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  • Search: subject:"Autoregressive Model"
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Year of publication
Subject
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VAR-Modell 16,102 VAR model 16,097 Schock 5,425 Shock 5,421 Theorie 4,914 Theory 4,907 Schätzung 4,352 Estimation 4,345 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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Online availability
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Free 8,752 Undetermined 4,651 CC license 489
Type of publication
All
Article 9,937 Book / Working Paper 9,132 Other 5
Type of publication (narrower categories)
All
Article in journal 9,264 Aufsatz in Zeitschrift 9,264 Graue Literatur 5,554 Non-commercial literature 5,554 Working Paper 5,514 Arbeitspapier 5,431 Aufsatz im Buch 409 Book section 409 Hochschulschrift 192 Thesis 147 Conference paper 89 Konferenzbeitrag 89 Collection of articles written by one author 70 Sammlung 70 Article 33 Konferenzschrift 32 Collection of articles of several authors 30 Sammelwerk 30 Aufsatzsammlung 19 Bibliografie enthalten 15 Bibliography included 15 Amtsdruckschrift 13 Government document 13 Forschungsbericht 12 Lehrbuch 9 Systematic review 9 Übersichtsarbeit 9 Case study 8 Fallstudie 8 Textbook 6 research-article 5 Amtliche Publikation 4 Handbook 4 Handbuch 4 Conference Paper 3 Conference proceedings 3 Festschrift 2 Interview 2 Reprint 2 Bibliografie 1
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Language
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English 18,491 Undetermined 305 German 80 French 70 Spanish 45 Portuguese 20 Polish 16 Czech 11 Italian 9 Croatian 6 Russian 6 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Ukrainian 2 Albanian 1 Serbian 1
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Author
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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
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ECONIS (ZBW) 18,575 RePEc 366 EconStor 119 BASE 9 Other ZBW resources 5
Showing 11 - 20 of 19,074
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Assessing the asymmetric effect of global climate anomalies on food prices : evidence from local prices
Emediegwu, Lotanna E. - In: Environmental and resource economics 87 (2024) 10, pp. 2743-2772
Persistent link: https://www.econbiz.de/10015078835
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Technical efficiency versus land-use efficiency : a spatio-temporal efficiency analysis of China's crop production
Yin, Fang; Sun, Zhanli; You, Liangzhi; Huang, Wei - In: German journal of agricultural economics : GJAE 73 (2024) 2, pp. 1-20
Improved land-use efficiency in agricultural production is crucial to meet increasing demand for agricultural commodities using the finite area of arable land worldwide. By applying a spatial autoregressive stochastic frontier methodology to county-level data spanning from 1980 to 2011, we...
Persistent link: https://www.econbiz.de/10015080955
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The loan puzzle in Mexico
Colunga, Luis Fernando - 2024
investigates, through the estimation of a structural vector autoregressive model using national and sectoral-level data, whether …
Persistent link: https://www.econbiz.de/10015084304
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An econometric analysis of volatility discovery
Dias, Gustavo Fruet; Papailias, Fotis; Scherrer, Cristina - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
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A systematic vector autoregressive framework for modeling and forecasting mortality
Li, Jackie Zhanbiao; Liu, Jacie Jia; Butt, Adam - In: Journal of forecasting 43 (2024) 6, pp. 2279-2297
Persistent link: https://www.econbiz.de/10015110431
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RBI's monetary policy, fiscal deficits and financial crowding out in India : an empirical investigation
Chakraborty, Lekha - 2024
Persistent link: https://www.econbiz.de/10015046779
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Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes; Touhami, Kamel - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
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Macroeconomic effects of demand and supply shocks in the global oil price on the Vietnamese economy
Thuy Hang Duong - In: International journal of energy sector management 18 (2024) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10014461574
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Oil, export diversification and economic growth in Sudan : evidence from a VAR model
Ali, Sabna; Murshed, Syed Mansoob; Papyrakis, Elissaios - In: Mineral economics : raw materials report 36 (2023) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10013556562
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Bayesian SAR model with stochastic volatility and multiple time-varying weights
Costola, Michele; Iacopini, Matteo; Wichers, Casper - 2023
A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts …
Persistent link: https://www.econbiz.de/10014416011
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