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  • Search: subject:"Autoregressive Models"
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Year of publication
Subject
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VAR model 84 VAR-Modell 84 Theorie 69 Theory 65 Autokorrelation 60 Autocorrelation 58 Zeitreihenanalyse 55 Time series analysis 53 Schätztheorie 52 Estimation theory 51 vector autoregressive models 42 Schätzung 41 Autoregressive models 40 Estimation 40 autoregressive models 37 Vector autoregressive models 35 Forecasting model 32 Prognoseverfahren 32 Bayesian inference 24 Spatial autoregressive models 24 Räumliche Interaktion 22 Spatial interaction 22 spatial autoregressive models 22 Schock 20 Shock 20 Volatility 20 ARCH-Modell 19 Bayes-Statistik 19 Cointegration 19 Regional economics 19 Regionalökonomik 19 Volatilität 19 ARCH model 18 Financial crisis 17 smooth transition autoregressive models 17 Kointegration 16 threshold autoregressive models 15 Finanzkrise 14 Geldpolitik 14 Markov chain 14
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Online availability
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Free 233 Undetermined 165 CC license 9
Type of publication
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Article 243 Book / Working Paper 219 Other 1
Type of publication (narrower categories)
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Article in journal 130 Aufsatz in Zeitschrift 130 Working Paper 92 Graue Literatur 51 Non-commercial literature 51 Arbeitspapier 48 Article 14 research-article 3 Aufsatz im Buch 1 Book section 1
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Language
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English 291 Undetermined 166 Spanish 4 German 2
Author
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Morana, Claudio 27 Boug, Pål 13 Bagliano, Fabio C. 12 Blasques, Francisco 8 Cappelen, Ådne 7 Guidolin, Massimo 7 Kurita, Takamitsu 7 Shintani, Mototsugu 7 Swensen, Anders Rygh 7 Agosto, Arianna 6 Cubadda, Gianluca 6 Gupta, Rangan 6 Koopman, Siem Jan 6 Crespo Cuaresma, Jesús 5 Gamerman, Dani 5 Giudici, Paolo 5 Huber, Florian 5 Hyde, Stuart 5 Adolfson, Malin 4 Benedictow, Andreas 4 Cohen-Cole, Ethan 4 Doğan, Osman 4 Estrada, Kristine Claire O. 4 Han, Fatima C. 4 Herrmann, Klaus 4 Kim, Hyunsok 4 Krauss, Christopher 4 Lee, Lung-fei 4 Lucas, André 4 MacDonald, Ronald 4 Mapa, Dennis S. 4 Onorante, Luca 4 Patacchini, Eleonora 4 Polasek, Wolfgang 4 Terada-Hagiwara, Akiko 4 Villani, Mattias 4 Wang, Wei 4 Yabu, Tomoyoshi 4 Aristei, David 3 Bagliano, Fabio 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 Tilburg University, Center for Economic Research 5 International Centre for Economic Research (ICER) 4 Statistisk Sentralbyrå, Government of Norway 4 Tinbergen Instituut 4 Vanderbilt University Department of Economics 4 Department of Economics, Faculty of Economic and Management Sciences 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Fondazione ENI Enrico Mattei (FEEM) 3 School of Economics and Finance, Queen Mary 3 C.E.P.R. Discussion Papers 2 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 2 Department of Economics, Adam Smith Business School 2 Department of Economics, University of Peloponnese 2 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 EconWPA 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Scottish Institute for Research in Economics (SIRE) 2 Suomen Pankki 2 Tinbergen Institute 2 Wisconsin Madison - Social Systems 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Departamento de Economía, Universidad Torcuato Di Tella 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Auburn University 1 Department of Economics, European University Institute 1 Department of Economics, Graduate Center 1 Department of Economics, University of Crete 1 Department of Economics, University of Warwick 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Economia, Università degli Studi di Perugia 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1
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Published in...
All
MPRA Paper 10 Econometric reviews 7 Journal of econometrics 7 Tinbergen Institute Discussion Papers 6 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 5 Discussion Paper / Tilburg University, Center for Economic Research 5 Discussion Papers 5 Tinbergen Institute Discussion Paper 5 Working Paper 5 Working papers / Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 Computational Statistics & Data Analysis 4 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 4 Discussion paper / Tinbergen Institute 4 Econometrics 4 Econometrics : open access journal 4 Economic modelling 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 Vanderbilt University Department of Economics Working Papers 4 Applied economics 3 Applied economics letters 3 Discussion paper 3 Econometric Reviews 3 Economics Letters 3 Empirical Economics 3 International journal of forecasting 3 Journal of Banking & Finance 3 Journal of forecasting 3 Nota di Lavoro 3 Regional science & urban economics 3 SSE/EFI Working Paper Series in Economics and Finance 3 Stata Journal 3 Statistical Inference for Stochastic Processes 3 Studies in Nonlinear Dynamics & Econometrics 3 Tourism economics : the business and finance of tourism and recreation 3 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 3 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 3 Working Papers / School of Economics and Finance, Queen Mary 3 CEPR Discussion Papers 2 CESifo Working Paper 2 CESifo working papers 2
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Source
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RePEc 216 ECONIS (ZBW) 182 EconStor 58 BASE 4 Other ZBW resources 3
Showing 21 - 30 of 463
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Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020 : evidence from the structural VAR models
Da̜browski, Marek A.; Widiantoro, Dimas Mukhlas - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 703-731
Persistent link: https://www.econbiz.de/10014452041
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Finite mixture models for multiscale dynamics in Chinese financial markets
Saâdaoui, Foued; Rabbouch, Hana - In: Journal of the Operational Research Society 76 (2025) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10015188939
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Is corruption an input material for environmental pollution?
Hoang Van Hung; Nguyen Khanh Doanh - In: Journal of international development : the journal of … 37 (2025) 1, pp. 172-201
Persistent link: https://www.econbiz.de/10015371588
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Simple powerful robust tests based on sign depth
Leckey, Kevin; Malcherczyk, Dennis; Horn, Melanie; … - In: Statistical Papers 64 (2022) 3, pp. 857-882
Up to now, powerful outlier robust tests for linear models are based on M-estimators and are quite complicated. On the other hand, the simple robust classical sign test usually provides very bad power for certain alternatives. We present a generalization of the sign test which is similarly easy...
Persistent link: https://www.econbiz.de/10015178311
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State-dependent autoregressive models with p lags : properties, estimation and forecasting
Gobbi, Fabio; Mulinacci, Sabrina - In: Central European journal of economic modelling and … 14 (2022) 1, pp. 81-108
Persistent link: https://www.econbiz.de/10012878801
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
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Impact computations in the general spatial interaction model
Laurent, Thibault; Margaretic, Paula; Thomas-Agnan, … - 2022
Persistent link: https://www.econbiz.de/10013367224
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GMM estimation of spatial autoregressive models with cluster dependent errors
Sato, Takaki - 2022
Persistent link: https://www.econbiz.de/10013445728
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Efectos dinámicos de impulsos de la oferta y la demanda agregada, y la productividad sobre la demanda laboral : el caso de Puerto Rico
Rodríguez Ramos, Carlos Antonio; Alemar, Emanuelle - In: Economía teoría y práctica 30 (2022) 56, pp. 105-130
Persistent link: https://www.econbiz.de/10013256983
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Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca; Hecq, Alain W. J. - 2022
Persistent link: https://www.econbiz.de/10013257768
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