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  • Search: subject:"Threshold Vector Autoregression"
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Year of publication
Subject
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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
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Online availability
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Free 40 Undetermined 16
Type of publication
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Book / Working Paper 36 Article 25
Type of publication (narrower categories)
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Working Paper 25 Article in journal 19 Aufsatz in Zeitschrift 19 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15
Language
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English 46 Undetermined 14 Spanish 1
Author
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 34 RePEc 17 EconStor 10
Showing 41 - 50 of 61
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Fiscal Policies and Credit Regimes: A TVAR Approach
Ferraresi, Tommaso; Roventini, Andrea; Fagiolo, Giorgio - Laboratory of Economics and Management (LEM), Scuola … - 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/10010607493
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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Zheng, Jasmine - 2013
Persistent link: https://www.econbiz.de/10010188950
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U.S. wage growth and nonlinearities : the roles of inflation and unemployment
Donayre, Luiggi; Panovska, Irina - In: Economic modelling 68 (2018), pp. 273-292
Persistent link: https://www.econbiz.de/10011935077
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Effects of the US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée; Zheng, Jasmine - In: Applied economics 48 (2016) 58/60, pp. 5802-5823
Persistent link: https://www.econbiz.de/10011773067
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Macroeconomic dynamics and inflation regimes in the US: Results from threshold vector autoregressions
Mandler, Martin - 2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10010286376
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Regime-dependent effects of monetary policy shocks: Evidence from threshold vector autoregressions
Mandler, Martin - 2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10010286403
Saved in:
Cover Image
Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
Mandler, Martin - Volkswirtschaft Abteilung, Fachbereich … - 2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10008552457
Saved in:
Cover Image
Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
Mandler, Martin - Volkswirtschaft Abteilung, Fachbereich … - 2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10008552464
Saved in:
Cover Image
Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
Mandler, Martin - Volkswirtschaftliche Fakultät, … - 2010
This paper studies regime dependence in the effects of monetary policy shocks for the U.S. using a threshold vector autoregressive model. In a high inflation regime the standard results from the literature obtain. In a low inflation regime output shows no significant response to monetary policy...
Persistent link: https://www.econbiz.de/10008562623
Saved in:
Cover Image
Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
Mandler, Martin - Volkswirtschaftliche Fakultät, … - 2010
This paper studies regime dependence in macroeconomic dynamics in the U.S. using a threshold vector autoregressive model in which endogenous regime switches are triggered by the inflation rate. The model separates a high from a low inflation regime with both regimes being strongly persistent....
Persistent link: https://www.econbiz.de/10008633346
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