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Search: subject:"Autoregressive Model"
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VAR-Modell
16,103
VAR model
16,098
Schock
5,425
Shock
5,421
Theorie
4,914
Theory
4,907
Schätzung
4,353
Estimation
4,346
Geldpolitik
3,455
Monetary policy
3,452
Zeitreihenanalyse
2,578
Time series analysis
2,576
Autokorrelation
2,441
Autocorrelation
2,439
USA
2,085
United States
2,074
Schätztheorie
2,023
Estimation theory
2,021
Prognoseverfahren
2,008
Forecasting model
2,007
Impact assessment
1,977
Wirkungsanalyse
1,977
Volatility
1,721
Volatilität
1,719
Business cycle
1,654
Konjunktur
1,653
Bayesian inference
1,630
Bayes-Statistik
1,627
Cointegration
1,534
Kointegration
1,517
Geldpolitische Transmission
1,342
Monetary transmission
1,342
Oil price
1,327
Ölpreis
1,327
Welt
1,318
World
1,318
Inflation
1,138
Börsenkurs
1,132
Share price
1,128
EU-Staaten
1,079
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Free
8,752
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4,652
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489
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Article
9,938
Book / Working Paper
9,132
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5
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9,265
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5,554
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5,514
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5,431
Aufsatz im Buch
409
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409
Hochschulschrift
192
Thesis
147
Conference paper
89
Konferenzbeitrag
89
Collection of articles written by one author
70
Sammlung
70
Article
33
Konferenzschrift
32
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30
Sammelwerk
30
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19
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9
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research-article
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English
18,492
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305
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80
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70
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45
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20
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16
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11
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9
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6
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6
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4
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4
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2
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2
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Author
All
Lütkepohl, Helmut
200
Pesaran, M. Hashem
141
Gupta, Rangan
128
Marcellino, Massimiliano
127
Kilian, Lutz
102
Mumtaz, Haroon
102
Koop, Gary
91
Gambetti, Luca
88
Huber, Florian
88
Castelnuovo, Efrem
84
Phillips, Peter C. B.
77
Canova, Fabio
76
Clark, Todd E.
74
Carriero, Andrea
72
Johansen, Søren
71
Caggiano, Giovanni
68
Giannone, Domenico
68
Nielsen, Morten Ørregaard
68
Schorfheide, Frank
68
Chudik, Alexander
67
Saikkonen, Pentti
65
Jusélius, Katarina
63
Kapetanios, George
63
Theodoridis, Konstantinos
60
Fève, Patrick
55
Österholm, Pär
53
Feldkircher, Martin
52
Korobilis, Dimitris
52
Lanne, Markku
52
Lee, Lung-fei
52
Dijk, Herman K. van
51
Kim, So-yŏng
51
Belke, Ansgar
50
Chan, Joshua
50
Lenza, Michele
50
Benati, Luca
47
Minford, Patrick
47
Afonso, António
46
Inoue, Atsushi
46
Rahbek, Anders
46
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Institution
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National Bureau of Economic Research
129
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
European University Institute / Department of Economics
18
European University Institute / Department of Law
14
Federal Reserve Bank of St. Louis
13
Ekonomiska forskningsinstitutet <Stockholm>
12
European Central Bank
10
Københavns Universitet / Økonomisk Institut
9
Leibniz-Institut für Wirtschaftsforschung Halle
8
Department of Economics, Faculty of Economic and Management Sciences
7
Economics Department, Queen's University
7
School of Economics and Management, University of Aarhus
7
CESifo
6
Econometrisch Instituut <Rotterdam>
6
Narodna Banka na Republika Makedonija
6
Tinbergen Instituut
6
University of Strathclyde / Department of Economics
6
C.E.P.R. Discussion Papers
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
Task Force on Low Inflation (LIFT)
5
University of Southampton / Department of Economics
5
Center for Economic Research <Tilburg>
4
Cowles Foundation for Research in Economics, Yale University
4
Department of Economics, European University Institute
4
EconWPA
4
Federal Reserve Bank of San Francisco
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Nuffield College
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
4
Tinbergen Institute
4
University of Leicester / Department of Economics
4
Center for Policy Research, Maxwell School
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre for Analytical Finance <Århus>
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
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Published in...
All
Journal of econometrics
282
Economics letters
272
Economic modelling
259
Working paper
247
Energy economics
245
Applied economics
243
Working paper series / European Central Bank
207
CESifo working papers
188
Discussion paper / Centre for Economic Policy Research
162
Journal of international money and finance
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Applied economics letters
131
International journal of forecasting
129
Journal of economic dynamics & control
129
NBER working paper series
125
IMF working papers
123
CAMA working paper series
122
Discussion papers / CEPR
116
International Journal of Energy Economics and Policy : IJEEP
112
Journal of macroeconomics
107
ECB Working Paper
106
NBER Working Paper
104
International review of economics & finance : IREF
102
Working paper / National Bureau of Economic Research, Inc.
101
Finance research letters
100
Journal of applied econometrics
99
Journal of forecasting
99
Econometric theory
98
Macroeconomic dynamics
94
Discussion paper
89
Econometric reviews
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Discussion papers / Deutsches Institut für Wirtschaftsforschung
83
Discussion paper / Tinbergen Institute
82
Journal of monetary economics
81
The North American journal of economics and finance : a journal of financial economics studies
75
Working paper series
65
European economic review : EER
64
Working papers
63
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Source
All
ECONIS (ZBW)
18,576
RePEc
366
EconStor
119
BASE
9
Other ZBW resources
5
Showing
18,991
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19,000
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19,075
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date (oldest first)
18991
A variance decomposition for stock returns
Campbell, John Y.
-
1990
Persistent link: https://www.econbiz.de/10000784199
Saved in:
18992
BVAR forecasts of the world economy
Artis, Michael J.
;
Zhang, Wenda
-
1990
Persistent link: https://www.econbiz.de/10000784588
Saved in:
18993
Oil price shocks, unions and real wages : the time-varying parameter model approach
Lindén, Mikael
-
1990
Persistent link: https://www.econbiz.de/10000792344
Saved in:
18994
Modelling stock returns with negative autocorrelations
Kanto, Antti J.
;
Tuovila, Olavi A.
-
1990
Persistent link: https://www.econbiz.de/10000798266
Saved in:
18995
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
18996
Codependence in a VAR framework
Kugler, Peter
;
Schwendener, Peter
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000810459
Saved in:
18997
Generalizing threshold autoregressive models
Teräsvirta, Timo
-
1990
Persistent link: https://www.econbiz.de/10000921793
Saved in:
18998
Exchange rate volatility and US multilateral trade flows
Lastrapes, William Dean
- In:
Journal of macroeconomics
12
(
1990
)
3
,
pp. 341-362
Persistent link: https://www.econbiz.de/10001088907
Saved in:
18999
Manufacturing output indexes for a metropolitan area : a look at new economic indicators
Wozniak, Gregory D.
- In:
Growth and change : a journal of urban and regional policy
21
(
1990
)
3
,
pp. 61-76
Persistent link: https://www.econbiz.de/10001094006
Saved in:
19000
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
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