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  • Search: subject:"VAR"
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Year of publication
Subject
All
VAR-Modell 17,424 VAR model 17,290 Theorie 9,011 Theory 8,913 Risikomaß 8,603 Risk measure 8,596 Schock 6,087 Ägypten 6,000 Shock 5,989 Egypt 5,986 Schätzung 5,515 Estimation 5,398 Monetary policy 4,008 Geldpolitik 4,001 Risk 3,985 Risiko 3,984 Portfolio-Management 3,564 Portfolio selection 3,559 Risikomanagement 3,186 Risk management 3,146 Volatilität 2,950 Volatility 2,949 Prognoseverfahren 2,772 Forecasting model 2,725 USA 2,601 United States 2,484 Zeitreihenanalyse 2,454 Time series analysis 2,410 Wirkungsanalyse 2,410 Impact assessment 2,392 Welt 2,207 World 2,173 VAR 1,978 Schätztheorie 1,972 Estimation theory 1,966 Konjunktur 1,854 Business cycle 1,820 Bayes-Statistik 1,800 Bayesian inference 1,796 ARCH-Modell 1,763
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Online availability
All
Free 16,685 Undetermined 9,495 CC license 1,164 Digitizable 25
Type of publication
All
Article 19,761 Book / Working Paper 17,576 Journal 73 Other 37
Subcategories
All
Article in journal 18,087 Working paper 10,319 Book section 1,157 Proceedings 231 Government document 137 Case study 89 Statistics 33 Textbook 33 Handbook 17 Literature review 17 Review 8 Dissertation 5 Glossary included 5 Guidebook 5 Law 4 Report 4 Annual report 3 Biography 2 Reference work 1
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Language
All
English 33,786 Undetermined 2,426 German 726 French 203 Spanish 157 Portuguese 55 Arabic 24 Polish 23 Italian 22 Czech 21 Russian 11 Croatian 7 Romanian 7 Slovak 6 Turkish 6 Norwegian 4 Danish 3 Lithuanian 3 Swedish 3 Egyptian (Ancient) 2 Hebrew 2 Hungarian 2 Icelandic 2 Dutch 2 Slovenian 2 Indonesian 1 Albanian 1 Serbian 1 Ukrainian 1 Chinese 1
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Author
All
Lütkepohl, Helmut 216 Gupta, Rangan 194 Marcellino, Massimiliano 182 McAleer, Michael 161 Pesaran, M. Hashem 156 Kilian, Lutz 150 Mumtaz, Haroon 144 Gambetti, Luca 124 Canova, Fabio 115 Caporale, Guglielmo Maria 109 Koop, Gary 104 Castelnuovo, Efrem 102 Giannone, Domenico 98 Chudik, Alexander 97 Huber, Florian 96 Carriero, Andrea 91 Minford, Patrick 86 Clark, Todd E. 78 Schorfheide, Frank 76 Österholm, Pär 75 Afonso, António 74 Jusélius, Katarina 73 Korobilis, Dimitris 72 Theodoridis, Konstantinos 72 Caggiano, Giovanni 71 Fève, Patrick 71 Johansen, Søren 70 Wickens, Michael R. 67 Kapetanios, George 66 Farzanegan, Mohammad Reza 63 Härdle, Wolfgang 62 Smith, L. Vanessa 62 Ciccarelli, Matteo 61 Belke, Ansgar 60 Tillmann, Peter 60 Allen, David E. 59 Asʿad, Rāǧī 59 Dées, Stéphane 59 Rault, Christophe 58 Inoue, Atsushi 57
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 241 National Bureau of Economic Research 139 C.E.P.R. Discussion Papers 82 European Central Bank 81 World Bank 58 HAL 56 EconWPA 50 OECD 49 International Monetary Fund (IMF) 46 CESifo 37 Department of Economics, Faculty of Economic and Management Sciences 34 Vereinte Nationen / Economic and Social Commission for Western Asia 32 International Monetary Fund 30 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 29 Norges Bank 23 Økonomisk Institut, Københavns Universitet 22 Institut de Préparation à l'Administration et à la Gestion (IPAG) 21 Institut für Weltwirtschaft (IfW) 21 Banca d'Italia 19 Deutsche Bundesbank 19 School of Economics and Management, University of Aarhus 19 World Bank Group 18 Banco de la Republica de Colombia 17 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 16 European University Institute / Department of Economics 16 Faculty of Economics, University of Cambridge 16 Society for Computational Economics - SCE 16 Vereinigte Arabische Republik 16 Banque de France 15 Econometric Society 15 Weltbank 15 BANCO DE LA REPÚBLICA 14 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 14 European University Institute / Department of Law 14 Internationaler Währungsfonds 14 Center for Financial Studies 13 Centre de recherche en Économie (OFCE), Sciences économiques 13 Federal Reserve Bank of St. Louis 13 Institute for the Study of Labor (IZA) 13 Tinbergen Instituut 13
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Published in...
All
Energy economics 372 Applied economics 333 Economic modelling 328 Working paper 305 Finance research letters 266 ECB Working Paper 264 Insurance 254 Economics letters 244 Journal of banking & finance 240 MPRA Paper 240 Working paper series / European Central Bank 237 CESifo working papers 218 Journal of econometrics 196 Journal of international money and finance 196 Risks : open access journal 181 Discussion paper / Centre for Economic Policy Research 179 International Journal of Energy Economics and Policy : IJEEP 179 International review of economics & finance : IREF 175 Journal of economic dynamics & control 174 International journal of forecasting 171 Working Paper 160 Applied economics letters 155 IMF working papers 154 International review of financial analysis 153 Discussion papers / CEPR 151 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 144 CESifo Working Paper 141 European journal of operational research : EJOR 141 NBER working paper series 138 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 134 Journal of risk 130 The North American journal of economics and finance : a journal of financial economics studies 129 CAMA working paper series 126 Working papers 122 Discussion paper / Tinbergen Institute 118 Journal of forecasting 117 Journal of macroeconomics 116 Research in international business and finance 116 Discussion paper 113 ERF working papers series : working paper 111
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Source
All
ECONIS (ZBW) 32,401 RePEc 3,033 EconStor 1,527 Other ZBW resources 325 BASE 78 USB Cologne (EcoSocSci) 66 OLC EcoSci 9 ArchiDok 8
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Showing 1 - 10 of 30,748
 
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Incorporating micro data into macro models using pseudo VARs
Koop, Gary; McIntyre, Stuart; Mitchell, James; Wu, Ping - 2026
Persistent link: https://www.econbiz.de/10015618215
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Incorporating micro data into macro models using pseudo VARs
Koop, Gary; McIntyre, Stuart; Mitchell, James; Wu, Ping - 2026
Book / Working Paper
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Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR
El Khadi, Kawtar; Firano, Zakaria - 2026
This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data …
Persistent link: https://www.econbiz.de/10015591384
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Determinants of nonperforming loans in Romania and Central, Eastern and Southeastern Europe
Costache, Cosmin Laurențiu - 2026
VAR framework for six Central, Eastern and South-Eastern European (CESEE) countries over the period 2008Q4 - 2024Q4. The …
Persistent link: https://www.econbiz.de/10015639897
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Structural drivers of growth at risk : insights from a VAR-quantile regression approach
Carboni, Giacomo; Fonseca, Luís; Fornari, Fabio; … - 2026
euro area. We model the conditional mean of these variables, along with selected financial indicators, using a VAR and … perform quantile regressions on the VAR residuals to estimate their time-varying variance as a function of macroeconomic and …
Persistent link: https://www.econbiz.de/10015592539
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Comparing the estimation of value at risk and expected shortfall with LSTM and EGARCH family members
Li, Shujie - 2026
Persistent link: https://www.econbiz.de/10015627081
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Comparing external and internal instruments for vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - 2025
Persistent link: https://www.econbiz.de/10015556653
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Comparing external and internal instruments for vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - 2025 - This version: February 11, 2025
Edition: This version: February 11, 2025
Book / Working Paper
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Spectral climate risk
Cipollini, Andrea; Lo Cascio, Iolanda; Parla, Fabio - 2026
Persistent link: https://www.econbiz.de/10015640492
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Oil price shocks, exchange rate fluctuations, foreign direct investment inflows, and macroeconomic stability : evidence from Kazakhstan using a vector autoregressive approach
Turlybekova, Altynai; Sarsenova, Aķmaral Edílbajķyzy; … - 2026
Persistent link: https://www.econbiz.de/10015617219
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The role of firm heterogeneity for the transmission of aggregate shocks
Lenza, Michele; Pagano Giorgianni, Giuseppe; Rossi, Lorenza - 2026
distribution. We augment a Bayesian VAR with these measures and compare its performance to a standard aggregate VAR and to a … functional VAR that incorporates the full cross-sectional distribution of firm revenues. We find that firm-level heterogeneity … contains information not captured by aggregate variables. Including the two statistics allows the VAR to closely replicate the …
Persistent link: https://www.econbiz.de/10015638623
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Dynamic responses of inflation, agricultural production, and terms of trade to oil price fluctuations in Kazakhstan : an structural VAR approach
Yesbolova, Ainur Yergazievna; Abdikerimova, Gulzhanar I.; … - 2026
Persistent link: https://www.econbiz.de/10015617370
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