Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Threshold Vector Autoregression"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
VAR-Modell
35
VAR model
33
Schätzung
28
Estimation
26
threshold vector autoregression
19
Schock
14
Konjunktur
13
Business cycle
12
Shock
12
Geldpolitik
11
Threshold vector autoregression
11
Monetary policy
10
Wirkungsanalyse
10
Impact assessment
9
Inflation
8
Theorie
8
Theory
8
USA
8
Arbeitsmarkt
7
Fiscal policy
7
Labour market
7
Threshold Vector Autoregression
7
Geldpolitische Transmission
6
Monetary transmission
6
Search and Matching Models
6
State Dependence in Business Cycles
6
United States
6
Arbeitslosigkeit
5
Finanzpolitik
5
Time series analysis
5
Unemployment
5
Zeitreihenanalyse
5
developing countries
5
impulse-response functions
5
nonlinearity
5
regime switching
5
regime-switching
5
the panel threshold vector autoregression model
5
Fiscal multiplier
4
Matching
4
more ...
less ...
Online availability
All
Free
40
Undetermined
16
Type of publication
All
Book / Working Paper
36
Article
25
Type of publication (narrower categories)
All
Working Paper
25
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Language
All
English
46
Undetermined
14
Spanish
1
Author
All
Ferraresi, Tommaso
7
Mandler, Martin
7
Roventini, Andrea
7
Pizzinelli, Carlo
6
Theodoridis, Konstantinos
6
Zanetti, Francesco
6
Ismayilov, Ilgar
5
Zeynalov, Ayaz
5
Fagiolo, Giorgio
4
Hlaváček, Michal
4
Semmler, Willi
4
Zeng, Zheng
4
Zheng, Jasmine
4
Aleem, Abdul
3
Anzuini, Alessio
3
Avdjiev, Stefan
3
Lahiani, Amine
3
Mendieta-Muñoz, Ivan
3
Born, Alexandra
2
Bremus, Franziska
2
Flambard, Véronique
2
Fry-McKibbin, Renée
2
Huang, MeiChi
2
Kameda, Keigo
2
Kastelein, Wieger
2
Lambert, Claudia
2
Martín Fuentes, Natalia
2
Sündal, Doğuhan
2
Vaillant, Nicolas
2
Alp, Elçin Aykaç
1
Brusa, Francesca
1
Cachaga Herrera, Pablo
1
Candelon, Bertrand
1
Choi, Woon Gyu
1
Devereux, Michael B.
1
Dey, Madan M.
1
Donayre, Luiggi
1
Ferraresi, T.
1
Guo, Fang
1
Hlaváécek, Michal
1
more ...
less ...
Institution
All
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Bank for International Settlements (BIS)
1
Centre de recherche en Économie (OFCE), Sciences économiques
1
Crawford School of Public Policy, Australian National University
1
Dipartimento di Scienze Economiche, Facoltà di Economia
1
Econometric Society
1
HAL
1
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
1
more ...
less ...
Published in...
All
Applied economics
3
CAMA working paper series
2
Economics Bulletin
2
LEM Working Paper Series
2
MAGKS Joint Discussion Paper Series in Economics
2
MAGKS Papers on Economics
2
MPRA Paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Temi di discussione / Banca d'Italia
2
Working Paper
2
Working paper series
2
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
BCAM Working Paper
1
BIS Working Papers
1
BIS working papers
1
CAMA Working Papers
1
CESifo economic studies : a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
CFM discussion paper series
1
Cardiff Economics Working Papers
1
Cardiff economics working papers
1
China & world economy
1
Documents de Travail de l'OFCE
1
ECB Working Paper
1
Econometric Society 2004 Far Eastern Meetings
1
Economic modelling
1
Economics Letters
1
IES Working Paper
1
IES working paper
1
IMES discussion paper series / Englische Ausgabe
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Japan and the World Economy
1
Japan and the world economy : international journal of theory and policy
1
LEM Papers Series
1
LEM working paper series
1
Metroeconomica : international review of economics
1
Post-Print / HAL
1
Research in International Business and Finance
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
RePEc
17
EconStor
10
Showing
31
-
40
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Economic conditions and confidence: Do changes in the consumption level affect the dynamics of confidence?
Vaillant, Nicolas
;
Flambard, Véronique
- In:
Economics Bulletin
35
(
2015
)
1
,
pp. 21-29
), we test this assumption with a
threshold
vector
autoregression
model. We show that changes in consumption do not alter …
Persistent link: https://www.econbiz.de/10011199656
Saved in:
32
Macroeconomic regimes, technological shocks and employment dynamics
Ferraresi, Tommaso
;
Roventini, Andrea
;
Semmler, Willi
- In:
Jahrbücher für Nationalökonomie und Statistik
239
(
2019
)
4
,
pp. 599-625
Persistent link: https://www.econbiz.de/10012040171
Saved in:
33
Economic conditions and confidence: Do changes in the consumption level affect the dynamics of confidence?
Vaillant, Nicolas
;
Flambard, Véronique
- In:
Economics Bulletin
34
(
2014
)
4
,
pp. 2427-2435
), we test this assumption with a
threshold
vector
autoregression
model. We show that changes in consumption do not alter …
Persistent link: https://www.econbiz.de/10011103384
Saved in:
34
A
Threshold
Vector
Autoregression
Model of Exchange Rate Pass-Through in Mexico
Aleem, Abdul
;
Lahiani, Amine
-
HAL
-
2014
vector
autoregression
(TVAR) model. A monthly rate of inflation of 0.79% acts as a threshold. The exchange rate pass …-through in Mexico. We examine responses of domestic prices to a positive one unit exchange rate shock by estimating a
threshold
…
Persistent link: https://www.econbiz.de/10010898742
Saved in:
35
Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model
Avdjiev, Stefan
;
Zeng, Zheng
-
Bank for International Settlements (BIS)
-
2014
We employ a
threshold
vector
autoregression
(TVAR) methodology in order to examine the nonlinear nature of the …
Persistent link: https://www.econbiz.de/10010849787
Saved in:
36
threshold
vector
autoregression
Avdjiev, Stefan
;
Zeng, Zheng
-
2014
Persistent link: https://www.econbiz.de/10010364992
Saved in:
37
Fiscal policies and credit regimes: A TVAR approach
Ferraresi, Tommaso
;
Roventini, Andrea
;
Fagiolo, Giorgio
-
2013
. We estimate a
Threshold
Vector
Autoregression
(TVAR) model on U.S quarterly data for the period 1984-2010. We employ the …
Persistent link: https://www.econbiz.de/10010328398
Saved in:
38
Effects of US Monetary Policy Shocks During Financial Crises - A
Threshold
Vector
Autoregression
Approach
Zheng, Jasmine
-
Crawford School of Public Policy, Australian National …
-
2013
financial stress in the US economy. Using data from 1973Q1 to 2008Q4, the analysis is conducted by estimating a
Threshold
Vector
…
Autoregression
(TVAR) model to capture switching between the low and high financial stress regimes implied by the theoretical …
Persistent link: https://www.econbiz.de/10010904318
Saved in:
39
Fiscal policies and credit regimes: a tvar approach
Ferraresi, Tommaso
;
Roventini, Andrea
;
Fagiolo, Giorgio
-
Centre de recherche en Économie (OFCE), Sciences …
-
2013
. We estimate a
Threshold
Vector
Autoregression
(TVAR) model on U.S quarterly data for the period 1984-2010. We employ the …
Persistent link: https://www.econbiz.de/10010614862
Saved in:
40
Fiscal Policies and Credit Regimes: A TVAR Approach
Ferraresi, Tommaso
;
Roventini, Andrea
;
Fagiolo, Giorgio
-
Dipartimento di Scienze Economiche, Facoltà di Economia
-
2013
. We estimate a
Threshold
Vector
Autoregression
(TVAR) model on U.S quarterly data for the period 1984-2010. We employ the …
Persistent link: https://www.econbiz.de/10010718651
Saved in:
First
Prev
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
