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  • Search: subject:"SVAR Model"
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Year of publication
Subject
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SVAR model 82 VAR model 67 VAR-Modell 67 Schock 45 Shock 44 Monetary policy 21 Schätzung 21 Estimation 20 Geldpolitik 19 Oil price 18 Ölpreis 18 China 15 Impact assessment 14 Theorie 14 Theory 14 Wirkungsanalyse 14 Volatility 13 Volatilität 13 Inflation 10 Welt 10 World 10 Börsenkurs 9 Exchange rate 9 SVAR Model 9 Share price 9 Wechselkurs 9 Aktienmarkt 7 Business cycle 7 Fiscal policy 7 Oil market 7 Stock market 7 Ölmarkt 7 Bayesian SVAR model 6 Commodity price 6 Konjunktur 6 Rohstoffpreis 6 monetary policy 6 Economic growth 5 Finanzpolitik 5 Oil price shocks 5
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Online availability
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Undetermined 57 Free 55 CC license 2
Type of publication
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Article 91 Book / Working Paper 32
Type of publication (narrower categories)
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Article in journal 65 Aufsatz in Zeitschrift 65 Working Paper 14 Graue Literatur 11 Non-commercial literature 11 Arbeitspapier 8 Article 2 research-article 2 Hochschulschrift 1 review-article 1
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Language
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English 86 Undetermined 31 Spanish 3 French 2 Czech 1
Author
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Ella, Giscard Assoumou 4 Ozcelebi, Oguzhan 4 Valenti, Daniele 4 Güntner, Jochen 3 Köse, Nezir 3 Mohd Azlan Shah Zaidi 3 Öhlinger, Peter 3 Acharya, Rajesh H. 2 Aruna, Bhagavatula 2 Au, Cam-Duc 2 Bermpei, Theodora 2 Butter, Frank A.G. den 2 Cesaroni, Tatiana 2 Chen, Daolun 2 Chen, Qiang 2 Cuñado Eizaguirre, Juncal 2 Devadason, Evelyn 2 Eickmeier, Sandra 2 Ferrara, Laurent 2 Fidrmuc, Jan 2 Fidrmuc, Jarko 2 Friedhoff, Tim 2 Gong, YuTing 2 Gupta, Rangan 2 Haque, Tahsina 2 Hasanuzzaman, Syed 2 Hofmann, Boris 2 Huang, Shuo 2 Krahnhof, Philippe 2 Leszczyńska-Paczesna, Agnieszka 2 Manera, Matteo 2 Montfort, Kees van 2 Navia Cáceres, Shirley 2 Raghavan, Mala 2 Sbuelz, Alessandro 2 Szafranek, Karol 2 Szafrański, Grzegorz 2 Triantafyllou, Athanasios 2 Vallejos Tarqui, Martin 2 Weitenberg, Gerben T.J. 2
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Institution
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HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Banque de France 1 Deutsche Bundesbank 1 East Asian Bureau of Economic Research (EABER) 1 Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit 1 International Institute of Social and Economic Sciences 1 Istituto Nazionale di Statistica (ISTAT) 1 Southern Agricultural Economics Association - SAEA 1 Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise 1 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 1
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Published in...
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 4 Applied economics 3 Journal for Economic Forecasting 3 Journal of international money and finance 3 MPRA Paper 3 Working Paper 3 CAMA working paper series 2 China Finance Review International 2 Economic papers : a journal of applied economics and policy 2 Economics letters 2 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Finance research letters 2 Iranian economic review : journal of University of Tehran 2 Journal of applied econometrics 2 Research in international business and finance 2 Serie Research Memoranda 2 Working Papers / HAL 2 Working paper 2 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 1 Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University 1 China Economic Review 1 China economic review : an international journal 1 Computational economics 1 Defence and peace economics 1 Development Research Working Paper Series 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Document de travail 1 Economic Change and Restructuring 1 Economic Modelling 1 Economic and business review : EBR 1 Economic change and restructuring : empirical and policy research on the transitional and emerging economies 1 Economic modelling 1 Economica 1 Economics Bulletin 1 Economics and policy of energy and the environment 1 Economies 1 Economies : open access journal 1 Empirica : journal of european economics 1
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Source
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ECONIS (ZBW) 76 RePEc 36 EconStor 8 Other ZBW resources 3
Showing 41 - 50 of 123
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Macroeconomic shocks and Malaysian tourism industry : evidence from a structural VAR model
Ali, Ghulam; Zaman, Khalid; Islam, Talat - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 1113-1137
Persistent link: https://www.econbiz.de/10012152522
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Efecto de la inversión extranjera en el dinamismo macroeconómico : un análisis empírico para Bolivia
Vallejos Tarqui, Martin; Navia Cáceres, Shirley - 2018
This study analyses the Foreign Direct Investment (FDI) effects on the macroeconomic dynamics of Bolivian economy. For this purpose, a Structural Vector Autoregression model (SVAR) is used. The results show the expected signs according to economic theory, which implies a positive effect of...
Persistent link: https://www.econbiz.de/10011961257
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The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
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The role of oil price uncertainty shocks on oil-exporting countries
Śmiech, Sławomir; Papież, Monika; Rubaszek, Michał; … - In: Energy economics 93 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012631277
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Heterogeneous determinants of the exchange rate market in China with structural breaks
Chen, Liming; Zhang, Zhi; Du, Ziqing; Deng, Lingling - In: Applied economics 53 (2021) 59, pp. 6839-6854
Persistent link: https://www.econbiz.de/10012697978
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A study on the dynamic behaviour of headline versus core inflation : evidence from India
Sahu, Priyanka - In: Global business review 22 (2021) 6, pp. 1574-1593
Persistent link: https://www.econbiz.de/10012660437
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The effects of different types of oil price shocks on industrial PPI : evidence from 36 sub-industries in China
Chen, Jinyu; Zhu, Xuehong - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 12, pp. 3411-3434
Persistent link: https://www.econbiz.de/10012607490
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Evidencia sobre el impacto y la efectividad de las herramientas macroprudenciales
Broto, Carmen; Galán, Jorge E. - In: Información comercial española : ICE : revista de … 918 (2021), pp. 103-117
Persistent link: https://www.econbiz.de/10012599995
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Does cash-flow news play a better role than discount-rate news? : evidence from global regional stock markets
Wu, Ming; Ohk, Kiyool; Ko, Kwangsoo - In: Journal of international money and finance 110 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012794940
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Treasury single account (TSA) and banks' lending rates in Nigeria
Oloko, Tirimisiyu F.; Yusuf, Muhammed A. - In: International journal of monetary economics and finance … 14 (2021) 6, pp. 551-571
Persistent link: https://www.econbiz.de/10012800331
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