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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 71 - 80 of 163
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Oil price shock and its impact on the macroeconomic variables of Pakistan : a structural vector autoregressive approach
Malik, Kashif Zaheer; Ajmal, Haram; Zahid, Muhammad Umer - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 83-92
Persistent link: https://www.econbiz.de/10011750717
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Estimation of structural impulse responses : short-run versus long-run identifying restrictions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2017
There is evidence that estimates of long-run impulse responses of structural vector autoregressive (VAR) models based …
Persistent link: https://www.econbiz.de/10011595499
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P-SVAR analysis of stability in Sub-Saharan Africa commercial banks
Akande, Joseph Olorunfemi; Kwenda, Farai - In: Spoudai : journal of economics and business 67 (2017) 3, pp. 49-78
sector. We employ a Panel Structural Vector Autoregressive Model (P-SVAR) to investigate regulatory and competition shocks …
Persistent link: https://www.econbiz.de/10011843843
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The impacts of non-linear oil price shocks on Saudi savinginvestment behavior : an empirical investigation
Algaeed, Abdulaziz Hamad - In: International journal of economics and financial issues … 7 (2017) 2, pp. 155-165
Persistent link: https://www.econbiz.de/10011786560
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An econometric analysis of energy revenue and government expenditure shocks on economic growth in Trinidad and Tobago
Khadan, Jeetendra - 2016
Energy revenues represent roughly 45 percent of Trinidad and Tobago's GDP and are highly volatile since they are correlated with the price of oil and gas. Hence, sharp changes in energy prices, whether temporary or sustained, can have important consequences for economic growth and overall...
Persistent link: https://www.econbiz.de/10011786391
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An econometric analysis of energy revenue and government expenditure shocks on economic growth in Trinidad and Tobago
Khadan, Jeetendra - 2016
Energy revenues represent roughly 45 percent of Trinidad and Tobago's GDP and are highly volatile since they are correlated with the price of oil and gas. Hence, sharp changes in energy prices, whether temporary or sustained, can have important consequences for economic growth and overall...
Persistent link: https://www.econbiz.de/10011575513
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Identifying oil price shocks and their consequences : role of expectations and financial factors in the crude oil market
Fueki, Takuji; Higashi, Hiroka; Higashio, Naoto; … - 2016
Persistent link: https://www.econbiz.de/10012179095
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Time-varying impact of geopolitical risks on oil prices
Cuñado Eizaguirre, Juncal; Gupta, Rangan; Lau, Chi Keung; … - In: Defence and peace economics 31 (2020) 6, pp. 692-706
Persistent link: https://www.econbiz.de/10012312862
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El empleo autónomo : ¿emprendedurismo o refugio del desemploeo?
Toledo, Wilfredo - In: Revista internacional administración finanzas : RIAF 13 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012382230
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Is the empirical relationship between hours and productivity effected by corporate profits?
Malik, Kashif Zaheer; Ali, Syed Zahid - In: Journal of economics and finance : JEF 44 (2020) 1, pp. 99-119
Persistent link: https://www.econbiz.de/10012227173
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