//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"VAR-Modell"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR-Modell
3,123
VAR model
3,120
Schock
1,126
Shock
1,124
Schätzung
1,121
Estimation
1,120
Geldpolitik
727
Monetary policy
724
Theorie
639
Theory
639
Volatility
489
Volatilität
488
Wirkungsanalyse
473
Impact assessment
472
Time series analysis
423
Zeitreihenanalyse
423
Ölpreis
368
Oil price
367
Prognoseverfahren
367
Business cycle
366
Konjunktur
366
Forecasting model
365
Welt
354
World
354
Bayesian inference
351
Bayes-Statistik
350
USA
335
United States
334
Spillover effect
278
Spillover-Effekt
278
Kointegration
245
Cointegration
243
Börsenkurs
237
Share price
237
Risk
218
VAR
217
Geldpolitische Transmission
216
Monetary transmission
216
Risiko
215
EU countries
205
more ...
less ...
Online availability
All
Undetermined
Free
6,630
Type of publication
All
Article
2,765
Book / Working Paper
358
Type of publication (narrower categories)
All
Article in journal
2,700
Aufsatz in Zeitschrift
2,700
Arbeitspapier
307
Working Paper
307
Graue Literatur
295
Non-commercial literature
295
Aufsatz im Buch
55
Book section
55
Conference paper
25
Konferenzbeitrag
25
Hochschulschrift
7
Collection of articles of several authors
3
Lehrbuch
3
Sammelwerk
3
Thesis
3
Amtsdruckschrift
2
Aufsatzsammlung
2
Collection of articles written by one author
2
Government document
2
Sammlung
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
3,117
German
4
Portuguese
2
Author
All
Gupta, Rangan
49
Marcellino, Massimiliano
45
Gambetti, Luca
30
Kilian, Lutz
28
Carriero, Andrea
27
Canova, Fabio
20
Huber, Florian
20
Lütkepohl, Helmut
20
Clark, Todd E.
18
Forni, Mario
18
Serletis, Apostolos
17
Baumeister, Christiane
14
Chan, Joshua
14
Giannone, Domenico
14
Koop, Gary
14
Minford, Patrick
14
Sala, Luca
14
Schorfheide, Frank
14
Wohar, Mark E.
14
Kim, So-yŏng
13
Lenza, Michele
13
Wickens, Michael R.
13
Balcilar, Mehmet
12
Mumtaz, Haroon
12
Castelnuovo, Efrem
11
Kapetanios, George
11
Hamilton, James D.
10
Lau, Chi Keung
10
Poon, Aubrey
10
Salisu, Afees A.
10
Theodoridis, Konstantinos
10
Feldkircher, Martin
9
Hammoudeh, Shawkat
9
Herwartz, Helmut
9
Inoue, Atsushi
9
Kang, Wensheng
9
Ratti, Ronald A.
9
Rubio-Ramírez, Juan Francisco
9
Tillmann, Peter
9
Caldara, Dario
8
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Centre for Economic Policy Research
1
Springer International Publishing
1
World Bank / Development Research Group / Finance
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
152
Energy economics
123
Economic modelling
104
Economics letters
96
Applied economics
92
Discussion papers / CEPR
83
Journal of international money and finance
83
Journal of econometrics
67
Journal of economic dynamics & control
61
Applied economics letters
60
International review of economics & finance : IREF
60
Finance research letters
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
The North American journal of economics and finance : a journal of financial economics studies
50
Macroeconomic dynamics
47
International journal of forecasting
45
Journal of macroeconomics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
European economic review : EER
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of applied econometrics
31
Journal of monetary economics
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
24
International review of financial analysis
24
Journal of policy modeling : JPMOD ; a social science forum of world issues
24
Research in international business and finance
24
Open economies review
22
Journal of international economics
20
Journal of international financial markets, institutions & money
20
Working paper / National Bureau of Economic Research, Inc.
20
Journal of Asian economics
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
17
International journal of finance & economics : IJFE
17
Journal of banking & finance
17
Structural change and economic dynamics : SC+ED
17
The B.E. journal of macroeconomics
17
Economic systems
16
more ...
less ...
Source
All
ECONIS (ZBW)
3,120
OLC EcoSci
3
Showing
1
-
10
of
3,123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Saved in:
2
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
3
International financial stress spillovers during times of unconventional monetary policy interventions
Apostolakis, George N.
;
Giannellis, Nikolaos
- In:
Journal of financial stability
72
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014565254
Saved in:
4
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
5
Economic growth and inflation tradeoffs within global stagflation : evidence from the Vietnam economy
Hung, Ly-Dai
- In:
Journal of international commerce, economics and policy
15
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014575187
Saved in:
6
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
Saved in:
7
Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets
Mateus, Cesario
;
Bagirov, Miramir
;
Mateus, Irina Bezhentseva
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10014507516
Saved in:
8
Structural estimates of the South African sacrifice ratio
Gereziher, Hayelom Yrgaw
;
Nuru, Naser Yenus
- In:
Journal for studies in economics and econometrics : SEE
48
(
2024
)
1
,
pp. 42-61
Persistent link: https://www.econbiz.de/10014511599
Saved in:
9
Exchange rate pass-through to inflation in Morocco : a structural VAR approach
Erraitab, Elmostafa
;
Benhdach, Hanane
;
Oia, Aziz
- In:
International journal of economic policy studies
18
(
2024
)
1
,
pp. 305-323
Persistent link: https://www.econbiz.de/10014511764
Saved in:
10
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->