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Search: subject:"Vector AutoRegressive models"
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VAR model
78
VAR-Modell
78
vector autoregressive models
42
Vector autoregressive models
35
Time series analysis
23
Zeitreihenanalyse
23
Estimation theory
19
Schätztheorie
19
Theorie
19
Theory
19
Schock
18
Shock
18
Schätzung
16
Bayesian inference
15
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Cointegration
14
factor vector autoregressive models
14
Bayes-Statistik
12
Kointegration
12
Vector Autoregressive Models
12
Financial crisis
11
Great Recession
11
Geldpolitik
10
Impact assessment
10
Monetary policy
10
Volatility
10
Volatilität
10
Wirkungsanalyse
10
international business cycle
10
Forecasting
9
Oil price
9
financial crisis
9
Causality analysis
8
Factor vector autoregressive models
8
Finanzkrise
8
Forecast
8
Inflation
8
Kausalanalyse
8
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Free
100
Undetermined
59
CC license
2
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Book / Working Paper
101
Article
90
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Article in journal
59
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59
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50
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27
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5
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1
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138
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50
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3
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Morana, Claudio
27
Boug, Pål
13
Bagliano, Fabio C.
12
Cappelen, Ådne
7
Guidolin, Massimo
7
Kurita, Takamitsu
7
Swensen, Anders Rygh
7
Cubadda, Gianluca
6
Crespo Cuaresma, Jesús
5
Gamerman, Dani
5
Gupta, Rangan
5
Huber, Florian
5
Hyde, Stuart
5
Adolfson, Malin
4
Benedictow, Andreas
4
Estrada, Kristine Claire O.
4
Han, Fatima C.
4
Mapa, Dennis S.
4
Onorante, Luca
4
Villani, Mattias
4
Aristei, David
3
Bagliano, Fabio
3
Böck, Maximilian
3
Hauzenberger, Niko
3
Hecq, Alain W. J.
3
Lindé, Jesper
3
Moreira, Ajax
3
Nielsen, Bent
3
Pfarrhofer, Michael
3
Stelzer, Anna
3
Zens, Gregor
3
Bali, Morad
2
Berggrun, Luis
2
Bernardini, Emmanuela
2
Bianchi, Daniele
2
Brännström, Tomas
2
Cardona, Emilio
2
Castle, Jennifer
2
Gallo, Manuela
2
Ghodsi, Zara
2
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Institution
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Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
5
International Centre for Economic Research (ICER)
4
Statistisk Sentralbyrå, Government of Norway
4
Tilburg University, Center for Economic Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
2
Department of Economics, Faculty of Economic and Management Sciences
2
Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Fondazione ENI Enrico Mattei (FEEM)
2
C.E.P.R. Discussion Papers
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Department of Economics, Auburn University
1
Department of Economics, European University Institute
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Dipartimento di Economia, Università degli Studi di Roma 3
1
Economics and Econometrics Research Institute (EERI)
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Henley Business School, University of Reading
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
School of Economics, Finance and Management, University of Bristol
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
Suomen Pankki
1
Sveriges Riksbank
1
Tinbergen Institute
1
Tinbergen Instituut
1
Turun Kauppakorkeakoulu, Turun Yliopisto
1
William Davidson Institute, University of Michigan
1
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Discussion Papers
5
Working papers / Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
5
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
4
Discussion Paper / Tilburg University, Center for Economic Research
3
Discussion paper
3
Econometrics : open access journal
3
Empirical Economics
3
Journal of Banking & Finance
3
MPRA Paper
3
Applied economics
2
CeRP Working Papers
2
Department of Economics working paper
2
Discussion Paper
2
ECB Working Paper
2
EERI Research Paper Series
2
Econometrics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
ICER Working Papers
2
ICER Working Papers - Applied Mathematics Series
2
Journal of Economic Studies
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Manchester Business School Working Paper
2
Marketing Science
2
Nota di Lavoro
2
SSE/EFI Working Paper Series in Economics and Finance
2
Tinbergen Institute Discussion Papers
2
Tourism economics : the business and finance of tourism and recreation
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working Papers / Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
2
Auburn Economics Working Paper Series
1
BOFIT Discussion Papers
1
Baltic Journal of Economics
1
Baltic journal of economics
1
Bristol Economics Discussion Papers
1
CARF working paper
1
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Source
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ECONIS (ZBW)
86
RePEc
73
EconStor
29
BASE
2
Other ZBW resources
1
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91
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191
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91
Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
-
2012
Most papers in the portfolio choice literature have examined linear predictability frameworks based on the idea that simple but flexible Vector Autoregressive (VAR) models can be expanded to produce portfolio allocations that hedge against the bull and bear dynamics typical of financial markets...
Persistent link: https://www.econbiz.de/10009658243
Saved in:
92
Bank-sovereign contagion in the Eurozone : a panel VAR Approach
Georgoutsos, Demetris A.
;
Moratis, George
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011892343
Saved in:
93
Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein
;
Ghodsi, Zara
;
Gupta, Rangan
;
Segnon, …
- In:
Computational economics
49
(
2017
)
1
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
Saved in:
94
Inflation dynamics in a small open economy
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders Rygh
- In:
The Scandinavian journal of economics
119
(
2017
)
4
,
pp. 1010-1039
Persistent link: https://www.econbiz.de/10011805621
Saved in:
95
The new Keynesian Phillips curve: Does it fit Norwegian data?
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders R.
-
2011
cointegrated
vector
autoregressive
models
, likelihood based methods and general method of moments. Our results indicate that both …
Persistent link: https://www.econbiz.de/10011968422
Saved in:
96
The new Keynesian Phillips curve: Does it fit Norwegian data?
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders R.
-
Statistisk Sentralbyrå, Government of Norway
-
2011
cointegrated
vector
autoregressive
models
, likelihood based methods and general method of moments. Our results indicate that both …
Persistent link: https://www.econbiz.de/10009018413
Saved in:
97
Gaussian mixture vector autoregression
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011704732
Saved in:
98
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
99
Do tourism spillovers matter in regional economic analysis? : an application to Portugal
Andraz, Jorge M.
;
Norte, Nélia M.
;
Gonçalves, Hugo S.
- In:
Tourism economics : the business and finance of tourism …
22
(
2016
)
5
,
pp. 939-963
Persistent link: https://www.econbiz.de/10011646168
Saved in:
100
Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil
Ederer, Stefan
;
Heumesser, Christine
;
Staritz, Cornelia
- In:
International review of applied economics
30
(
2016
)
4
,
pp. 462-487
Persistent link: https://www.econbiz.de/10011472537
Saved in:
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