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  • Search: subject:"Response functions"
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Year of publication
Subject
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VAR model 165 VAR-Modell 165 impulse response functions 140 Schock 107 Shock 107 Impulse response functions 102 Schätzung 89 Estimation 88 Time series analysis 74 Zeitreihenanalyse 74 Impact assessment 62 Wirkungsanalyse 62 Theorie 59 Theory 58 Estimation theory 49 Monetary policy 49 Schätztheorie 49 Geldpolitik 46 Impulse Response Functions 46 impulse-response functions 45 Cointegration 36 USA 36 United States 34 Volatility 34 Volatilität 34 generalized impulse response functions 31 Kointegration 29 Business cycle 26 Konjunktur 26 Economic growth 25 Fiscal policy 25 Kausalanalyse 25 Oil price 25 Wirtschaftswachstum 25 Causality analysis 24 VAR 24 monetary policy 24 Ölpreis 24 Finanzpolitik 22 Nichtlineare Regression 21
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Online availability
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Free 288 Undetermined 176 CC license 9
Type of publication
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Article 293 Book / Working Paper 226 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 177 Aufsatz in Zeitschrift 177 Working Paper 120 Graue Literatur 79 Non-commercial literature 79 Arbeitspapier 77 Article 12 research-article 6 Conference Paper 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Congress Report 1 Hochschulschrift 1 Preprint 1 Report 1
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Language
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English 349 Undetermined 172 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 Caggiano, Giovanni 10 Castelnuovo, Efrem 10 Eberle, Jonathan 10 Afonso, António 8 Mitze, Timo 8 Ferraresi, Tommaso 7 Pellegrino, Giovanni 7 Roventini, Andrea 7 Sacht, Stephen 7 Karanassou, Marika 6 Nodari, Gabriela 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 Monfort, Alain 5 Powell, Robert 5 Sala, Hector 5 Bruder, Stefan 4 Chudik, Alexander 4 Fagiolo, Giorgio 4 Garcia, Márcio Gomes Pinto 4 Ji, Qiang 4 John, Adam 4 Paschen, Marius 4 Polasek, Wolfgang 4 Ribeiro, Bernardo 4 Ricco, Giovanni 4 Semmler, Willi 4 Wolf, Michael 4 Alvarez, Fernando 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 3 Agricultural and Applied Economics Association - AAEA 2 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 Institute for the Study of Labor (IZA) 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Rimini Centre for Economic Analysis (RCEA) 2 University of Bonn, Germany 2 de Nederlandsche Bank 2 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 Agricultural Economics, Faculty of Agriculture 1 Department of Agricultural Economics, University of Kentucky 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 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
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Published in...
All
MPRA Paper 11 Energy economics 7 Applied economics 6 Applied economics letters 6 Economics letters 6 Journal of economic dynamics & control 6 LEM Working Paper Series 6 Working paper 6 Working papers in innovation and space 6 International Journal of Energy Economics and Policy : IJEEP 5 LEM working paper series 5 Working Paper 5 Working Papers on Innovation and Space 5 Working papers 5 CESifo Working Paper 4 IZA Discussion Papers 4 International journal of economics and finance 4 Jahrbücher für Nationalökonomie und Statistik 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 CEPR Discussion Papers 3 CESifo working papers 3 Department of Economics working paper series 3 Discussion paper / Tinbergen Institute 3 Journal of banking & finance 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of econometrics 3 Politická ekonomie : teorie, modelování, aplikace 3 Research in international business and finance 3 1999 Annual meeting, August 8-11, Nashville, TN 2 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 CAMA working paper series 2 Defence and Peace Economics 2 Department of Economics - Working Papers Series 2 Discussion Paper Serie B 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) 261 RePEc 187 EconStor 60 BASE 17 Other ZBW resources 6 USB Cologne (business full texts) 2
Showing 191 - 200 of 533
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Road Infrastructure and Climate Change in Vietnam
Chinowsky, Paul S.; Schweikert, Amy E.; Strzepek, Niko; … - In: Sustainability 7 (2015) 5, pp. 5452-5470
Climate change is a potential threat to Vietnam’s development as current and future infrastructure will be vulnerable to climate change impacts. This paper focuses on the physical asset of road infrastructure in Vietnam by evaluating the potential impact of changes from stressors, including:...
Persistent link: https://www.econbiz.de/10011274555
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
HH approach is that it involves a novel application of the concept of impulse response functions, tracing the effects of … response functions (VIRF) provide information about the impact of independent shocks on volatility. HHś VIRF extends a …
Persistent link: https://www.econbiz.de/10011301206
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Large vector autoregressions with asymmetric priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015
We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...
Persistent link: https://www.econbiz.de/10011389735
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The dynamic relationship between stock, bond and foreign exchange markets
Kal, S. Hilmi; Arslaner, Ferhat; Arslaner, Nuran - 2015
Persistent link: https://www.econbiz.de/10011402591
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CO 2 emissions and greenhouse gas policy stringency : an empirical assessment
Probst, Marcel; Sauter, Caspar - 2015
This paper investigates how greenhouse gas (GHG) policy stringency affects anthropogenic CO2 emissions using a new GHG policy stringency indicator and a structural spatial VAR approach. We estimate an average country-specific elasticity of CO2 emissions to GHG policy stringency, and assess the...
Persistent link: https://www.econbiz.de/10011410312
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Missing aggregate dynamics : on the slow convergence of lumpy adjustment models
Berger, David; Caballero, Ricardo J.; Engel, Eduardo - 2015
Persistent link: https://www.econbiz.de/10011577984
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Fiscal episodes, technological progress and market power
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549831
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Euro area time varying fiscal sustainability
Afonso, António; Jalles, João Tovar - 2015
Persistent link: https://www.econbiz.de/10011549837
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The relationship between energy consumption and economic growth in South and Southeast Asian countries : a panel vector autoregression approach and causality analysis
Rezitis, Anthony N.; Ahammad, Shaikh Mostak - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 704-715
Persistent link: https://www.econbiz.de/10011455994
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Is there convergence and causality between the drivers of energy-related carbon dioxide emissions among the Portuguese tourism industry?
Moutinho, Victor Ferreira - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 828-840
Persistent link: https://www.econbiz.de/10011456146
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