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  • Search: subject:"VECTOR AUTOREGRESSIVE MODEL"
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Year of publication
Subject
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VAR-Modell 16,021 VAR model 16,013 Schock 5,369 Shock 5,366 Schätzung 3,901 Estimation 3,896 Theorie 3,894 Theory 3,891 Geldpolitik 3,423 Monetary policy 3,419 Impact assessment 1,954 Wirkungsanalyse 1,954 USA 1,887 United States 1,876 Zeitreihenanalyse 1,834 Time series analysis 1,833 Prognoseverfahren 1,723 Forecasting model 1,721 Business cycle 1,606 Konjunktur 1,606 Bayesian inference 1,527 Bayes-Statistik 1,525 Volatility 1,523 Volatilität 1,523 Cointegration 1,460 Kointegration 1,446 Geldpolitische Transmission 1,336 Monetary transmission 1,336 Oil price 1,300 Ölpreis 1,300 Welt 1,268 World 1,268 Estimation theory 1,223 Schätztheorie 1,223 Inflation 1,089 EU-Staaten 1,041 EU countries 1,037 Euro area 941 Eurozone 938 Börsenkurs 908
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Online availability
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Free 7,664 Undetermined 4,033 CC license 431
Type of publication
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Article 8,328 Book / Working Paper 7,925 Other 3
Type of publication (narrower categories)
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Article in journal 7,869 Aufsatz in Zeitschrift 7,869 Graue Literatur 4,984 Non-commercial literature 4,984 Working Paper 4,921 Arbeitspapier 4,870 Aufsatz im Buch 340 Book section 340 Hochschulschrift 158 Thesis 117 Conference paper 76 Konferenzbeitrag 76 Collection of articles written by one author 55 Sammlung 55 Konferenzschrift 30 Collection of articles of several authors 26 Sammelwerk 26 Aufsatzsammlung 18 Article 15 Bibliografie enthalten 14 Bibliography included 14 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Lehrbuch 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Textbook 6 Amtliche Publikation 4 Handbook 4 Handbuch 4 Conference Paper 2 Interview 2 research-article 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1
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Language
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English 15,894 Undetermined 124 German 60 French 58 Spanish 43 Portuguese 20 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Slovenian 2 Swedish 2 Norwegian 1 Albanian 1 Serbian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 194 Marcellino, Massimiliano 125 Pesaran, M. Hashem 125 Gupta, Rangan 123 Mumtaz, Haroon 102 Kilian, Lutz 94 Huber, Florian 87 Gambetti, Luca 86 Koop, Gary 86 Castelnuovo, Efrem 84 Canova, Fabio 76 Carriero, Andrea 72 Clark, Todd E. 70 Giannone, Domenico 68 Schorfheide, Frank 68 Chudik, Alexander 67 Caggiano, Giovanni 64 Johansen, Søren 62 Jusélius, Katarina 61 Theodoridis, Konstantinos 60 Nielsen, Morten Ørregaard 54 Fève, Patrick 53 Korobilis, Dimitris 51 Österholm, Pär 51 Chan, Joshua 50 Kapetanios, George 50 Kim, So-yŏng 50 Lenza, Michele 50 Benati, Luca 47 Minford, Patrick 47 Afonso, António 46 Feldkircher, Martin 46 Saikkonen, Pentti 46 Mohaddes, Kamiar 45 Rubio-Ramírez, Juan Francisco 45 Belke, Ansgar 44 Baumeister, Christiane 43 Dijk, Herman K. van 42 Inoue, Atsushi 41 Wickens, Michael R. 41
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Institution
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National Bureau of Economic Research 117 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 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 CESifo 5 Department of Economics, Faculty of Economic and Management Sciences 5 School of Economics and Management, University of Aarhus 5 School of Finance and Business Economics <Perth, Western Australia> 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 Department of Economics, European University Institute 4 EconWPA 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 Center for Economic Research <Tilburg> 3 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 3 Economics Department, Queen's University 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 International Monetary Fund 3 National Institute of Economic and Social Research 3 Nuffield College 3 Tinbergen Instituut 3 University of California Davis / Department of Economics 3 Økonomisk Institut, Københavns Universitet 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 Department of Economics, College of William & Mary 2
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Published in...
All
Economic modelling 240 Energy economics 233 Working paper 226 Applied economics 225 Working paper series / European Central Bank 206 Economics letters 201 CESifo working papers 173 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 IMF working papers 121 CAMA working paper series 119 NBER working paper series 116 Discussion papers / CEPR 111 International Journal of Energy Economics and Policy : IJEEP 109 International journal of forecasting 109 ECB Working Paper 106 Journal of macroeconomics 106 Applied economics letters 105 International review of economics & finance : IREF 96 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 92 Finance research letters 91 Journal of applied econometrics 87 Macroeconomic dynamics 87 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 86 Discussion paper 84 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 Journal of international financial markets, institutions & money 58 Working paper series 58 IMF Working Paper 56 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 56 Journal of banking & finance 55
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Source
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ECONIS (ZBW) 16,029 RePEc 153 EconStor 68 BASE 4 Other ZBW resources 2
Showing 141 - 150 of 16,256
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Modelling dynamic relationships between energy prices and inflation in Euro area using wavelets
Alqaralleh, Huthaifa; Canepa, Alessandra - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015324792
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Monetary policy shocks and the high-frequency network connectedness of stock markets
Anghel, Dan Gabriel; Caraiani, Petre - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015204674
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Nonparametric local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015207055
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Heteroskedastic structural vector autoregressions identified via long-run restrictions
Bruns, Martin; Lütkepohl, Helmut - 2024 - This version: December 3, 2024
A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time-invariance of the impact effects of the shocks. It is shown how that assumption can be tested when longrun restrictions are available for identifying structural shocks....
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015207512
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Green stocks and monetary policy shocks : evidence from Europe
Bauer, Michael D.; Offner, Eric; Rudebusch, Glenn D. - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210527
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Debt erosion : asymmetric response to demand and supply shocks
Valencia, Oscar M.; Gamboa-Arbelaez, Juliana; Sánchez, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210688
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Government decisions and macroeconomic stability : fiscal policies and financial market fluctuations
Centinaio, Alessandra; Pacicco, Fausto; Serati, Massimiliano - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-35
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211088
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Macroeconomic consequences of the war in Ukraine on Central and Eastern European economies : a SVAR analysis
Dăianu, Daniel; Grosu, Tudor; Neacsu, Andrei; Tănase, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211537
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Shocking climate : identifying economic damages from anthropogenic and natural climate change
Chang, Yoosoon; Miller, J. Isaac; Park, Joon Y. - 2024 - This version: July 5, 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015211678
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Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.; Knipp, Charles; Szerszeń, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015271311
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