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  • Search: subject:"Autoregressive Process"
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Year of publication
Subject
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VAR-Modell 16,087 VAR model 16,084 Schock 5,402 Shock 5,402 Estimation 3,936 Schätzung 3,936 Theorie 3,924 Theory 3,920 Geldpolitik 3,437 Monetary policy 3,431 Impact assessment 1,970 Wirkungsanalyse 1,970 USA 1,885 United States 1,879 Zeitreihenanalyse 1,862 Time series analysis 1,859 Prognoseverfahren 1,739 Forecasting model 1,736 Business cycle 1,614 Konjunktur 1,613 Bayesian inference 1,539 Bayes-Statistik 1,538 Volatility 1,531 Volatilität 1,531 Cointegration 1,456 Kointegration 1,447 Geldpolitische Transmission 1,337 Monetary transmission 1,337 Oil price 1,310 Ölpreis 1,310 Welt 1,269 World 1,269 Estimation theory 1,248 Schätztheorie 1,248 Inflation 1,095 EU-Staaten 1,041 EU countries 1,040 Euro area 938 Eurozone 936 Börsenkurs 911
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Online availability
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Free 7,632 Undetermined 4,093 CC license 443
Type of publication
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Article 8,388 Book / Working Paper 7,898
Type of publication (narrower categories)
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Article in journal 7,926 Aufsatz in Zeitschrift 7,926 Graue Literatur 5,013 Non-commercial literature 5,013 Working Paper 4,928 Arbeitspapier 4,899 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 15,947 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 87 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 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
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ECONIS (ZBW) 16,119 RePEc 130 EconStor 34 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 16,286
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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Estimating the international spillover effects of China's fiscal policy : a global VAR analysis
Huanhuan, Guo; Miyzaki, Tomomi - 2025
Persistent link: https://www.econbiz.de/10015192320
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U.S. monetary policy spillovers to emerging market countries : responses to cost-push and natural rate shocks
Cheng, Penghao; You, Yu - In: Economic modelling 143 (2025), pp. 1-34
Persistent link: https://www.econbiz.de/10015193337
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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Central bank information effects in Japan : the role of uncertainty channel
Morita, Hiroshi; Matsumoto, Ryo; Ono, Taiki - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 855-877
Persistent link: https://www.econbiz.de/10015193879
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Is monetary policy transmission green?
Benchora, Inessa; Leroy, Aurélien; Raffestin, Louis - In: Economic modelling 144 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015195148
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The credit channel of the sovereign spread : a Bayesian SVAR analysis
Cafiso, Gianluca; Missale, Alessandro; Rivolta, Giulia - In: Economic modelling 144 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015195154
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A new look at cross-country aggregation in the global VAR approach : theory and Monte Carlo simulation
Gündüz, Halil İbrahim; Emirmahmutoglu, Furkan; … - In: Computational economics 65 (2025) 1, pp. 21-67
Persistent link: https://www.econbiz.de/10015195756
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Immigration (from Ukraine) and labour market in Poland : evidence from Bayesian VAR models
Postek, Łukasz; Walerych, Małgorzata - 2025
Persistent link: https://www.econbiz.de/10015197278
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How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus - In: Global journal of emerging market economies 17 (2025) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
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