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Search: subject:"Structural VAR"
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VAR model
204
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204
Structural VAR
190
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88
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ECONIS (ZBW)
223
RePEc
93
Other ZBW resources
8
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324
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1
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
2
Structural estimates of the South African sacrifice ratio
Gereziher, Hayelom Yrgaw
;
Nuru, Naser Yenus
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 42-61
Persistent link: https://www.econbiz.de/10014511599
Saved in:
3
Changes in the effects of oil price shocks on US industrial production
Kwon, Dohyoung
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2515-2526
Persistent link: https://www.econbiz.de/10014533435
Saved in:
4
Post-COVID inflation dynamics : higher for longer
Verbrugge, Randal
;
Zaman, Saeed
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 871-893
Persistent link: https://www.econbiz.de/10014554045
Saved in:
5
The transmission of monetary policy shocks through the markets for reserves and money
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of macroeconomics
80
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558712
Saved in:
6
Current account dynamics : A SVAR analysis when the country-specific shocks are correlated at leads
Sobrino, César R.
;
Heath, Ellis
- In:
The Manchester School
92
(
2024
)
2
,
pp. 171-190
Persistent link: https://www.econbiz.de/10014468722
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
Saved in:
9
Unraveling the structural sources of oil production and their impact on CO2 emissions
Herwartz, Helmut
;
Theilen, Bernd
;
Wang, Shu
- In:
Energy economics
132
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015047516
Saved in:
10
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
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