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  • Search: subject:"Autoregressive Model"
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Year of publication
Subject
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VAR-Modell 16,403 VAR model 16,398 Schock 5,569 Shock 5,565 Theorie 5,006 Theory 4,999 Schätzung 4,448 Estimation 4,441 Geldpolitik 3,521 Monetary policy 3,518 Zeitreihenanalyse 2,649 Time series analysis 2,647 Autokorrelation 2,484 Autocorrelation 2,482 USA 2,102 United States 2,091 Schätztheorie 2,074 Estimation theory 2,072 Prognoseverfahren 2,049 Forecasting model 2,048 Impact assessment 2,024 Wirkungsanalyse 2,024 Volatility 1,767 Volatilität 1,765 Business cycle 1,680 Konjunktur 1,679 Bayesian inference 1,666 Bayes-Statistik 1,663 Cointegration 1,550 Kointegration 1,532 Oil price 1,372 Ölpreis 1,372 Geldpolitische Transmission 1,365 Monetary transmission 1,365 Welt 1,364 World 1,364 Inflation 1,177 Börsenkurs 1,158 Share price 1,154 EU-Staaten 1,095
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Online availability
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Free 8,938 Undetermined 4,781 CC license 531
Type of publication
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Article 10,200 Book / Working Paper 9,225 Other 5
Type of publication (narrower categories)
All
Article in journal 9,500 Aufsatz in Zeitschrift 9,500 Graue Literatur 5,648 Non-commercial literature 5,648 Working Paper 5,601 Arbeitspapier 5,516 Aufsatz im Buch 410 Book section 410 Hochschulschrift 192 Thesis 147 Conference paper 90 Konferenzbeitrag 90 Collection of articles written by one author 70 Sammlung 70 Article 38 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 18,846 Undetermined 305 German 80 French 71 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 204 Pesaran, M. Hashem 141 Gupta, Rangan 133 Marcellino, Massimiliano 131 Kilian, Lutz 107 Mumtaz, Haroon 103 Koop, Gary 92 Gambetti, Luca 91 Huber, Florian 90 Castelnuovo, Efrem 86 Phillips, Peter C. B. 78 Canova, Fabio 76 Clark, Todd E. 75 Carriero, Andrea 74 Johansen, Søren 71 Giannone, Domenico 69 Schorfheide, Frank 69 Caggiano, Giovanni 68 Nielsen, Morten Ørregaard 68 Chudik, Alexander 67 Saikkonen, Pentti 65 Jusélius, Katarina 64 Kapetanios, George 64 Theodoridis, Konstantinos 60 Fève, Patrick 57 Korobilis, Dimitris 55 Österholm, Pär 54 Feldkircher, Martin 52 Kim, So-yŏng 52 Lanne, Markku 52 Lee, Lung-fei 52 Dijk, Herman K. van 51 Belke, Ansgar 50 Chan, Joshua 50 Lenza, Michele 50 Inoue, Atsushi 48 Afonso, António 47 Benati, Luca 47 Minford, Patrick 47 Rubio-Ramírez, Juan Francisco 47
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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 11 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...
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Journal of econometrics 292 Economics letters 285 Economic modelling 264 Applied economics 253 Working paper 251 Energy economics 249 Working paper series / European Central Bank 211 CESifo working papers 192 Discussion paper / Centre for Economic Policy Research 162 Journal of international money and finance 161 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 149 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 145 Applied economics letters 137 International journal of forecasting 134 Journal of economic dynamics & control 129 NBER working paper series 125 Discussion papers / CEPR 124 International Journal of Energy Economics and Policy : IJEEP 124 IMF working papers 123 CAMA working paper series 122 Journal of macroeconomics 111 Journal of applied econometrics 107 ECB Working Paper 106 International review of economics & finance : IREF 105 NBER Working Paper 104 Finance research letters 103 Working paper / National Bureau of Economic Research, Inc. 101 Journal of forecasting 100 Econometric theory 99 Macroeconomic dynamics 94 Discussion paper 90 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 90 Discussion papers / Deutsches Institut für Wirtschaftsforschung 85 Econometric reviews 85 Discussion paper / Tinbergen Institute 83 Journal of monetary economics 81 The North American journal of economics and finance : a journal of financial economics studies 75 Working paper series 68 Working papers 66 European economic review : EER 64
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Source
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ECONIS (ZBW) 18,924 RePEc 366 EconStor 126 BASE 9 Other ZBW resources 5
Showing 81 - 90 of 19,430
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Exchange rate pass-through to CEE inflation : SVAR approach
Táborský, František - In: Prague economic papers : a bimonthly journal of … 34 (2025) 2, pp. 165-186
This paper examines exchange rate pass-through (ERPT) to prices in Central and Eastern European (CEE) countries, focusing on the Czech Republic, Poland, Hungary, and Romania. We employ a Structural Vector Autoregression (SVAR) model to analyse the transmission of exchange rate shocks to...
Persistent link: https://www.econbiz.de/10015443029
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GANs and synthetic financial data : calculating VaR
Allen, David E.; Mushunje, Leonard; Peiris, Shelton - In: Applied economics 57 (2025) 37, pp. 5680-5695
Persistent link: https://www.econbiz.de/10015443343
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Identifying monetary policy shocks through external constraints
Fusari, Francesco - In: Journal of macroeconomics 85 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015444004
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A note on the dynamic effects of supply and demand shocks in the crude oil market
Nguyen, Hoang; Österholm, Pär - In: Applied economics letters 32 (2025) 11, pp. 1627-1633
Persistent link: https://www.econbiz.de/10015444800
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Banks and sovereigns : did adversity bring them closer?
Dungey, Mardi H.; Flavin, Thomas J.; Sheenan, Lisa - In: The European journal of finance 31 (2025) 9, pp. 1089-1114
Persistent link: https://www.econbiz.de/10015445593
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"Dollarization vs. bitcoinization in Türkiye : which is more dangerous for the financial market?"
Jabbour, George M.; Mansour-Ichrakieh, Layal - In: Journal of international financial markets, … 100 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015405749
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Higher-order moment inequality restrictions for SVARs
Andrade, Philippe; Ferroni, Filippo; Melosi, Leonardo - 2025 - This version: March 2025
We introduce a method that exploits some non-Gaussian features of structural shocks to identify structural vector autoregression (SVAR) models. More specifically, we propose combining inequality restrictions on the higher-order moments of the structural shocks of interest with other...
Persistent link: https://www.econbiz.de/10015405890
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Uncovering the inventory-business cycle nexus
Rossi, Luca - 2025
Persistent link: https://www.econbiz.de/10015406421
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Energy prices, inflation and the ECB’s monetary policy during the 2021-22 energy crisis
Neri, Stefano - 2025
Persistent link: https://www.econbiz.de/10015406497
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Impulse response diagnostics for priors on parameters in structural vector autoregressions
Kilian, Lutz - 2025
Persistent link: https://www.econbiz.de/10015406563
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