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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)
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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 81 - 83 of 83
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A money demand system for German M3
Wolters, JØrgen; LØtkepohl, Helmut - In: Empirical Economics 23 (1998) 3, pp. 371-386
A small macroeconomic model is constructed starting from a German money demand relation for M3 based on quarterly, seasonally unadjusted data for the period from 1976 to 1996. In contrast to previous studies we build a vector error correction model for M3, GNP, an inflation rate and an interest...
Persistent link: https://www.econbiz.de/10005758323
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Monetary policy uncertainty in Mexico: an unsupervised approach
Moreno Pérez, Carlos; Minozzo, Marco
En este documento se estudia y cuantifica la incertidumbre en las minutas de las reuniones de la Junta de Gobierno del Banco de México y su relación con las variables de política monetaria. En particular, construimos dos índices de incertidumbre para la versión en español de las minutas...
Persistent link: https://www.econbiz.de/10013366023
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Cover Image
"Making text talk": the minutes of the Central Bank of Brazil and the real economy
Moreno Pérez, Carlos; Minozzo, Marco
Este documento investiga la relación entre las opiniones expresadas en las minutas de las reuniones del Comité de Política Monetaria del Banco Central de Brasil (COPOM) y la economía real. Construimos medidas de las minutas del COPOM utilizando varios algoritmos de aprendizaje automático....
Persistent link: https://www.econbiz.de/10013453550
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