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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 121 - 130 of 163
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The US Tourism Trade Balance and Exchange Rate Shock
Cheng, Ka Ming; Kim, Hyeongwoo; Thompson, Henry - Department of Economics, Auburn University - 2011
spending functions are estimated separately with structural vector autoregressive methods to better capture dynamic adjustments …
Persistent link: https://www.econbiz.de/10010862313
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Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
Franta, Michal - Institute for Monetary and Economic Studies, Bank of Japan - 2011
This paper contributes to the discussion on the functioning of the monetary policy transmission mechanism in Japan during the past three decades. It extends the methodology of time-varying parameter vector autoregressions (TVP-VAR) by employing an identification scheme based on sign...
Persistent link: https://www.econbiz.de/10009142089
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Inflation expectations, economic policy ambiguity and micro-level consumer behavior
Abaidoo, Rexford - In: Journal of Financial Economic Policy 8 (2016) 3, pp. 377-395
by the average consumer. Design/methodology/approach This study conducted empirical analysis using structural vector … autoregressive estimation technique. Findings The average consumer tends to exhibit significantly varied micro-level expenditure …
Persistent link: https://www.econbiz.de/10014867206
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Dynamics of business cycles in Vietnam : a comparison with Indonesia and the Philippines
To Trung Thanh; Le Thanh Ha - In: Vietnam's socio-economic development : a social science … 84 (2016), pp. 3-23
Persistent link: https://www.econbiz.de/10011488476
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Inflation expectations, economic policy ambiguity and micro-level consumer behavior
In: Journal of financial economic policy 8 (2016) 3, pp. 377-395
Persistent link: https://www.econbiz.de/10011697804
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Dynamic analysis of the German day-ahead electricity spot market
Paschen, Marius - In: Energy economics 59 (2016), pp. 118-128
Persistent link: https://www.econbiz.de/10011699498
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Do short-term international capital inflows drive China's asset markets?
Wang, Chieh-Hsuan; Hwang, Jen-te; Chung, Chien-Ping - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 115-124
Persistent link: https://www.econbiz.de/10011627382
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Global food prices and monetary policy in an emerging market economy : the case of India
Holtemöller, Oliver; Mallick, Sushanta Kumar - In: Journal of Asian economics 46 (2016), pp. 56-70
Persistent link: https://www.econbiz.de/10011630997
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Feasibility of a currency union in East Asia using the five-variable structural vector autoregressive model
Shafighi, Najla; Gharleghi, Behrooz - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 45-54
Persistent link: https://www.econbiz.de/10011557286
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May monetary transmission lags have a role in missing inflation targets in Turkey? : cointegration tests with structural breaks and structural VAR analysis
Bulut, Umit - In: International journal of economics and finance 8 (2016) 4, pp. 93-103
Persistent link: https://www.econbiz.de/10011456414
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