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  • Search: subject:"Vector Autoregression Models"
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Year of publication
Subject
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VAR-Modell 11 Structural Vector Autoregression Models 8 VAR model 8 Vector Autoregression Models 7 SVAR 6 Prognoseverfahren 5 Forecasting model 4 Schock 4 Schätzung 4 BVAR 3 Bayes-Statistik 3 Bayesian inference 3 Business Cycle Fluctuations 3 Estimation 3 Estimation theory 3 Impact assessment 3 Konjunktur 3 Long-run Restrictions 3 Monetary policy 3 Schätztheorie 3 Theorie 3 Wirkungsanalyse 3 Zeitreihenanalyse 3 forecasting 3 threshold vector autoregression models 3 Business Cycles 2 Chile 2 Cointegration 2 Common and Country-Specific Structural Shocks 2 Covid-19 2 Deutschland 2 Dynamic duality 2 Error correctionmodels 2 Factor demands 2 Forecast Error Variance Decomposition 2 Geldpolitik 2 Health forecasting 2 Historical Variance Decomposition 2 Industrial Organization 2 Intensive Care Units 2
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Online availability
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Free 26 CC license 1
Type of publication
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Book / Working Paper 23 Article 3
Type of publication (narrower categories)
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Working Paper 13 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8
Language
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English 18 Undetermined 8
Author
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Seymen, Atilim 4 Gottschalk, Jan 3 Miranda-Agrippino, Silvia 3 Ricco, Giovanni 3 Zheng, Jasmine 3 Babula, Ronald A. 2 Berta, Paolo 2 Bessler, David A. 2 Kappler, Marcus 2 Lovaglio, Pietro Giorgio 2 Manera, Matteo 2 Paruolo, Paolo 2 Rogowsky, Robert A. 2 Verzillo, Stefano 2 Ajluni, Jarir 1 Calvo, Guillermo A. 1 Dybczak, Kamil 1 Eruygur, Aysegul 1 Fry-McKibbin, Renée 1 Lemus, Antonio 1 Melecky, Martin 1 Mendoza, Enrique G. 1 Parker, John C. 1 Van Zandweghe, Willem 1 Zandweghe, Willem Van 1 van Zandweghe, Willem 1 ВЛАДИМИРОВИЧ, АЛИМПИЕВ ЕВГЕНИЙ 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Zentrum für Europäische Wirtschaftsforschung (ZEW) 2 Crawford School of Public Policy, Australian National University 1 Fondazione ENI Enrico Mattei (FEEM) 1 United States International Trade Commission, Government of the United States 1
Published in...
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MPRA Paper 4 ZEW Discussion Papers 4 CAMA working paper series 2 CAMA Working Papers 1 CFM discussion paper series 1 Document de travail 1 JRC Working Papers in Economics and Finance 1 JRC working papers in economics and finance 1 Journal of Economic Regulation (Вопросы регулирования экономики) Journal of Economic Regulation 1 Kiel Working Paper 1 Kiel working paper 1 Nota di Lavoro 1 Sciences Po OFCE working paper 1 Swiss Journal of Economics and Statistics (SJES) 1 Warwick economic research papers 1 Working Paper ID Series 1 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 1
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Source
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RePEc 11 ECONIS (ZBW) 8 EconStor 5 BASE 2
Showing 1 - 10 of 26
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Real Time Forecasting of Covid-19 Intensive Care Units demand
Berta, Paolo; Lovaglio, Pietro Giorgio; Paruolo, Paolo; … - 2020
Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a major one is to anticipate the likely needs of beds in intensive care in a given catchment area one or two weeks ahead, starting as early as possible in the evolution of the...
Persistent link: https://www.econbiz.de/10012806437
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Real Time Forecasting of Covid-19 Intensive Care Units demand
Berta, Paolo; Lovaglio, Pietro Giorgio; Paruolo, Paolo; … - 2020
Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a major one is to anticipate the likely needs of beds in intensive care in a given catchment area one or two weeks ahead, starting as early as possible in the evolution of the...
Persistent link: https://www.econbiz.de/10012299205
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Bayesian vector autoregressions
Miranda-Agrippino, Silvia; Ricco, Giovanni - 2018
Persistent link: https://www.econbiz.de/10012052031
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Dynamic effects of the Chilean fiscal policy
Lemus, Antonio - 2018
Persistent link: https://www.econbiz.de/10012241013
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Bayesian vector autoregressions
Miranda-Agrippino, Silvia; Ricco, Giovanni - 2018
Persistent link: https://www.econbiz.de/10012172390
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Bayesian vector autoregressions
Miranda-Agrippino, Silvia; Ricco, Giovanni - 2018 - This version: 23 March 2018
Persistent link: https://www.econbiz.de/10012162029
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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée; Zheng, Jasmine - 2016
Persistent link: https://www.econbiz.de/10011756827
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МЕТОДОЛОГИЧЕСКИЕ ПРОБЛЕМЫ МОДЕЛИРОВАНИЯ ФИНАНСОВО-МОНЕТАРНОЙ ТРАНСМИССИИ
ВЛАДИМИРОВИЧ, АЛИМПИЕВ ЕВГЕНИЙ - In: Journal of Economic Regulation (Вопросы … 5 (2014) 3, pp. 124-132
В статье предложена методика расчета месячных значений показателя ВВП Украины, которые необходимы для анализа финансово-монетарной трансмиссии, но в последние...
Persistent link: https://www.econbiz.de/10011227691
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Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach
Zheng, Jasmine - Crawford School of Public Policy, Australian National … - 2013
This paper analyzes the impact and effectiveness of conventional monetary policy during periods of low and high financial stress in the US economy. Using data from 1973Q1 to 2008Q4, the analysis is conducted by estimating a Threshold Vector Autoregression (TVAR) model to capture switching...
Persistent link: https://www.econbiz.de/10010904318
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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Zheng, Jasmine - 2013
Persistent link: https://www.econbiz.de/10010188950
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