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  • Search: subject:"VAR Model"
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Year of publication
Subject
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VAR model 16,646 VAR-Modell 16,416 Schock 5,561 Shock 5,559 Schätzung 4,044 Estimation 4,033 Theorie 4,022 Theory 4,021 Geldpolitik 3,532 Monetary policy 3,523 Wirkungsanalyse 2,034 Impact assessment 2,033 USA 1,913 United States 1,905 Zeitreihenanalyse 1,904 Time series analysis 1,900 Prognoseverfahren 1,773 Forecasting model 1,769 Konjunktur 1,647 Business cycle 1,646 Volatility 1,592 Volatilität 1,591 Bayesian inference 1,575 Bayes-Statistik 1,570 Kointegration 1,479 Cointegration 1,468 Monetary transmission 1,369 Geldpolitische Transmission 1,366 Oil price 1,362 Ölpreis 1,358 Welt 1,336 World 1,334 Schätztheorie 1,268 Estimation theory 1,267 Inflation 1,145 EU-Staaten 1,072 EU countries 1,067 Euro area 953 Eurozone 951 Börsenkurs 940
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Online availability
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Free 8,080 Undetermined 4,249 CC license 499
Type of publication
All
Article 8,792 Book / Working Paper 8,190 Other 3
Type of publication (narrower categories)
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Article in journal 8,205 Aufsatz in Zeitschrift 8,205 Graue Literatur 5,108 Non-commercial literature 5,108 Working Paper 5,062 Arbeitspapier 4,984 Aufsatz im Buch 343 Book section 343 Hochschulschrift 178 Thesis 131 Conference paper 77 Konferenzbeitrag 77 Collection of articles written by one author 55 Sammlung 55 Article 36 Konferenzschrift 31 Collection of articles of several authors 26 Sammelwerk 26 Aufsatzsammlung 18 Bibliografie enthalten 18 Bibliography included 18 research-article 14 Dissertation u.a. Prüfungsschriften 11 Lehrbuch 10 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Textbook 7 Amtliche Publikation 4 Handbook 4 Handbuch 4 Interview 2 Research Report 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1
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Language
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English 16,472 Undetermined 241 German 83 French 61 Spanish 47 Portuguese 20 Czech 15 Polish 14 Italian 9 Croatian 6 Russian 5 Slovak 5 Romanian 4 Norwegian 3 Lithuanian 2 Slovenian 2 Swedish 2 Albanian 1 Serbian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 191 Marcellino, Massimiliano 134 Pesaran, M. Hashem 125 Gupta, Rangan 121 Kilian, Lutz 103 Mumtaz, Haroon 103 Gambetti, Luca 91 Huber, Florian 88 Castelnuovo, Efrem 87 Koop, Gary 87 Canova, Fabio 76 Carriero, Andrea 74 Clark, Todd E. 71 Schorfheide, Frank 69 Chudik, Alexander 67 Giannone, Domenico 65 Caggiano, Giovanni 64 Jusélius, Katarina 62 Theodoridis, Konstantinos 59 Johansen, Søren 57 Fève, Patrick 55 Korobilis, Dimitris 55 Minford, Patrick 53 Österholm, Pär 52 Kim, So-yŏng 51 Kapetanios, George 50 Chan, Joshua 49 Afonso, António 47 Benati, Luca 47 Rubio-Ramírez, Juan Francisco 47 Engsted, Tom 46 Feldkircher, Martin 46 Lenza, Michele 46 Nielsen, Morten Ørregaard 46 Saikkonen, Pentti 46 Belke, Ansgar 45 Inoue, Atsushi 45 Mohaddes, Kamiar 45 Baumeister, Christiane 43 Wickens, Michael R. 43
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Institution
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National Bureau of Economic Research 118 International Monetary Fund (IMF) 33 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 International Monetary Fund 20 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 School of Economics and Management, University of Aarhus 12 Federal Reserve Bank of St. Louis 11 European Central Bank 10 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 Narodna Banka na Republika Makedonija 6 University of Strathclyde / Department of Economics 6 School of Finance and Business Economics <Perth, Western Australia> 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 CESifo 4 Econometrisch Instituut <Rotterdam> 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Federal Reserve Bank of San Francisco 4 Innocenzo Gasparini Institute for Economic Research <Mailand> 4 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 University of Leicester / Department of Economics 4 Økonomisk Institut, Københavns Universitet 4 C.E.P.R. Discussion Papers 3 Center for Economic Research <Tilburg> 3 Department of Economics, Faculty of Economic and Management Sciences 3 Ekonomski Fakultet, Sveučilište u Zagrebu 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 3 National Institute of Economic and Social Research 3 Nuffield College 3 University of California Davis / Department of Economics 3 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 3 Banca d'Italia 2 Brown University / Department of Economics 2 Centre for Analytical Finance <Århus> 2 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 2 Christian-Albrechts-Universität zu Kiel 2
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Published in...
All
Economic modelling 246 Energy economics 239 Applied economics 236 Working paper 231 Working paper series / European Central Bank 218 Economics letters 212 CESifo working papers 178 Journal of international money and finance 161 Discussion paper / Centre for Economic Policy Research 156 Journal of econometrics 149 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 Journal of economic dynamics & control 125 Discussion papers / CEPR 122 International Journal of Energy Economics and Policy : IJEEP 122 CAMA working paper series 121 IMF working papers 121 NBER working paper series 117 Applied economics letters 113 International journal of forecasting 112 Journal of macroeconomics 110 ECB Working Paper 107 Finance research letters 102 International review of economics & finance : IREF 100 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 97 Journal of applied econometrics 95 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 93 Macroeconomic dynamics 87 Discussion paper 86 Discussion papers / Deutsches Institut für Wirtschaftsforschung 82 Journal of monetary economics 81 Journal of forecasting 72 The North American journal of economics and finance : a journal of financial economics studies 72 Working papers 64 European economic review : EER 63 Working paper series 62 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 60 Journal of international financial markets, institutions & money 59 Journal of money, credit and banking : JMCB 57 IMF Working Paper 56
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Source
All
ECONIS (ZBW) 16,528 RePEc 298 EconStor 117 USB Cologne (EcoSocSci) 14 Other ZBW resources 14 ArchiDok 8 BASE 6
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Showing 51 - 60 of 16,985
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Uncertainty, skewness, and the business cycle through the MIDAS lens
Castelnuovo, Efrem; Mori, Lorenzo - In: Journal of applied econometrics 40 (2025) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10015372718
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International spillovers of fiscal news shocks
Turgut, Mehmet Burak; Wesołowski, Grzegorz - 2025
Persistent link: https://www.econbiz.de/10015373328
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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Forecasting Markov switching vector autoregressions : evidence from simulation and application
Cavicchioli, Maddalena - In: Journal of forecasting 44 (2025) 1, pp. 136-152
Persistent link: https://www.econbiz.de/10015374001
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Regime-switching density forecasts using economists' scenarios
Moramarco, Graziano - In: Journal of forecasting 44 (2025) 2, pp. 833-845
Persistent link: https://www.econbiz.de/10015374089
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Model averaging for time-varying vector autoregressions
Sun, Yuying; Chen, Feng; Gao, Jiti - 2025
Persistent link: https://www.econbiz.de/10015375020
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Fiscal and monetary policy interactions : impacts and economic implications
Bozagiu, Andreea-Mădălina; Mihai, Dănuț-Georgian; … - In: Financial studies 29 (2025) 1, pp. 52-65
, real exchange rate, and budget deficit deviation shocks - on Romania's economy using a VAR model with Bayesian inference …
Persistent link: https://www.econbiz.de/10015375074
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Reassessment of structural changes in financial markets : the direct impact of central banks
Miró, Damià Rey; Piffaut, Pedro V.; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 14 (2025) 1, pp. 21-42
The evidence of financial globalization and the rapid and uniform contagion that it entails among the different international financial markets, have been exposed after the 2008 crisis outbreak, as well as the different chapters of financial stress that have been experienced since then, such as...
Persistent link: https://www.econbiz.de/10015375716
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Price relationships between differentiated agricultural products : do energy and climate shocks matter?
Salazar, César; Acuña-Duarte, Andrés A.; Gil, José … - In: Agricultural and Food Economics : AFE 13 (2025) 1, pp. 1-26
Establishing a clear link between prices of conventional and niche product versions can help address challenges associated with anticipating these prices and attenuate concerns related to thin market conditions. In that regard, we analyze the price dynamics, differentiating between agri-product...
Persistent link: https://www.econbiz.de/10015375970
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A GVAR analysis of the macroeconomic effects of the carbon border adjustment mechanism in the Global South
Salisu, Afees A.; Adediran, Idris A.; Cammeo, Jacopo; … - 2025
Persistent link: https://www.econbiz.de/10015376259
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