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~subject:"vector autoregressive process"
~subject:"Monetary policy"
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vector autoregressive process
Monetary policy
impulse responses
155
Impulse responses
112
VAR-Modell
112
VAR model
107
Schätzung
85
Estimation
79
Schock
67
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65
Geldpolitik
49
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46
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46
Estimation theory
42
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Impulse Responses
30
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28
Global VAR (GVAR)
25
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monetary policy
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USA
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cointegration
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global macroeconomic modeling
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Free
41
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Staszewska-Bystrova, Anna
17
Winker, Peter
17
Lütkepohl, Helmut
16
Luetkepohl, Helmut
7
Lanne, Markku
5
Alvarez, Fernando
4
Barnichon, Régis
4
Lippi, Francesco
4
Mesters, Geert
4
Paciello, Luigi
3
Villani, Mattias
3
Warne, Anders
3
Bacchiocchi, Emanuele
2
Castelnuovo, Efrem
2
Fanelli, Luca
2
Hall, Stephen G.
2
Matthes, Christian
2
Read, Matthew
2
Tavlas, George S.
2
Wang, Yongli
2
Adrangi, Bahram
1
Amir Ahmadi, Pooyan
1
Apostolakis, George
1
Apostolakis, George N.
1
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1
Ayanou, Tilahun
1
Baade, Hannah
1
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1
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1
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1
Boldea, Otilia
1
Cao, Jin
1
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1
Fang, Jing
1
Fisher, Lance A.
1
Floros, Christos
1
Franz, Thorsten
1
Gillas, Konstantinos Gkillas
1
Han, Xu
1
Hayashi, Fumio
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1
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1
School of Economics, University of Kent
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of computational economics and econometrics : IJCEE
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of economic and financial sciences
1
Journal of economics and finance : JEF
1
Journal of financial stability
1
Journal of housing economics
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Journal of international money and finance
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ECONIS (ZBW)
51
RePEc
11
EconStor
9
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51
Macroeconomic effects of inflationary shocks with durable and non-durable consumption
Mallick, Sushanta Kumar
;
Mohsin, Mohammed
- In:
Open economies review
27
(
2016
)
5
,
pp. 895-921
Persistent link: https://www.econbiz.de/10011717040
Saved in:
52
Monetary shocks in models with inattentive producers
Alvarez, Fernando
;
Lippi, Francesco
;
Paciello, Luigi
- In:
The review of economic studies
83
(
2016
)
2
,
pp. 421-459
Persistent link: https://www.econbiz.de/10011630820
Saved in:
53
Foreign capital inflows to the USA and mortgage interest rates
Ayanou, Tilahun
- In:
Journal of housing economics
34
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011631695
Saved in:
54
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Saved in:
55
Effects of mineral-commodity price shocks on monetary policy in developed countries
Sekine, Atsushi
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3332-3346
Persistent link: https://www.econbiz.de/10011293558
Saved in:
56
Financial stress spillovers across the banking, securities and foreign exchange markets
Apostolakis, George
;
Papadopoulos, Athanasios P.
- In:
Journal of financial stability
19
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011574225
Saved in:
57
Price setting with menu cost for multiproduct firms
Alvarez, Fernando
;
Lippi, Francesco
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
1
,
pp. 89-135
Persistent link: https://www.econbiz.de/10010403901
Saved in:
58
Monetary shocks with observation and menu costs
Alvarez, Fernando
;
Lippi, Francesco
;
Paciello, Luigi
-
2013
Persistent link: https://www.econbiz.de/10009760696
Saved in:
59
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
60
Structural versus matching estimation : transmission mechanisms in Armenia
Poghosyan, Karen
;
Boldea, Otilia
- In:
Economic modelling
30
(
2013
),
pp. 136-148
Persistent link: https://www.econbiz.de/10009703711
Saved in:
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