenzschrift
1
Language
All
English
20
Undetermined
3
Author
All
Staszewska-Bystrova, Anna
17
Winker, Peter
17
Lütkepohl, Helmut
16
Luetkepohl, Helmut
7
Lanne, Markku
5
Institution
All
CESifo
3
Department of Economics, European University Institute
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Published in...
All
CESifo Working Paper Series
3
DIW Discussion Papers
3
Economics Working Papers / Department of Economics, European University Institute
3
CESifo Working Paper
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
SFB 649 Discussion Paper
2
SFB 649 discussion paper
2
CESifo working papers
1
Discussion Papers of DIW Berlin
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
MAGKS Joint Discussion Paper Series in Economics
1
SFB 649 Discussion Papers
1
more ...
less ...
Source
All
EconStor
8
RePEc
8
ECONIS (ZBW)
7
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011449884
Saved in:
2
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011516886
Saved in:
3
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint con- dence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011531893
Saved in:
4
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint con- dence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011452908
Saved in:
5
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011442327
Saved in:
6
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A...
Persistent link: https://www.econbiz.de/10011446084
Saved in:
7
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010734527
Saved in:
8
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Luetkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
CESifo
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010741316
Saved in:
9
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10011128842
Saved in:
10
Confidence bands for
impulse
responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010330387
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->