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  • Search: subject:"VAR-Modell"
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Year of publication
Subject
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VAR-Modell 17,474 VAR model 17,085 Schock 5,969 Shock 5,884 Schätzung 4,332 Theorie 4,283 Estimation 4,239 Theory 4,193 Geldpolitik 3,783 Monetary policy 3,685 Wirkungsanalyse 2,147 Impact assessment 2,131 USA 2,091 United States 1,996 Zeitreihenanalyse 1,994 Time series analysis 1,959 Prognoseverfahren 1,885 Forecasting model 1,845 Konjunktur 1,753 Business cycle 1,712 Bayes-Statistik 1,677 Volatilität 1,665 Bayesian inference 1,647 Volatility 1,647 Kointegration 1,531 Cointegration 1,494 Geldpolitische Transmission 1,477 Monetary transmission 1,456 Ölpreis 1,445 Oil price 1,436 Welt 1,409 World 1,387 Schätztheorie 1,334 Estimation theory 1,329 Inflation 1,234 EU-Staaten 1,152 EU countries 1,110 Eurozone 1,016 Euro area 1,002 Börsenkurs 974
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Online availability
All
Free 8,583 Undetermined 4,478 CC license 552
Type of publication
All
Article 8,881 Book / Working Paper 8,634 Other 1
Subcategories
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Article in journal 8,465 Working paper 5,643 Book section 342 Proceedings 108 Government document 12 Textbook 10 Literature review 9 Case study 8 Dissertation 5 Handbook 4 Review 1 Statistics 1
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Language
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English 17,230 German 100 French 59 Spanish 46 Portuguese 22 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Norwegian 4 Romanian 4 Slovak 4 Icelandic 2 Lithuanian 2 Slovenian 2 Swedish 2 Undetermined 2 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 199 Marcellino, Massimiliano 153 Kilian, Lutz 127 Pesaran, M. Hashem 126 Gupta, Rangan 120 Mumtaz, Haroon 109 Gambetti, Luca 105 Canova, Fabio 98 Huber, Florian 93 Koop, Gary 90 Castelnuovo, Efrem 87 Giannone, Domenico 86 Carriero, Andrea 85 Chudik, Alexander 78 Clark, Todd E. 76 Schorfheide, Frank 75 Minford, Patrick 68 Caggiano, Giovanni 64 Jusélius, Katarina 64 Theodoridis, Konstantinos 60 Fève, Patrick 58 Kapetanios, George 58 Österholm, Pär 58 Korobilis, Dimitris 57 Benati, Luca 56 Lenza, Michele 56 Rubio-Ramírez, Juan Francisco 55 Johansen, Søren 54 Afonso, António 53 Kim, So-yŏng 52 Baumeister, Christiane 51 Feldkircher, Martin 51 Wickens, Michael R. 51 Chan, Joshua 50 Forni, Mario 49 Inoue, Atsushi 48 Belke, Ansgar 47 Mohaddes, Kamiar 45 Smith, L. Vanessa 45 Nielsen, Morten Ørregaard 44
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Institution
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National Bureau of Economic Research 121 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 Federal Reserve Bank of St. Louis 11 European Central Bank 8 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 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 Center for Economic Research <Tilburg> 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 European Commission / Directorate-General for Economic and Financial Affairs 3 International Monetary Fund 3 National Institute of Economic and Social Research 3 Nuffield College 3 University of California Davis / Department of Economics 3 Brown University / Department of Economics 2 Centre for Analytical Finance <Århus> 2 Christian-Albrechts-Universität zu Kiel 2 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 2 European Commission / Statistical Office of the European Union 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Instituto Valenciano de Investigaciones Económicas 2 Konjunkturinstitutet <Stockholm> 2 Nationaløkonomiske Instituttet <Århus> 2 Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn 2 Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde 2 Robert Schuman Centre for Advanced Studies 2 Rutgers University / Department of Economics 2 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 2
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Published in...
All
Energy economics 246 Economic modelling 245 Working paper 245 Applied economics 241 Working paper series / European Central Bank 231 Economics letters 213 CESifo working papers 181 Journal of international money and finance 177 ECB Working Paper 176 Journal of econometrics 162 Discussion paper / Centre for Economic Policy Research 156 Journal of economic dynamics & control 138 International Journal of Energy Economics and Policy : IJEEP 137 Discussion papers / CEPR 135 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 CAMA working paper series 121 IMF working papers 121 NBER working paper series 120 International journal of forecasting 117 Applied economics letters 111 Journal of macroeconomics 111 International review of economics & finance : IREF 99 Finance research letters 97 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 97 Macroeconomic dynamics 97 Journal of applied econometrics 95 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 93 Working papers 93 Discussion paper 91 Journal of monetary economics 88 Discussion papers / Deutsches Institut für Wirtschaftsforschung 85 Discussion paper series / Centre for Economic Policy Research / International macroeconomics 84 Working paper series 82 Journal of forecasting 72 The North American journal of economics and finance : a journal of financial economics studies 72 Empirical economics : a quarterly journal of the Institute for Advanced Studies 71 European economic review : EER 70 Journal of international financial markets, institutions & money 59 Studies in nonlinear dynamics and econometrics 59
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Source
All
ECONIS (ZBW) 17,094 EconStor 385 USB Cologne (EcoSocSci) 14 OLC EcoSci 9 ArchiDok 8 RePEc 5 BASE 1
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Showing 1 - 10 of 14,118
 
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Dynamic causality between CO₂ emissions, urbanization and economic growth in India and South Africa
Singh, Gopal Ji; Singh, Pawan Kumar; Kumar, Rakesh; … - 2026
Persistent link: https://www.econbiz.de/10015616905
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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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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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From decentralization to emission : assessing the climate impact of DeFi operations
Sendy, Sendy; Deniswara, Kevin - 2026
Persistent link: https://www.econbiz.de/10015617383
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When oil moves the market : asymmetric tail effects of oil price shocks on stock returns in major oil-producing countries
Al-Jalahma, Abdulla; Al-Mohamad, Somar; Jreisat, Ammar … - 2026
Persistent link: https://www.econbiz.de/10015617386
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Oil price pass-through in the Philippines : decomposing fuel and non-fuel inflation
Punongbayan, J. C. - 2026
This paper estimates the pass-through of world oil price innovations to Philippine fuel prices and headline CPI, and decomposes total CPI pass-through into a fuelbasket component and a residual non-fuel component. Using a recursive SVAR and 25 years of monthly Department of Energy pump price...
Persistent link: https://www.econbiz.de/10015618009
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A new IV estimator of a panel VAR(p) model
Mehic, Adrian; Nordström, Marcus - 2026
We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...
Persistent link: https://www.econbiz.de/10015618071
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Housing wealth and monetary policy transmission : cross-country evidence
Di Casola, Paola; Grothe, Magdalena - 2026
This paper quantifies the role of housing wealth in the transmission of monetary policy to consumption in 20 advanced economies. Using Bayesian VAR models we identify structural shocks with a novel combination of sign and maximum forecast error variance restrictions, isolating the housing wealth...
Persistent link: https://www.econbiz.de/10015618097
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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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Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
We propose a new model in which relationship-specific effects or shocks are identified in a bipartite network under mild covariance restrictions, generalizing the influential Abowd et al. (1999) framework. For example, separate demand shocks are identified for each bank from which a firm...
Persistent link: https://www.econbiz.de/10015654859
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Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
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