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Search: subject:"Autoregressive Process"
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VAR-Modell
16,093
VAR model
16,090
Schock
5,405
Shock
5,405
Estimation
3,938
Schätzung
3,938
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
1,863
Time series analysis
1,860
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
1,269
World
1,269
Estimation theory
1,249
Schätztheorie
1,249
Inflation
1,097
EU-Staaten
1,041
EU countries
1,040
Euro area
939
Eurozone
937
Börsenkurs
911
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Free
7,636
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4,095
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444
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8,394
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7,898
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Article in journal
7,932
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7,932
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5,013
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5,013
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4,928
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4,899
Aufsatz im Buch
339
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339
Hochschulschrift
158
Thesis
117
Conference paper
76
Konferenzbeitrag
76
Collection of articles written by one author
55
Sammlung
55
Konferenzschrift
30
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26
Sammelwerk
26
Aufsatzsammlung
18
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14
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9
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8
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8
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8
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7
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6
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5
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4
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4
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4
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2
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15,953
Undetermined
100
German
60
French
60
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43
Portuguese
19
Polish
13
Czech
11
Italian
9
Croatian
6
Russian
5
Romanian
4
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4
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2
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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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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
Working paper / National Bureau of Economic Research, Inc.
92
Finance research letters
91
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
All
ECONIS (ZBW)
16,125
RePEc
130
EconStor
34
Other ZBW resources
2
BASE
1
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16,131
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16,140
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16,292
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16131
Aggregate supply and demand shocks : a natural rate approach
Estrella, Arturo
-
1997
Persistent link: https://www.econbiz.de/10001397855
Saved in:
16132
Systematic monetary policy and the effects of oil price shocks
Bernanke, Ben
;
Gertler, Mark
;
Watson, Mark W.
-
1997
Persistent link: https://www.econbiz.de/10000968815
Saved in:
16133
Predictability in international asset returns : a reexamination
Neely, Christopher J.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000972578
Saved in:
16134
The vector autoregression (VAR) approach to econometric modelling
1997
Persistent link: https://www.econbiz.de/10001361276
Saved in:
16135
Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O.
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001215439
Saved in:
16136
Um modelo para a previsão conjunta do PIB, inflação e liquidez
Moreira, Ajax
;
Fiorencio, Antonio
;
Lopes, Hedibert Freitas
- In:
Revista de econometria
17
(
1997
)
1
,
pp. 67-111
Persistent link: https://www.econbiz.de/10001610796
Saved in:
16137
Testing the expectations theory of the term structure of interest rates using model-selection methods
Chao, John C.
(
contributor
);
Chiao, Chaoshin
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001769671
Saved in:
16138
Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian
(
contributor
);
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
Saved in:
16139
Resolving the liquidity puzzle
Serletis, Apostolos
;
Chwee, Victor
- In:
Macroeconomic dynamics
1
(
1997
)
4
,
pp. 720-739
Persistent link: https://www.econbiz.de/10001630108
Saved in:
16140
When do long-run indentifying restrictions give reliable results?
Faust, Jon
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 345-353
Persistent link: https://www.econbiz.de/10001222714
Saved in:
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