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  • Search: subject:"Autoregressive Process"
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Year of publication
Subject
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VAR-Modell 16,097 VAR model 16,094 Schock 5,405 Shock 5,405 Estimation 3,939 Schätzung 3,939 Theorie 3,924 Theory 3,920 Geldpolitik 3,438 Monetary policy 3,432 Impact assessment 1,972 Wirkungsanalyse 1,972 USA 1,886 United States 1,880 Zeitreihenanalyse 1,864 Time series analysis 1,861 Prognoseverfahren 1,741 Forecasting model 1,738 Business cycle 1,615 Konjunktur 1,614 Bayesian inference 1,540 Bayes-Statistik 1,539 Volatility 1,531 Volatilität 1,531 Cointegration 1,456 Kointegration 1,447 Geldpolitische Transmission 1,338 Monetary transmission 1,338 Oil price 1,310 Ölpreis 1,310 Welt 1,270 World 1,270 Estimation theory 1,250 Schätztheorie 1,250 Inflation 1,097 EU-Staaten 1,041 EU countries 1,040 Euro area 939 Eurozone 937 Börsenkurs 912
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Online availability
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Free 7,637 Undetermined 4,098 CC license 444
Type of publication
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Article 8,397 Book / Working Paper 7,899
Type of publication (narrower categories)
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Article in journal 7,935 Aufsatz in Zeitschrift 7,935 Graue Literatur 5,014 Non-commercial literature 5,014 Working Paper 4,929 Arbeitspapier 4,900 Aufsatz im Buch 339 Book section 339 Hochschulschrift 158 Thesis 117 Conference paper 76 Konferenzbeitrag 76 Collection of articles written by one author 55 Sammlung 55 Konferenzschrift 30 Collection of articles of several authors 26 Sammelwerk 26 Aufsatzsammlung 18 Bibliografie enthalten 14 Bibliography included 14 Lehrbuch 9 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Textbook 6 Article 5 Amtliche Publikation 4 Handbook 4 Handbuch 4 Interview 2 research-article 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1 Reprint 1
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Language
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English 15,957 Undetermined 100 German 60 French 60 Spanish 43 Portuguese 19 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 217 Marcellino, Massimiliano 126 Pesaran, M. Hashem 125 Gupta, Rangan 113 Mumtaz, Haroon 102 Kilian, Lutz 97 Gambetti, Luca 88 Huber, Florian 86 Koop, Gary 86 Castelnuovo, Efrem 84 Canova, Fabio 76 Carriero, Andrea 72 Clark, Todd E. 70 Schorfheide, Frank 68 Chudik, Alexander 67 Caggiano, Giovanni 64 Giannone, Domenico 63 Jusélius, Katarina 61 Theodoridis, Konstantinos 59 Johansen, Søren 55 Saikkonen, Pentti 55 Fève, Patrick 53 Korobilis, Dimitris 52 Österholm, Pär 51 Kapetanios, George 50 Kim, So-yŏng 50 Chan, Joshua 49 Benati, Luca 47 Minford, Patrick 47 Afonso, António 46 Feldkircher, Martin 46 Lenza, Michele 46 Rubio-Ramírez, Juan Francisco 46 Winker, Peter 46 Mohaddes, Kamiar 45 Belke, Ansgar 44 Baumeister, Christiane 43 Inoue, Atsushi 43 Nielsen, Morten Ørregaard 42 Staszewska-Bystrova, Anna 41
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Institution
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National Bureau of Economic Research 118 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 Department of Economics, European University Institute 12 Federal Reserve Bank of St. Louis 11 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 European Central Bank 7 Narodna Banka na Republika Makedonija 6 University of Strathclyde / Department of Economics 6 School of Finance and Business Economics <Perth, Western Australia> 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 CESifo 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Econometrisch Instituut <Rotterdam> 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Federal Reserve Bank of San Francisco 4 Innocenzo Gasparini Institute for Economic Research <Mailand> 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 University of Leicester / Department of Economics 4 Center for Economic Research <Tilburg> 3 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 International Monetary Fund 3 National Institute of Economic and Social Research 3 Nuffield College 3 University of California Davis / Department of Economics 3 Brown University / Department of Economics 2 Centre for Analytical Finance <Århus> 2 Christian-Albrechts-Universität zu Kiel 2 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 2 Department of Econometrics and Business Statistics, Monash Business School 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 European Commission / Directorate-General for Economic and Financial Affairs 2 European Commission / Statistical Office of the European Union 2 Facoltà di Economia, Università degli Studi dell'Insubria 2
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Published in...
All
Economic modelling 241 Energy economics 233 Working paper 229 Applied economics 225 Working paper series / European Central Bank 206 Economics letters 204 CESifo working papers 174 Journal of international money and finance 159 Discussion paper / Centre for Economic Policy Research 156 Journal of econometrics 145 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 Journal of economic dynamics & control 125 CAMA working paper series 121 IMF working papers 121 NBER working paper series 117 Discussion papers / CEPR 114 International Journal of Energy Economics and Policy : IJEEP 110 International journal of forecasting 110 Journal of macroeconomics 106 Applied economics letters 105 ECB Working Paper 103 International review of economics & finance : IREF 96 NBER Working Paper 94 Finance research letters 92 Working paper / National Bureau of Economic Research, Inc. 92 Journal of applied econometrics 87 Macroeconomic dynamics 87 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 86 Discussion paper 85 Journal of monetary economics 81 Discussion papers / Deutsches Institut für Wirtschaftsforschung 80 The North American journal of economics and finance : a journal of financial economics studies 72 Journal of forecasting 71 European economic review : EER 63 Working papers 61 Journal of international financial markets, institutions & money 59 Working paper series 59 IMF Working Paper 56 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 56 Journal of banking & finance 55
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Source
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ECONIS (ZBW) 16,129 RePEc 130 EconStor 34 Other ZBW resources 2 BASE 1
Showing 15,691 - 15,700 of 16,296
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Vector autoregressive processes with nonlinear time trends in cointegrating relations
Ripatti, Antti; Saikkonen, Pentti - In: Macroeconomic dynamics 5 (2001) 4, pp. 577-597
Persistent link: https://www.econbiz.de/10001625171
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Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001
Persistent link: https://www.econbiz.de/10001626097
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Testing the order of integration in a VAR model for I(2) variables
Archontakis, Fragiskos - 2001
Persistent link: https://www.econbiz.de/10001627043
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Exchange rate and output dynamics in Mexico : an econometric study
Yazgan, M. Ege - 2001
Persistent link: https://www.econbiz.de/10001627372
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Detrending and the money-output link : international evidence
Hafer, Rik W.; Kutan, Ali Mustafa - 2001 - Rev. Sept. 2001
Persistent link: https://www.econbiz.de/10001627505
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Similarity of supply and demand shocks between the euro area and the CEECs
Fidrmuc, Jarko; Korhonen, Iikka - 2001
Persistent link: https://www.econbiz.de/10001631867
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The monetary transmission mechanism at the sectoral level
Farès, Jean; Srour, Gabriel - 2001
Persistent link: https://www.econbiz.de/10001632466
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El modelo de corrección de error del vector M1: algunas extensiones y aplicaciones
Hendry, Scott; Adam, Charleen - In: Monetaria 24 (2001) 2, pp. 97-129
Persistent link: https://www.econbiz.de/10001632498
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The adjustment of the Yule-Walker relations in VAR modeling : the impact of the Euro on the Hong Kong stock market
Brailsford, Timothy J.; Penm, Jack H. W.; Deane Terrell, R. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10001697030
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International transmission of equity market movements : American depositary receipts, U.S., and Asian equity markets
Soydemir, Gökçe A.; Curci, Roberto - In: The southern business & economic journal 24 (2001) 4, pp. 265-282
Persistent link: https://www.econbiz.de/10001745783
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