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  • Search: subject:"Impulse-Response analysis"
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Year of publication
Subject
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impulse response analysis 102 Impulse response analysis 57 Schätzung 52 Estimation 51 VAR model 45 VAR-Modell 44 Schock 40 Shock 40 Time series analysis 32 Zeitreihenanalyse 32 Cointegration 25 Theorie 23 Impact assessment 22 Wirkungsanalyse 22 Theory 21 impulse-response analysis 21 Estimation theory 20 Schätztheorie 20 Impulse Response Analysis 19 Kointegration 19 Geldpolitik 17 Volatilität 17 Monetary policy 16 Volatility 16 forecasting 14 Causality analysis 13 EU countries 13 EU-Staaten 13 Kausalanalyse 13 Spillover-Effekt 12 cointegration 12 Euro area 11 Eurozone 11 Inflation 10 Spillover effect 10 Börsenkurs 9 Economic growth 9 Wirtschaftswachstum 9 Share price 8 Welt 8
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Online availability
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Free 152 Undetermined 55 CC license 2
Type of publication
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Book / Working Paper 126 Article 115 Other 1
Type of publication (narrower categories)
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Article in journal 71 Aufsatz in Zeitschrift 71 Working Paper 55 Graue Literatur 29 Non-commercial literature 29 Arbeitspapier 25 Article 3 Thesis 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Research Report 1
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Language
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English 155 Undetermined 84 Czech 1 German 1 Slovak 1
Author
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Caporale, Guglielmo Maria 8 Burgstaller, Johann 7 Prettner, Klaus 7 Hammersland, Roger 6 Lütkepohl, Helmut 6 Brüggemann, Ralf 5 Costantini, Mauro 5 Giacomini, Raffaella 5 Güntner, Jochen 5 Herwartz, Helmut 5 Kitagawa, Toru 5 Paradiso, Antonio 5 Prettner, Catherine 5 Træe, Cathrine Bolstad 5 Wolters, Jürgen 5 Belke, Ansgar 4 Chaiechi, Taha 4 Charemza, Wojciech 4 Dées, Stéphane 4 Franses, Philip Hans 4 Golosnoy, Vasyl 4 Gribisch, Bastian 4 Hafner, Christian M. 4 Kapelko, Magdalena 4 Krolzig, Hans-Martin 4 Liesenfeld, Roman 4 Mittnik, Stefan 4 Osowski, Thomas 4 Panagiōtidēs, Theodōros 4 Shah, Imran 4 Ali, Faek Menla 3 Bertsche, Dominik 3 Dijk, Dick van 3 Eraslan, Sercan 3 Gottschalk, Jan 3 Kascha, Christian 3 Kim, Jae H. 3 Kole, Erik 3 Makarova, Svetlana D. 3 Marcellino, Massimiliano 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 Department of Economics, Oxford University 4 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 4 CESifo 3 European Central Bank 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Department of Econometrics and Business Statistics, Monash Business School 2 EconWPA 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Banca d'Italia 1 Bank of Greece 1 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 1 Centro Ricerche Nord Sud (CRENoS) 1 Department of Economics, Leicester University 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 1 Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope" 1 Economics Group, Nuffield College, University of Oxford 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Association of Agricultural Economists - EAAE 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institut für Weltwirtschaft (IfW) 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Institute of Economic Policy Research (IEPR), University of Southern California 1 Istituto Nazionale di Statistica (ISTAT) 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 School of Economics and Management, University of Aarhus 1 Society for Computational Economics - SCE 1 Statistisk Sentralbyrå, Government of Norway 1 Vienna University of Economics and Business, Department of Economics 1 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1 Økonomisk Institut, Københavns Universitet 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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MPRA Paper 8 Empirical Economics 6 Economics letters 5 Applied economics 4 CESifo Working Paper 4 Economics Series Working Papers / Department of Economics, Oxford University 4 Economics working papers / Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 4 Working Paper 4 CESifo Working Paper Series 3 CESifo working papers 3 ECB Working Paper 3 Economic Modelling 3 Economic modelling 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Istanbul Stock Exchange Review 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Working Paper Series / European Central Bank 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Cege discussion paper 2 DIW Discussion Papers 2 Discussion Papers of DIW Berlin 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Economics Working Paper 2 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 2 Emerging Markets Finance and Trade 2 International Journal of Economics and Financial Issues 2 International journal of economics and finance 2 Journal of econometrics 2 Journal of economic dynamics & control 2 Journal of international money and finance 2 Macroeconomic dynamics 2 Monash Econometrics and Business Statistics Working Papers 2 Politická ekonomie 2 Research in international business and finance 2 SAFE Working Paper 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 Tourism economics : the business and finance of tourism and recreation 2 Working paper / Department of Economics, Johannes-Kepler-Universität of Linz 2
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Source
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RePEc 103 ECONIS (ZBW) 100 EconStor 35 BASE 4
Showing 1 - 10 of 242
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Data-driven assessment of business process resilience
Kraus, Alexander; Rehse, Jana-Rebecca; van der Aa, Han - In: Process Science 1 (2024) 1
Process resilience represents a core competence for organizations in light of an increasing number of process disruptions, such as sudden increases in case arrivals or absences in the workforce. It reflects an organization’s ability to restore a process to its acceptable performance level...
Persistent link: https://www.econbiz.de/10015399594
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Narrative restrictions and proxies
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
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The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2024
This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....
Persistent link: https://www.econbiz.de/10015047191
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Nonparametric time varying IV-SVARs : estimation and inference
Braun, Robin; Kapetanios, George; Marcellino, Massimiliano - 2024
Persistent link: https://www.econbiz.de/10015271384
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Measuring economic country-specific uncertainty in Türkiye
Kilic, Ilhan; Balli, Faruk - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1649-1689
Persistent link: https://www.econbiz.de/10015141989
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How financial stress can impact fiscal and monetary policies : threshold VAR analysis for Brazilian economy
Wichmann, Roberta Moreira; Cordeiro, Werley; Caldeira, … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-23
This study examines economic policy responses in Brazil during periods of financial stress, with a particular emphasis on the dynamics of both the impulse and rule components of fiscal policy. We offer novel empirical evidence on policy responses under both low and high stress conditions,...
Persistent link: https://www.econbiz.de/10015272717
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Local projection inference in high dimensions
Adamek, Robert; Smeekes, Stephan; Wilms, Ines - 2024
Persistent link: https://www.econbiz.de/10015357780
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Dynamic relationship between information dissemination by local governors and mobility during the COVID-19 pandemic
Hara, Yasuhiro - 2024
Persistent link: https://www.econbiz.de/10014634174
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The effects of physical and transition climate risk on stock markets : some multi-country evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2024
This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....
Persistent link: https://www.econbiz.de/10014564303
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Price setting with strategic complementarities as a mean field game
Alvarez, Fernando; Lippi, Francesco; Souganidis, … - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2005-2039
Persistent link: https://www.econbiz.de/10014438254
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