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Search: subject:"Structural Vector Autoregressive"
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VAR-Modell
103
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structural vector autoregressive model
30
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Structural vector autoregressive model
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structural vector autoregressive
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Structural Vector Autoregressive
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Structural Vector Autoregressive Model
9
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Bayes-Statistik
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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
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2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Institute for Monetary and Economic Studies, Bank of Japan
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
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Stockholm China Economic Research Institute, Handelshögskolan i Stockholm
1
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International Journal of Energy Economics and Policy : IJEEP
4
Applied economics
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Economies : open access journal
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International journal of finance & economics : IJFE
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MPRA Paper
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SFB 649 discussion paper
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Cogent Economics & Finance
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IMES Discussion Paper Series
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International journal of energy sector management
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Journal of econometrics
2
SFB 649 Discussion Paper
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SFB 649 Discussion Papers
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The Asian Journal of Shipping and Logistics
2
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African journal of economic and management studies
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Análisis económico
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Asian Academy of Management journal : AAMJ
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Auburn Economics Working Paper Series
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Baltic Journal of Economics
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Business and Economic Research : BER
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CARF working paper
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CESifo Working Paper
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CREATES Research Papers
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Cahiers de recherche CREFE / CREFE Working Papers
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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
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Comparative economic research : Central and Eastern Europe
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Defence and peace economics
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Department of Economics at Dalhousie University working papers archive
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ECONIS (ZBW)
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RePEc
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EconStor
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BASE
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Other ZBW resources
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151
Structural
vector
autoregressive
models and monetary policy analysis
Holtemöller, Oliver
-
2002
In this paper, the
structural
vector
autoregressive
(SVAR) model is used to analyze short-run and contemporaneous …
Persistent link: https://www.econbiz.de/10010310587
Saved in:
152
Structural
vector
autoregressive
models and monetary policy analysis
Holtemöller, Oliver
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
In this paper, the
structural
vector
autoregressive
(SVAR) model is used to analyze short-run and contemporaneous …
Persistent link: https://www.econbiz.de/10010983836
Saved in:
153
UCM: A measure of core inflation
Kar, Sujata
- In:
International Journal of Monetary Economics and Finance
3
(
2010
)
3
,
pp. 248-269
of core inflation over alternative econometric methods, namely
Structural
Vector
Autoregressive
(SVAR). UCMs have the …
Persistent link: https://www.econbiz.de/10009352500
Saved in:
154
Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions
Gottschalk, Jan
-
2001
In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the monetary policy stance of the ECB. To this end,...
Persistent link: https://www.econbiz.de/10010260610
Saved in:
155
Measuring expected inflation and the ex-ante real interest rate in the euro area using structural vector autoregressions
Gottschalk, Jan
-
2001
In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the monetary policy stance of the ECB. To this end,...
Persistent link: https://www.econbiz.de/10011476385
Saved in:
156
The global and regional factors in the volatility of emerging sovereign bond markets
Dinh, Thanh Huong
;
Nguyen, Duc Khuong
- In:
American Journal of Finance and Accounting
1
(
2008
)
1
,
pp. 52-68
are attributable to the global and regional factors within the dynamic framework of a
Structural
Vector
Autoregressive
…
Persistent link: https://www.econbiz.de/10005751907
Saved in:
157
The global and regional factors in the volatility of emerging sovereign bond markets
Dinh, Thanh Huong
;
Nguyen, Duc Khuong
- In:
American Journal of Finance and Accounting
1
(
2008
)
1
,
pp. 52-68
are attributable to the global and regional factors within the dynamic framework of a
Structural
Vector
Autoregressive
…
Persistent link: https://www.econbiz.de/10008539443
Saved in:
158
The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility
Normandin, Michel
;
Phaneuf, Louis
-
Centre de Recherche sur l'Emploi et les Fluctuations …
-
1996
In the recent SVAR literature, the liquidity effect has been studied by imposing a variety of identifying restrictions required under the assumption that the SVAR fundamental disturbances are homoscedastic. Using typical SVAR processes, we first show that this assumption is not supported by the...
Persistent link: https://www.econbiz.de/10005572478
Saved in:
159
VECTOR AUTOREGRESSION EVIDENCE ON MONETARISM: A FOCUS ON SOME DEVELOPING ECONOMIES IN SOUTH ASIA
AHMED, MUDABBER
;
RAO, U. L. G.
- In:
The Singapore Economic Review (SER)
51
(
2006
)
01
,
pp. 53-66
Structural
Vector
Autoregressive
(SVAR) model is developed and the objective is accomplished by conducting Granger causality …
Persistent link: https://www.econbiz.de/10005050735
Saved in:
160
Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions
Gottschalk, Jan
-
Institut für Weltwirtschaft (IfW)
-
2001
In this paper, the structural vector autoregression methodology is used to decompose the euro area nominal short-term interest rate into an expected inflation and an ex-ante real interest rate component. The latter may be a useful indicator of the monetary policy stance of the ECB. To this end,...
Persistent link: https://www.econbiz.de/10005076103
Saved in:
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