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  • Search: subject:"VAR model"
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Year of publication
Subject
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VAR model 16,391 VAR-Modell 16,165 Schock 5,435 Shock 5,433 Schätzung 3,972 Estimation 3,961 Theorie 3,959 Theory 3,958 Geldpolitik 3,478 Monetary policy 3,469 Wirkungsanalyse 1,995 Impact assessment 1,994 USA 1,898 United States 1,890 Zeitreihenanalyse 1,863 Time series analysis 1,859 Prognoseverfahren 1,747 Forecasting model 1,743 Konjunktur 1,623 Business cycle 1,622 Volatility 1,555 Volatilität 1,554 Bayesian inference 1,548 Bayes-Statistik 1,543 Kointegration 1,470 Cointegration 1,458 Monetary transmission 1,351 Geldpolitische Transmission 1,348 Oil price 1,329 Ölpreis 1,325 Welt 1,298 World 1,296 Schätztheorie 1,241 Estimation theory 1,240 Inflation 1,115 EU-Staaten 1,061 EU countries 1,056 Euro area 946 Eurozone 944 Börsenkurs 922
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Online availability
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Free 7,937 Undetermined 4,148 CC license 463
Type of publication
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Article 8,601 Book / Working Paper 8,118 Other 3
Type of publication (narrower categories)
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Article in journal 8,025 Aufsatz in Zeitschrift 8,025 Graue Literatur 5,032 Non-commercial literature 5,032 Working Paper 4,995 Arbeitspapier 4,917 Aufsatz im Buch 342 Book section 342 Hochschulschrift 178 Thesis 131 Conference paper 76 Konferenzbeitrag 76 Collection of articles written by one author 55 Sammlung 55 Article 33 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 16,211 Undetermined 241 German 83 French 60 Spanish 46 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 188 Marcellino, Massimiliano 130 Pesaran, M. Hashem 125 Gupta, Rangan 117 Mumtaz, Haroon 102 Kilian, Lutz 98 Gambetti, Luca 88 Castelnuovo, Efrem 86 Huber, Florian 86 Koop, Gary 86 Canova, Fabio 76 Carriero, Andrea 72 Clark, Todd E. 70 Schorfheide, Frank 69 Chudik, Alexander 67 Giannone, Domenico 65 Caggiano, Giovanni 64 Jusélius, Katarina 61 Theodoridis, Konstantinos 59 Johansen, Søren 57 Fève, Patrick 53 Minford, Patrick 53 Korobilis, Dimitris 52 Österholm, Pär 51 Kapetanios, George 50 Kim, So-yŏng 50 Chan, Joshua 49 Benati, Luca 47 Rubio-Ramírez, Juan Francisco 47 Afonso, António 46 Engsted, Tom 46 Feldkircher, Martin 46 Lenza, Michele 46 Nielsen, Morten Ørregaard 46 Saikkonen, Pentti 46 Belke, Ansgar 45 Mohaddes, Kamiar 45 Baumeister, Christiane 43 Inoue, Atsushi 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 9 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 242 Energy economics 236 Working paper 229 Applied economics 227 Working paper series / European Central Bank 215 Economics letters 202 CESifo working papers 175 Journal of international money and finance 159 Discussion paper / Centre for Economic Policy Research 156 Journal of econometrics 143 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 Journal of economic dynamics & control 125 CAMA working paper series 121 IMF working papers 121 NBER working paper series 117 Discussion papers / CEPR 115 International Journal of Energy Economics and Policy : IJEEP 113 International journal of forecasting 109 ECB Working Paper 107 Applied economics letters 106 Journal of macroeconomics 106 Finance research letters 101 International review of economics & finance : IREF 97 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 93 Journal of applied econometrics 87 Macroeconomic dynamics 87 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 86 Discussion paper 85 Journal of monetary economics 81 Discussion papers / Deutsches Institut für Wirtschaftsforschung 80 The North American journal of economics and finance : a journal of financial economics studies 72 Journal of forecasting 71 European economic review : EER 63 Working papers 61 Working paper series 60 Journal of international financial markets, institutions & money 59 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 57 IMF Working Paper 56 Journal of banking & finance 55
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Source
All
ECONIS (ZBW) 16,268 RePEc 298 EconStor 114 USB Cologne (EcoSocSci) 14 Other ZBW resources 14 ArchiDok 8 BASE 6
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Showing 31 - 40 of 16,722
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The financial conditions index as an additional tool for policymakers in developing countries : the Mexican case
Capasso, Salvatore; Napolitano, Oreste; Viveros, Ana Laura - 2023
Persistent link: https://www.econbiz.de/10014227398
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Impact of monetary policy on the macroeconomy under dollarization : evidence from the Lao PDR
Park, Hail; Son, Jong Chil; Wang, Wenbo - In: International trade, politics and development 7 (2023) 2, pp. 77-91
, which exerts significantly positive effects on real GDP growth and inflation. The results of the asymmetric VAR model …
Persistent link: https://www.econbiz.de/10014370312
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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Estimating the international spillover effects of China's fiscal policy : a global VAR analysis
Huanhuan, Guo; Miyzaki, Tomomi - 2025
Persistent link: https://www.econbiz.de/10015192320
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U.S. monetary policy spillovers to emerging market countries : responses to cost-push and natural rate shocks
Cheng, Penghao; You, Yu - In: Economic modelling 143 (2025), pp. 1-34
Persistent link: https://www.econbiz.de/10015193337
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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Central bank information effects in Japan : the role of uncertainty channel
Morita, Hiroshi; Matsumoto, Ryo; Ono, Taiki - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 855-877
Persistent link: https://www.econbiz.de/10015193879
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Is monetary policy transmission green?
Benchora, Inessa; Leroy, Aurélien; Raffestin, Louis - In: Economic modelling 144 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015195148
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The credit channel of the sovereign spread : a Bayesian SVAR analysis
Cafiso, Gianluca; Missale, Alessandro; Rivolta, Giulia - In: Economic modelling 144 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015195154
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A new look at cross-country aggregation in the global VAR approach : theory and Monte Carlo simulation
Gündüz, Halil İbrahim; Emirmahmutoglu, Furkan; … - In: Computational economics 65 (2025) 1, pp. 21-67
Persistent link: https://www.econbiz.de/10015195756
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