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  • Search: subject:"Structural Vector Autoregression"
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Year of publication
Subject
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VAR-Modell 293 VAR model 279 structural vector autoregression 203 Schock 175 Shock 167 Structural vector autoregression 151 Schätzung 108 Estimation 100 Monetary policy 78 Geldpolitik 72 Structural Vector Autoregression 64 Estimation theory 54 Schätztheorie 54 Zeitreihenanalyse 53 Theorie 52 Time series analysis 49 Wirkungsanalyse 48 Impact assessment 47 Theory 47 Fiscal policy 45 Konjunktur 44 USA 39 Business cycle 38 United States 33 Volatility 33 Volatilität 33 Finanzpolitik 32 Oil price 30 Heteroscedasticity 29 Heteroskedastizität 29 Ölpreis 29 Bayesian inference 27 Bayes-Statistik 26 Geldpolitische Transmission 25 Inflation 25 Monetary transmission 25 Exchange rate 24 GARCH 23 Germany 23 conditional heteroskedasticity 22
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Online availability
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Free 372 Undetermined 126 CC license 18
Type of publication
All
Book / Working Paper 313 Article 238 Other 1
Type of publication (narrower categories)
All
Working Paper 184 Article in journal 172 Aufsatz in Zeitschrift 172 Graue Literatur 109 Non-commercial literature 109 Arbeitspapier 100 Article 17 Hochschulschrift 4 research-article 4 Aufsatz im Buch 3 Book section 3 Conference paper 3 Konferenzbeitrag 3 Collection of articles of several authors 2 Collection of articles written by one author 2 Conference Paper 2 Sammelwerk 2 Sammlung 2 Amtliche Publikation 1 Aufsatzsammlung 1 Book Part 1 Konferenzschrift 1 Report 1 Research Report 1 Thesis 1
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Language
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English 431 Undetermined 114 German 4 Czech 1 Spanish 1 Turkish 1
Author
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Lütkepohl, Helmut 60 Bruns, Martin 24 Netšunajev, Aleksei 15 Gupta, Rangan 13 Scharler, Johann 13 Schlaak, Thore 12 Normandin, Michel 11 Bouakez, Hafedh 10 Breitenlechner, Max 8 Geiger, Martin 8 Seymen, Atilim 8 Wolff, Guntram B. 8 Boer, Lukas 7 Gottschalk, Jan 7 Luetkepohl, Helmut 7 McNeil, James 7 Milunovich, George 7 Mirdala, Rajmund 7 Antonakakis, Nikolaos 6 Assenmacher-Wesche, Katrin 6 Chatziantoniou, Ioannis 6 Chihi, Foued 6 Filis, George 6 Lanne, Markku 6 Read, Matthew 6 Tenhofen, Jörn 6 Assenmacher, Katrin 5 Braun, Robin 5 Ettmeier, Stephanie 5 Guzman, Oscar E. 5 Herwartz, Helmut 5 Holtemöller, Oliver 5 Kriwoluzky, Alexander 5 Kuckuck, Jan 5 Lunsford, Kurt G. 5 McAleer, Michael 5 Melecky, Martin 5 Modise, Mampho P. 5 Ojeda-Joya, Jair N. 5 Pesaran, M. Hashem 5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 17 Department of Economics, Faculty of Economic and Management Sciences 7 Schweizerische Nationalbank (SNB) 6 CESifo 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 4 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 4 International Monetary Fund (IMF) 4 University of Bonn, Germany 4 Deutsche Bundesbank 3 Institut für Weltwirtschaft (IfW) 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Zentrum für Europäische Wirtschaftsforschung (ZEW) 3 C.E.P.R. Discussion Papers 2 Department of Economics, European University Institute 2 Economics Department, University of California-Davis 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Faculty of Economics, University of Cambridge 2 Reserve Bank of Australia 2 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 2 Agricultural and Applied Economics Association - AAEA 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Bank of England 1 CASE-Center for Social and Economic Research 1 Department of Agricultural and Applied Economics, Texas Tech University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, Florida International University 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 EconWPA 1 Economic Research Institute, College of Business and Economics 1 Energiewirtschaftliches Institut (EWI), Universität zu Köln 1 European Central Bank 1 FIW 1 Institut für Empirische Wirtschaftsforschung, Fachbereich Wirtschaftswissenschaften 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Policy Research (IEPR), University of Southern California 1
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Published in...
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Discussion papers / Deutsches Institut für Wirtschaftsforschung 25 DIW Discussion Papers 24 MPRA Paper 17 Journal of economic dynamics & control 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 Economics letters 7 Journal of macroeconomics 7 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 7 Working Paper 6 ZEW Discussion Papers 6 Energy economics 5 International Journal of Energy Economics and Policy : IJEEP 5 CESifo Working Paper 4 CESifo Working Paper Series 4 Cahiers de recherche 4 Discussion Paper Serie B 4 Discussion Papers of DIW Berlin 4 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 4 IMF Working Papers 4 Journal of econometrics 4 SFB 649 Discussion Paper 4 Working Papers / Schweizerische Nationalbank (SNB) 4 Working Papers in Economics and Statistics 4 Working papers in economics and statistics 4 BOFIT Discussion Papers 3 Discussion Paper Series 1 3 Discussion Paper Series 1: Economic Studies 3 Discussion paper 3 Documento de trabajo 3 ECB Working Paper 3 Economic modelling 3 Economics Letters 3 Energy Economics 3 Federal Reserve Bank of Cleveland working paper series 3 IWH Discussion Papers 3 Journal of applied econometrics 3 Journal of international money and finance 3 Kiel Working Paper 3 Kiel Working Papers 3 Metroeconomica : international review of economics 3
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Source
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ECONIS (ZBW) 285 RePEc 155 EconStor 105 Other ZBW resources 4 BASE 3
Showing 41 - 50 of 552
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Macroeconomic consequences of the war in Ukraine on Central and Eastern European economies : a SVAR analysis
Dăianu, Daniel; Grosu, Tudor; Neacsu, Andrei; Tănase, … - 2024
Persistent link: https://www.econbiz.de/10015211537
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Heteroskedastic structural vector autoregressions identified via long-run restrictions
Bruns, Martin; Lütkepohl, Helmut - 2024 - This version: December 3, 2024
A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time-invariance of the impact effects of the shocks. It is shown how that assumption can be tested when longrun restrictions are available for identifying structural shocks....
Persistent link: https://www.econbiz.de/10015207512
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Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
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The role of the commodity price boom in shaping public social spending : evidence from Latin America
Flechtner, Svenja; Middelanis, Martin - In: World development : the multi-disciplinary … 182 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015073576
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An empirical assessment of consumer demand heterogeneity to household income by regions of Kazakhstan
Samat, Moldir - 2024
Persistent link: https://www.econbiz.de/10014578403
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Heterogeneous macro and financial effects of ECB asset purchase programs
Zwan, Terri van der; Kole, Erik; Wel, Michel van der - In: Journal of international money and finance 143 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014551359
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Drivers of inflationary shocks and spillovers between Europe and the United States
Sánchez-García, Javier; Galdeano-Gómez, Emilio; Cruz … - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015100739
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
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Striking a bargain : narrative identification of wage bargaining shocks
Žymantas, Budrys; Porqueddu, Mario; Sokol, Andrej - 2024
Persistent link: https://www.econbiz.de/10014484224
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Analysis and forecasting of the dry bulk shipping market : structural VAR models using FFA-spot-time charter rates
Ko, Byoung-Wook; Chang, Young-Tae - In: Maritime policy & management 51 (2024) 5, pp. 717-744
Persistent link: https://www.econbiz.de/10015395924
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