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  • Search: subject:"Structural Vector Autoregressive"
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Year of publication
Subject
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VAR-Modell 103 VAR model 102 Schock 60 Shock 59 Monetary policy 43 Geldpolitik 39 structural vector autoregressive model 30 Estimation 26 Schätzung 26 Impact assessment 21 Inflation 21 Wirkungsanalyse 21 Structural vector autoregressive model 20 Theorie 18 Theory 18 Oil price 16 Ölpreis 16 Geldpolitische Transmission 13 Monetary transmission 13 structural vector autoregressive 12 Welt 11 World 11 monetary policy 11 Bayesian inference 10 EU-Staaten 10 Exchange rate 10 Structural Vector Autoregressive 10 Wechselkurs 10 China 9 EU countries 9 Structural Vector Autoregressive Model 9 Structural Vector Autoregressive model 9 Bayes-Statistik 8 Zins 8 Bruttoinlandsprodukt 7 Central bank 7 Commodity price 7 Economic policy uncertainty 7 Gross domestic product 7 Inflation expectations 7
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Online availability
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Free 101 Undetermined 47 CC license 10
Type of publication
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Article 100 Book / Working Paper 61 Other 2
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 38 Arbeitspapier 25 Graue Literatur 25 Non-commercial literature 25 Article 7 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 135 Undetermined 25 Spanish 3
Author
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Lütkepohl, Helmut 8 Lau, Chi Keung 6 Holtemöller, Oliver 5 Lanne, Markku 5 Minozzo, Marco 5 Akande, Joseph Olorunfemi 4 Aliyev, Shahriyar 4 Bolboaca, Maria 4 Gupta, Rangan 4 Kwenda, Farai 4 Nakajima, Jouchi 4 Paschen, Marius 4 Fischer, Sarah 3 Gottschalk, Jan 3 Kočenda, Evžen 3 Luetkepohl, Helmut 3 Moreno, Carlos 3 Netšunajev, Aleksei 3 Seymen, Atılım 3 Winkelmann, Lars 3 Włodarczyk, Przemysław 3 Abiona, Olukorede 2 Acharya, Rajesh H. 2 Aruna, Bhagavatula 2 Bali, Morad 2 Boufateh, Talel 2 Braun, Robin 2 Brüggemann, Ralf 2 Chaiechi, Taha 2 Cheng, Ka Ming 2 Chinoda, Tough 2 Ciobăbas̨u, Marilena 2 Constantinescu, Carmen Maria 2 Coronado, Semei 2 Dinh, Thanh Huong 2 Duca, Ioana 2 Fidrmuc, Jan 2 Fueki, Takuji 2 Gherghina, Rodica 2 Ghosh, Sugata 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 CESifo 2 Department of Economics, European University Institute 2 Institute for Monetary and Economic Studies, Bank of Japan 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, Auburn University 1 Department of Economics, Dalhousie University 1 Institut für Volkswirtschaftslehre, Carl von Ossietzky Universität Oldenburg 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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International Journal of Energy Economics and Policy : IJEEP 4 Applied economics 3 Economies : open access journal 3 International journal of finance & economics : IJFE 3 MPRA Paper 3 SFB 649 discussion paper 3 American Journal of Finance and Accounting 2 Bulletin of economic research 2 CESifo Working Paper Series 2 Cogent Economics & Finance 2 Cogent economics & finance 2 DIW Discussion Papers 2 Discussion papers / Deutsches Institut für Wirtschaftsforschung 2 Documentos de trabajo / Banco de España 2 Economics Working Papers / Department of Economics, European University Institute 2 IMES Discussion Paper Series 2 International journal of energy sector management 2 Journal of econometrics 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 The Asian Journal of Shipping and Logistics 2 Working paper series 2 ZEW Discussion Papers 2 African journal of economic and management studies 1 Análisis económico 1 Asian Academy of Management journal : AAMJ 1 Auburn Economics Working Paper Series 1 Baltic Journal of Economics 1 Bank of Japan working paper series 1 Business and Economic Research : BER 1 CARF working paper 1 CESifo Working Paper 1 CREATES Research Papers 1 Cahiers de recherche CREFE / CREFE Working Papers 1 China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Comparative economic studies 1 Defence and peace economics 1 Department of Economics at Dalhousie University working papers archive 1
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Source
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ECONIS (ZBW) 107 RePEc 33 EconStor 20 BASE 2 Other ZBW resources 1
Showing 111 - 120 of 163
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Sequential identification of technological news shocks
Seymen, Atılım - 2013
In an influential recent paper, Beaudry and Portier (2006) propose a sequential approach for identifying technological news shocks. Thereby, the correlation coefficient between news shocks of a short-run identification scheme and technology shocks of a long-run identification scheme in the VAR...
Persistent link: https://www.econbiz.de/10010225546
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Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
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Macroeconomic effects of government spending shocks: New evidence using natural disaster relief in Korea
Yang, Weonho; Fidrmuc, Jan; Ghosh, Sugata - 2012
alternative approaches: the narrative approach and Structural Vector-Autoregressive model (SVAR). We propose a new methodology for …
Persistent link: https://www.econbiz.de/10010288475
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Macroeconomic Effects of Government Spending Shocks: New Evidence Using Natural Disaster Relief in Korea
Yang, Weonho; Fidrmuc, Jan; Ghosh, Sugata - CESifo - 2012
alternative approaches: the narrative approach and Structural Vector-Autoregressive model (SVAR). We propose a new methodology for …
Persistent link: https://www.econbiz.de/10010578151
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The causes of international capital flows : the review of seven Asian newly-developing countries
Ying, Yung-Hsiang; Chen, Sheng-tung - In: Economics & finance notes 6 (2017) 1, pp. 35-45
Persistent link: https://www.econbiz.de/10011773574
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Regional effects of monetary policy in China : evidence from China's provinces
Xiaohui, Guo; Tajul Ariffin Masron - In: Bulletin of economic research 69 (2017) 2, pp. 178-208
Persistent link: https://www.econbiz.de/10011745014
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Impacts of oil price shocks on Chinese stock market liquidity
Zheng, Xinwei; Su, Dan - In: International review of economics & finance : IREF 50 (2017), pp. 136-174
Persistent link: https://www.econbiz.de/10011754117
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The impact of US policy uncertainty on the monetary effectiveness in the Euro area
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064
Persistent link: https://www.econbiz.de/10011792967
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Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 196 (2017) 2, pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
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Monetary policy transmission to the labour market : evidence from the Polish economy
Włodarczyk, Przemysław - In: Olsztyn economic journal 12 (2017) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10011874429
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