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  • Search: subject:"Structural vector autoregressive model"
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Year of publication
Subject
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VAR-Modell 49 VAR model 48 Schock 32 Shock 31 structural vector autoregressive model 30 Structural vector autoregressive model 20 Monetary policy 19 Geldpolitik 16 Estimation 11 Inflation 11 Schätzung 11 Structural Vector Autoregressive Model 9 Structural Vector Autoregressive model 9 Theorie 9 Theory 9 Bayesian inference 7 EU-Staaten 7 Impact assessment 7 Oil price 7 Wirkungsanalyse 7 Zins 7 Ölpreis 7 Bayesian vector autoregression 6 EU countries 6 Interest rate 6 Time series analysis 6 commodity prices 6 factor models 6 global vector autoregression 6 panel data 6 Bayes-Statistik 5 Central bank 5 Commodity price 5 Rohstoffpreis 5 Zeitreihenanalyse 5 Zentralbank 5 unconventional monetary policy 5 Bank 4 Bruttoinlandsprodukt 4 Competition 4
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Online availability
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Free 57 Undetermined 20 CC license 2
Type of publication
All
Book / Working Paper 42 Article 39 Other 2
Type of publication (narrower categories)
All
Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 26 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 4
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Language
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English 69 Undetermined 13 Spanish 1
Author
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Lütkepohl, Helmut 8 Minozzo, Marco 5 Akande, Joseph Olorunfemi 4 Aliyev, Shahriyar 4 Bolboaca, Maria 4 Kwenda, Farai 4 Nakajima, Jouchi 4 Paschen, Marius 4 Fischer, Sarah 3 Gottschalk, Jan 3 Gupta, Rangan 3 Holtemöller, Oliver 3 Kočenda, Evžen 3 Lanne, Markku 3 Lau, Chi Keung 3 Moreno, Carlos 3 Seymen, Atılım 3 Braun, Robin 2 Brüggemann, Ralf 2 Chaiechi, Taha 2 Cheng, Ka Ming 2 Chinoda, Tough 2 Fidrmuc, Jan 2 Fueki, Takuji 2 Ghosh, Sugata 2 Higashi, Hiroka 2 Higashio, Naoto 2 Kasuya, Munehisa 2 Kim, Hyeongwoo 2 Mallick, Sushanta Kumar 2 Meitz, Mika 2 Moreno Pérez, Carlos 2 Ohyama, Shinsuke 2 Saikkonen, Pentti 2 Staszewska-Bystrova, Anna 2 Tamanyu, Yoichiro 2 Thompson, Henry 2 Watanabe, Toshiaki 2 Winker, Peter 2 Yang, Weonho 2
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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 Institut für Weltwirtschaft (IfW) 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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Applied economics 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 IMES Discussion Paper Series 2 ZEW Discussion Papers 2 African journal of economic and management studies 1 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 Comparative economic studies 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 Eastern European economics : EEE 1 Economic Modelling 1 Economic modelling 1 Economics Working Papers / Department of Economics, European University Institute 1 Economies 1 Economies : open access journal 1 Economía chilena 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirica : journal of european economics 1 Empirical Economics 1 Energy economics 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
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Source
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ECONIS (ZBW) 48 RePEc 19 EconStor 14 BASE 2
Showing 21 - 30 of 83
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Do mobile phones, economic growth, bank competition and stability matter for financial inclusion in Africa?
Chinoda, Tough; Kwenda, Farai - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-20
for the periods 2004-2016 were collected and analysed using a five-variable panel structural vector autoregressive model …
Persistent link: https://www.econbiz.de/10012657536
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Unraveling news : reconciling conflicting evidence
Bolboaca, Maria; Fischer, Sarah - 2019 - This version: February, 2019
This paper addresses the lack of consensus in the empirical literature regarding the effects of technological diffusion news shocks. We attribute the conflicting evidence to the wide diversity in terms of variable settings, productivity series used and identification schemes applied. We analyze...
Persistent link: https://www.econbiz.de/10011967396
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The impact of technological change
Bolboaca, Maria - 2019
Persistent link: https://www.econbiz.de/10012001321
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Unemployment and growth in the tourism sector in Mexico : revisiting the growth-rate version of Okun’s law
Sánchez López, Fernando - In: Economies : open access journal 7 (2019) 3/83, pp. 1-17
In this paper, we analyze, by means of the difference version of Okun's law, the relationship between tourism sector growth and unemployment in Mexico during the period 2000Q2-2018Q4. The results show that tourism growth is a palliative for unemployment, whereas unemployment reduces the growth...
Persistent link: https://www.econbiz.de/10012131891
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Cover Image
Do mobile phones, economic growth, bank competition and stability matter for financial inclusion in Africa?
Chinoda, Tough; Kwenda, Farai - In: Cogent economics & finance 7 (2019) 1, pp. 1-20
for the periods 2004-2016 were collected and analysed using a five-variable panel structural vector autoregressive model …
Persistent link: https://www.econbiz.de/10012023995
Saved in:
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The nexus between monetary policy and commercial lending rates : comprehensive evidence from Czechia during different policy stances
Kajurová, Veronika; Linnertová, Dagmar - In: Eastern European economics : EEE 60 (2022) 4, pp. 330-351
Persistent link: https://www.econbiz.de/10013363050
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Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment
Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung; … - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10013353005
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A systematic idea generation approach for developing a new technology : application of a socio-technical transition system
Lee, Keeeun; Kim, Sunhye; Yoon, Byungun - In: Technological forecasting & social change : an … 176 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013337286
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Do competition, regulation and stability matter for efficiency in Sub-Saharan African banking sectors?
Akande, Joseph Olorunfemi - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-16
banks for the periods 2006-2015 were collected and analysed by seven-variable panel structural vector autoregressive model …
Persistent link: https://www.econbiz.de/10012657442
Saved in:
Cover Image
Do competition, regulation and stability matter for efficiency in Sub-Saharan African banking sectors?
Akande, Joseph Olorunfemi - In: Cogent economics & finance 6 (2018) 1, pp. 1-16
banks for the periods 2006–2015 were collected and analysed by seven-variable panel structural vector autoregressive model …
Persistent link: https://www.econbiz.de/10011989001
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