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  • Search: subject:"Impulse response functions"
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Year of publication
Subject
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VAR model 168 VAR-Modell 168 impulse response functions 143 Impulse response functions 109 Schock 109 Shock 109 Schätzung 94 Estimation 93 Time series analysis 76 Zeitreihenanalyse 76 Impact assessment 67 Wirkungsanalyse 67 Theorie 57 Theory 56 Estimation theory 50 Monetary policy 50 Schätztheorie 50 Impulse Response Functions 48 Geldpolitik 47 impulse-response functions 45 Cointegration 37 USA 36 Volatility 35 Volatilität 35 United States 34 generalized impulse response functions 31 Kointegration 30 Fiscal policy 26 Oil price 25 VAR 25 Business cycle 24 Kausalanalyse 24 Konjunktur 24 monetary policy 24 Ölpreis 24 Causality analysis 23 Economic growth 23 Finanzpolitik 23 Wirtschaftswachstum 23 Nichtlineare Regression 20
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Online availability
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Free 248 Undetermined 160 CC license 8
Type of publication
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Article 268 Book / Working Paper 202 Other 4 Journal 1
Type of publication (narrower categories)
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Article in journal 175 Aufsatz in Zeitschrift 175 Working Paper 113 Arbeitspapier 75 Graue Literatur 75 Non-commercial literature 75 Article 11 research-article 6 Conference Paper 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 1 Book section 1 Congress Report 1 Preprint 1 Report 1
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Language
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English 331 Undetermined 132 Czech 4 German 3 Spanish 2 Portuguese 1 Romanian 1 Russian 1
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Author
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Gupta, Rangan 13 Moneta, Alessio 13 Jalles, João Tovar 12 Sheng, Xin 11 Brenner, Thomas 10 Eberle, Jonathan 10 Afonso, António 8 Caggiano, Giovanni 8 Castelnuovo, Efrem 8 Mitze, Timo 8 Ferraresi, Tommaso 7 Pellegrino, Giovanni 7 Roventini, Andrea 7 Sacht, Stephen 7 Karanassou, Marika 6 Pesavento, Elena 6 Rossi, Barbara 6 Allen, David E. 5 Belke, Ansgar 5 Franke, Reiner 5 Goemans, Pascal 5 Liow, Kim Hiang 5 McAleer, Michael 5 Nodari, Gabriela 5 Powell, Robert 5 Ricco, Giovanni 5 Sala, Hector 5 Alvarez, Fernando 4 Bruder, Stefan 4 Chudik, Alexander 4 Fagiolo, Giorgio 4 Garcia, Márcio Gomes Pinto 4 Ji, Qiang 4 John, Adam 4 Lippi, Francesco 4 Paschen, Marius 4 Ribeiro, Bernardo 4 Wolf, Michael 4 Baumeister, Christiane 3 Berg, Andrew 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 3 Australian Agricultural and Resource Economics Society - AARES 2 Departamento de Economia, Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE) 2 Department of Economics, Faculty of Business and Economics 2 Department of Economics, Faculty of Economic and Management Sciences 2 EconWPA 2 Econometric Society 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 University of Bonn, Germany 2 de Nederlandsche Bank 2 Agricultural and Applied Economics Association - AAEA 1 Bank for International Settlements (BIS) 1 Bank of Thailand 1 Banque de France 1 CESifo 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centro Ricerche Nord Sud (CRENoS) 1 Departamento de Ciencias Sociales, Universidad Autónoma de Ciudad Juárez 1 Department of Economics, European University Institute 1 Department of Economics, National University of Ireland 1 Department of Economics, Trinity College 1 Department of Economics, University of Crete 1 Department of Economics, University of Sheffield 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 1 Duke University, Department of Economics 1 Economic Research Southern Africa (ERSA) 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Ekonomik Yaklasim Association 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Escuela de Graduados en Administración Pública y Políticas Públicas (EGAP), Instituto Tecnológico y de Estudios Superiores de Monterrey (ITESM) 1 European Association of Agricultural Economists - EAAE 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Frankfurt School of Finance and Management 1
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Published in...
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MPRA Paper 11 Applied economics 6 Applied economics letters 6 Economics letters 6 Energy economics 6 LEM Working Paper Series 6 Working paper 6 Working papers 6 Working papers in innovation and space 6 International Journal of Energy Economics and Policy : IJEEP 5 Journal of economic dynamics & control 5 LEM working paper series 5 Working Paper 5 Working Papers on Innovation and Space 5 CESifo Working Paper 4 Jahrbücher für Nationalökonomie und Statistik 4 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Journal of econometrics 4 CEPR Discussion Papers 3 CESifo working papers 3 Department of Economics working paper series 3 Discussion paper / Tinbergen Institute 3 Economic modelling 3 Economies 3 Economies : open access journal 3 Finance research letters 3 International journal of economics and finance 3 Politická ekonomie : teorie, modelování, aplikace 3 Research in international business and finance 3 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand 2 Applied Econometrics and International Development 2 Asian Academy of Management Journal of Accounting and Finance 2 Bulletin of economic research 2 Defence and Peace Economics 2 Department of Economics - Working Papers Series 2 Discussion Paper Serie B 2 Discussion papers / CEPR 2 EIEF working paper 2 ENSAYOS SOBRE POLÍTICA ECONÓMICA 2 Economic Change and Restructuring 2
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Source
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ECONIS (ZBW) 255 RePEc 151 EconStor 54 BASE 7 Other ZBW resources 6 USB Cologne (business full texts) 2
Showing 471 - 475 of 475
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On the asymptotic distribution of impulse response functions with long run restrictions
Vlaar, P.J.G. - de Nederlandsche Bank - 1998
response functions or to perform tests of hypotheses concerning forecast error variance decompositions. The relevance of the … asymptotic distribution of the moving average parameters can be used to determine asymptotic confidence intervals of impulse …
Persistent link: https://www.econbiz.de/10005030230
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Germany Before and After Unification: A Strucutral VAR Analysis
Weber, Axel A - University of Bonn, Germany - 1997
Recent theoretical research in business cycle modelling has aimed at putting forward a unified framework for studying both short-term cycles and long-term growth. Empirical research based on structural vector-autoregression has established that the same factors which drive long-run growth also...
Persistent link: https://www.econbiz.de/10004968296
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Integración espacial y cointegración: una aplicación al mercado de cereales en España
Gil, José María; Clemente, J.; A, Montañés; Reyes, M. - In: Estudios de Economía Aplicada 6 (1996) Diciembre, pp. 103-130
El objetivo del presente trabajo se centra en verificar el cumplimiento de la Ley de Precio Unico (LPU) en mercados separados espacialmente, utilizando el enfoque de cointegración. Se han considerado dos mercados: trigo y cebada, y cuatro zonas productoras-consumidoras de dichos cereales: Ebro,...
Persistent link: https://www.econbiz.de/10005736975
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Money Growth and Inflation: Implications of Reducing the Bias of VAR Estimates
Brännström, Tomas - Economics Institute for Research (SIR), … - 1995
approximations. The effects of bias reduction on impulse-response functions and variance decompositions are found to be negligible …
Persistent link: https://www.econbiz.de/10005651512
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Causal Relationships Between Premiums and Losses, and Causes of the Underwriting Cycles
Chung, Ronald K.; Fung, Hung-Gay; Lai, Gene C.; Witt, … - EconWPA - 1994
by impulse response functions for premiums seem to support Cummins and Outreville's hypothesis of rational expectations …
Persistent link: https://www.econbiz.de/10005412562
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