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  • Search: subject:"Structural vector autoregressive model"
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Year of publication
Subject
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VAR-Modell 26 VAR model 25 structural vector autoregressive model 22 Schock 15 Shock 14 Structural Vector Autoregressive model 9 Structural vector autoregressive model 9 Monetary policy 8 Structural Vector Autoregressive Model 8 Bayesian vector autoregression 6 factor models 6 global vector autoregression 6 panel data 6 Estimation 5 Geldpolitik 5 Schätzung 5 Theorie 5 Theory 5 Zins 5 commodity prices 5 Bank 4 Bayesian inference 4 Central bank 4 Competition 4 EU-Staaten 4 Inflation 4 Interest rate 4 Latent Dirichlet Allocation 4 Word Embedding 4 Zentralbank 4 panel structural vector autoregressive model 4 unconventional monetary policy 4 Commodity price 3 EU countries 3 Electricity Market 3 Identification 3 Inflation expectations 3 Inflationserwartung 3 Mexico 3 Mexiko 3
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Online availability
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Free 57 CC license 2
Type of publication
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Book / Working Paper 41 Article 14 Other 2
Type of publication (narrower categories)
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Working Paper 26 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article in journal 8 Aufsatz in Zeitschrift 8 Article 4
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Language
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English 46 Undetermined 11
Author
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Lütkepohl, Helmut 8 Akande, Joseph Olorunfemi 4 Kwenda, Farai 4 Minozzo, Marco 4 Nakajima, Jouchi 4 Aliyev, Shahriyar 3 Bolboaca, Maria 3 Paschen, Marius 3 Seymen, Atılım 3 Cheng, Ka Ming 2 Chinoda, Tough 2 Fidrmuc, Jan 2 Fischer, Sarah 2 Fueki, Takuji 2 Ghosh, Sugata 2 Gottschalk, Jan 2 Higashi, Hiroka 2 Higashio, Naoto 2 Holtemöller, Oliver 2 Kasuya, Munehisa 2 Kim, Hyeongwoo 2 Kočenda, Evžen 2 Lanne, Markku 2 Moreno Pérez, Carlos 2 Moreno, Carlos 2 Ohyama, Shinsuke 2 Staszewska-Bystrova, Anna 2 Tamanyu, Yoichiro 2 Thompson, Henry 2 Watanabe, Toshiaki 2 Winker, Peter 2 Yang, Weonho 2 Ahmed, Mudabber 1 Braun, Robin 1 Brüggemann, Ralf 1 Cernichiaro Reyna, Christopher 1 Chundama, Stephen 1 Cocris, Vasile 1 Czech, Katarzyna 1 Franta, Michal 1
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Institution
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Institute for Monetary and Economic Studies, Bank of Japan 2 CESifo 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, Auburn University 1 Department of Economics, Dalhousie University 1 Department of Economics, European University Institute 1 Institut für Volkswirtschaftslehre, Carl von Ossietzky Universität Oldenburg 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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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 IMES Discussion Paper Series 2 ZEW Discussion Papers 2 Análisis económico 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 CESifo Working Paper 1 CESifo Working Paper Series 1 CREATES Research Papers 1 Department of Economics at Dalhousie University working papers archive 1 Discussion Papers of DIW Berlin 1 Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics 1 Economics Working Papers / Department of Economics, European University Institute 1 Economies 1 Economies : open access journal 1 FFA Working Papers : FFA working paper 1 GSDS working paper 1 Global COE Hi-Stat Discussion Paper Series 1 IES Working Paper 1 IES working paper 1 IWH Discussion Papers 1 IWH-Diskussionspapiere 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of empirical economics 1 Kiel Working Paper 1 Kiel working paper 1 MPRA Paper 1 NBP working paper 1 Oldenburg Discussion Papers in Economics 1 Oldenburg discussion papers in economics 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 SPOUDAI - Journal of Economics and Business 1
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Source
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ECONIS (ZBW) 25 RePEc 16 EconStor 14 BASE 2
Showing 1 - 10 of 57
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Interest rate, demand, GDP, inflation, and expectations in a New Keynesian economy for Mexico
Cernichiaro Reyna, Christopher - In: Análisis económico 38 (2023) 99, pp. 7-22
Persistent link: https://www.econbiz.de/10014457700
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Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)
Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28
quantify the contemporaneous impact of oil price shocks on inflation, a Structural Vector Autoregressive Model (SVAR) is …
Persistent link: https://www.econbiz.de/10014331929
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2022
Persistent link: https://www.econbiz.de/10013262620
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What drives bank lending policy?: the evidence from bank lending survey for Poland
Kotkowski, Radoslaw - 2022
Persistent link: https://www.econbiz.de/10013472693
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Monetary policy uncertainty in Mexico : an unsupervised approach
Moreno, Carlos; Minozzo, Marco - 2022
Persistent link: https://www.econbiz.de/10014276827
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"Making text talk" : the minutes of the Central Bank of Brazil and the real economy
Moreno, Carlos; Minozzo, Marco - 2022
Persistent link: https://www.econbiz.de/10014278088
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Energy commodity price response to COVID-19 : impact of epidemic status, government policy, and stock market volatility
Czech, Katarzyna; Wielechowski, Michał - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 443-453
Persistent link: https://www.econbiz.de/10012622702
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Asymmetric macroeconomic shocks and asset price behaviors in selected African countries
Saliu, Mojeed Olanrewaju; Ogunleye, Edward Oladipo - In: Business and Economic Research : BER 11 (2021) 2, pp. 90-122
Persistent link: https://www.econbiz.de/10012626023
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Koécenda, Evézen - 2020
We analyze the impact of the ECB monetary policies on global aggregate and sectoral commodity prices using monthly data from January 2001 till August 2019. We employ a SVAR model and assess separately period of conventional monetary policy before global financial crisis (GFC) and unconventional...
Persistent link: https://www.econbiz.de/10012389266
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Cover Image
ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2020
We analyze the impact of the ECB monetary policies on global aggregate and sectoral commodity prices using monthly data from January 2001 till August 2019. We employ a SVAR model and assess separately period of conventional monetary policy before global financial crisis (GFC) and unconventional...
Persistent link: https://www.econbiz.de/10012200289
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