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  • Search: subject:"Autoregressives Modell"
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Year of publication
Subject
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VAR model 16,094 VAR-Modell 16,094 Theorie 5,566 Theory 5,566 Schock 5,445 Shock 5,445 Schätzung 4,565 Estimation 4,564 Geldpolitik 3,492 Monetary policy 3,471 Zeitreihenanalyse 3,449 Time series analysis 3,442 Prognoseverfahren 2,568 Forecasting model 2,565 Autocorrelation 2,438 Autokorrelation 2,438 Schätztheorie 2,245 Estimation theory 2,244 USA 2,217 United States 2,210 Wirkungsanalyse 2,000 Impact assessment 1,999 Volatilität 1,912 Volatility 1,911 ARMA-Modell 1,764 ARMA model 1,754 Business cycle 1,676 Konjunktur 1,676 Bayesian inference 1,647 Bayes-Statistik 1,645 Kointegration 1,595 Cointegration 1,574 Welt 1,363 World 1,363 Oil price 1,353 Ölpreis 1,353 Geldpolitische Transmission 1,342 Monetary transmission 1,342 Börsenkurs 1,214 Share price 1,214
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Online availability
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Free 8,917 Undetermined 4,752 CC license 520
Type of publication
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Article 10,635 Book / Working Paper 9,523
Type of publication (narrower categories)
All
Article in journal 10,080 Aufsatz in Zeitschrift 10,080 Graue Literatur 5,882 Non-commercial literature 5,882 Arbeitspapier 5,768 Working Paper 5,768 Aufsatz im Buch 464 Book section 464 Hochschulschrift 250 Thesis 190 Conference paper 93 Konferenzbeitrag 93 Collection of articles written by one author 74 Sammlung 74 Collection of articles of several authors 33 Konferenzschrift 33 Sammelwerk 33 Dissertation u.a. Prüfungsschriften 26 Bibliografie enthalten 24 Bibliography included 24 Aufsatzsammlung 21 Amtsdruckschrift 17 Government document 17 Forschungsbericht 15 Lehrbuch 15 Systematic review 13 Übersichtsarbeit 13 Textbook 12 Case study 10 Fallstudie 10 Amtliche Publikation 4 Handbook 4 Handbuch 4 Conference proceedings 3 Reprint 3 Rezension 3 Bibliografie 2 Festschrift 2 Interview 2 Nachschlagewerk 2
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Language
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English 19,795 German 141 French 71 Spanish 55 Portuguese 22 Polish 19 Czech 11 Italian 11 Russian 7 Croatian 6 Undetermined 6 Romanian 5 Slovak 4 Finnish 2 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Ukrainian 2 Albanian 1
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Author
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Lütkepohl, Helmut 201 Pesaran, M. Hashem 141 Marcellino, Massimiliano 130 Gupta, Rangan 122 Kilian, Lutz 102 Mumtaz, Haroon 102 Koop, Gary 93 Gambetti, Luca 88 Huber, Florian 86 Castelnuovo, Efrem 84 Phillips, Peter C. B. 84 Canova, Fabio 76 Clark, Todd E. 74 Carriero, Andrea 72 Kapetanios, George 70 Schorfheide, Frank 69 Caggiano, Giovanni 68 Caporale, Guglielmo Maria 68 Saikkonen, Pentti 68 Chudik, Alexander 67 Giannone, Domenico 64 Gil-Alaña, Luis A. 64 Johansen, Søren 63 Jusélius, Katarina 63 Theodoridis, Konstantinos 59 Österholm, Pär 57 Fève, Patrick 55 McAleer, Michael 55 Chan, Joshua 54 Nielsen, Morten Ørregaard 54 Korobilis, Dimitris 52 Kim, So-yŏng 51 Lanne, Markku 51 Minford, Patrick 48 Benati, Luca 47 Afonso, António 46 Feldkircher, Martin 46 Inoue, Atsushi 46 Lenza, Michele 46 Rahbek, Anders 46
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Institution
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National Bureau of Economic Research 132 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 37 European University Institute / Department of Economics 19 European University Institute / Department of Law 14 Federal Reserve Bank of St. Louis 14 Ekonomiska forskningsinstitutet <Stockholm> 12 Københavns Universitet / Økonomisk Institut 9 Leibniz-Institut für Wirtschaftsforschung Halle 8 European Central Bank 7 Econometrisch Instituut <Rotterdam> 6 Escola de Pós-Graduação em Economia <Rio de Janeiro> 6 Narodna Banka na Republika Makedonija 6 Queen Mary College / Department of Economics 6 School of Finance and Business Economics <Perth, Western Australia> 6 University of Strathclyde / Department of Economics 6 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 Center for Economic Research <Tilburg> 4 Federal Reserve Bank of San Francisco 4 Innocenzo Gasparini Institute for Economic Research <Mailand> 4 London School of Economics and Political Science 4 Nuffield College 4 University of Leicester / Department of Economics 4 Centre for Analytical Finance <Århus> 3 Christian-Albrechts-Universität zu Kiel 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Columbia University / Department of Economics 3 European Commission / Statistical Office of the European Communities 3 International Monetary Fund 3 National Institute of Economic and Social Research 3 Robert Schuman Centre for Advanced Studies 3 Rodney L. White Center for Financial Research 3 Rutgers University / Department of Economics 3 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 3 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 3 Springer International Publishing 3 Umeå Universitet / Institutionen för Nationalekonomi 3 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 3 University of British Columbia / Finance Division 3
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Published in...
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Journal of econometrics 315 Economics letters 309 Economic modelling 269 Applied economics 263 Working paper 254 Energy economics 250 Working paper series / European Central Bank 209 CESifo working papers 197 International journal of forecasting 173 Discussion paper / Centre for Economic Policy Research 165 Journal of international money and finance 161 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 153 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 144 Applied economics letters 131 Journal of economic dynamics & control 131 Journal of forecasting 130 International Journal of Energy Economics and Policy : IJEEP 129 NBER working paper series 127 CAMA working paper series 124 Econometric theory 124 IMF working papers 124 Discussion papers / CEPR 116 Journal of macroeconomics 108 Working paper / National Bureau of Economic Research, Inc. 107 NBER Working Paper 106 International review of economics & finance : IREF 105 ECB Working Paper 103 Journal of applied econometrics 103 Finance research letters 101 Discussion paper / Tinbergen Institute 97 Macroeconomic dynamics 96 Discussion paper 92 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 90 Discussion papers / Deutsches Institut für Wirtschaftsforschung 87 Econometric reviews 87 Journal of monetary economics 82 The North American journal of economics and finance : a journal of financial economics studies 77 Journal of banking & finance 69 Working paper series 69 Journal of international financial markets, institutions & money 68
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Source
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ECONIS (ZBW) 20,117 USB Cologne (EcoSocSci) 32 USB Cologne (business full texts) 8 RePEc 1
Showing 171 - 180 of 20,158
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Credit strikes back : the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates
Conti, Antonio M.; Neri, Stefano; Notar, Alessandro - 2024
Persistent link: https://www.econbiz.de/10015179816
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The response of inflation to budgetary shocks in Russia : an (S)VAR approach in economically uncertain times
Dermechi, Feriel; Zakane, Ahmed - In: Central European review of economics and management : CEREM 8 (2024) 4, pp. 7-36
Aim: The motivation for this research stems from Russia's notable high levels of government expenditure due to its continual involvement in armed conflicts, which often result in budgetary imbalances and economic policy uncertainty. These factors impact the inflation rate. This study delves into...
Persistent link: https://www.econbiz.de/10015323449
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Dynamic hedging responses of gold and silver to inflation : a Markov regime-switching VAR analysis
Valadkhani, Abbas; O'Mahony, Barry - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10015323715
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Forecasting crude oil prices : does global financial uncertainty matter?
Ma, Yong; Li, Shuaibing; Zhou, Mingtao - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10015323732
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Oil price uncertainty and consumer sentiment in advanced economies
Azad, Nahiyan Faisal; Serletis, Apostolos - In: The energy journal 45 (2024) 6, pp. 159-175
Persistent link: https://www.econbiz.de/10015323984
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The cash-flow channel of monetary policy : evidence from billions of transactions
Ahn, SeHyoun; Galaasen, Sigurd Mølster; Mæhlum, Mathis - 2024
We present novel findings on the impact of monetary policy on consumer spending behavior using a newly assembled high-frequency household expenditure panel. Leveraging comprehensive weekly electronic transaction-level data for all individuals in Norway over 13 years, our study sheds light on the...
Persistent link: https://www.econbiz.de/10015324129
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Piecing the puzzle : real exchange rates and long-run fundamentals
Bjørnland, Hilde Christiane; Brubakk, Leif; … - 2024
This paper examines the structural determinants of real exchange rates, emphasizing the persistent low-frequency movements that traditional models, such as Purchasing Power Parity (PPP) and Uncovered Interest Parity (UIP), often fail to capture. To address this, we propose a structural VAR model...
Persistent link: https://www.econbiz.de/10015324149
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Modelling dynamic relationships between energy prices and inflation in Euro area using wavelets
Alqaralleh, Huthaifa; Canepa, Alessandra - 2024
Persistent link: https://www.econbiz.de/10015324792
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A comparative assessment of holt winter exponential smoothing and autoregressive integrated moving average for inventory optimization in supply chains
Kumar, Lalji; Khedlekar, Sudhakar; Khedlekar, Uttam Kumar - In: Supply chain analytics 8 (2024), pp. 1-16
Precise demand forecasting and agile pricing strategies are crucial in modern business. This study aims to enhance these strategies by evaluating the efficacy of Holt-Winters Exponential Smoothing (HWES) and Autoregressive Integrated Moving Average (ARIMA) models. The study assesses their...
Persistent link: https://www.econbiz.de/10015325094
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Monetary policy shocks and the high-frequency network connectedness of stock markets
Anghel, Dan Gabriel; Caraiani, Petre - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015204674
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