Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Vector Autoregressive"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
VAR-Modell
7,536
VAR model
7,528
Schock
2,749
Shock
2,744
Theorie
1,863
Theory
1,858
Schätzung
1,816
Estimation
1,809
Monetary policy
1,778
Geldpolitik
1,777
Impact assessment
991
Wirkungsanalyse
991
Bayesian inference
921
Bayes-Statistik
917
Zeitreihenanalyse
896
Time series analysis
893
Prognoseverfahren
849
Forecasting model
848
Konjunktur
831
Business cycle
829
USA
747
United States
741
Geldpolitische Transmission
690
Monetary transmission
690
Estimation theory
660
Schätztheorie
660
Volatilität
615
Volatility
614
Cointegration
591
Welt
584
World
584
EU-Staaten
569
Kointegration
564
EU countries
562
Oil price
555
Ölpreis
554
Inflation
553
Euro area
521
Eurozone
517
Finanzpolitik
443
more ...
less ...
Online availability
All
Free
7,933
CC license
443
Type of publication
All
Book / Working Paper
6,702
Article
1,226
Other
5
Type of publication (narrower categories)
All
Working Paper
4,106
Graue Literatur
4,101
Non-commercial literature
4,101
Arbeitspapier
3,994
Article in journal
1,163
Aufsatz in Zeitschrift
1,163
Hochschulschrift
50
Article
38
Conference paper
27
Konferenzbeitrag
27
Konferenzschrift
25
Thesis
23
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
11
Sammelwerk
11
Aufsatz im Buch
10
Book section
10
Aufsatzsammlung
7
Forschungsbericht
5
Amtliche Publikation
4
Amtsdruckschrift
4
Conference Paper
4
Government document
4
Case study
3
Fallstudie
3
Systematic review
2
Übersichtsarbeit
2
Interview
1
Research Report
1
more ...
less ...
Language
All
English
7,734
Undetermined
148
Spanish
14
French
9
German
8
Portuguese
7
Polish
3
Romanian
3
Norwegian
2
Russian
2
Czech
1
Slovenian
1
Serbian
1
more ...
less ...
Author
All
Lütkepohl, Helmut
146
Pesaran, M. Hashem
79
Castelnuovo, Efrem
67
Huber, Florian
61
Mumtaz, Haroon
59
Marcellino, Massimiliano
58
Caggiano, Giovanni
55
Chudik, Alexander
52
Koop, Gary
50
Johansen, Søren
49
Kilian, Lutz
45
Nielsen, Morten Ørregaard
43
Clark, Todd E.
42
Winker, Peter
42
Gambetti, Luca
41
Dijk, Herman K. van
40
Korobilis, Dimitris
39
Staszewska-Bystrova, Anna
38
Gupta, Rangan
37
Schorfheide, Frank
37
Theodoridis, Konstantinos
37
Giannone, Domenico
35
Mohaddes, Kamiar
35
Belke, Ansgar
34
Feldkircher, Martin
34
Chan, Joshua
32
Carriero, Andrea
31
Jusélius, Katarina
31
Rubio-Ramírez, Juan Francisco
31
Saikkonen, Pentti
31
Hülsewig, Oliver
30
Lenza, Michele
30
Afonso, António
29
Neuenkirch, Matthias
29
Raissi, Mehdi
29
Strachan, Rodney W.
29
Zanetti, Francesco
29
Canova, Fabio
27
Kapetanios, George
27
Fève, Patrick
26
more ...
less ...
Institution
All
National Bureau of Economic Research
108
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
25
European University Institute / Department of Law
14
Department of Economics, European University Institute
13
European Central Bank
11
Federal Reserve Bank of St. Louis
11
CESifo
9
European University Institute / Department of Economics
9
Leibniz-Institut für Wirtschaftsforschung Halle
8
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Narodna Banka na Republika Makedonija
6
School of Economics and Management, University of Aarhus
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
University of Strathclyde / Department of Economics
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Statistisk Sentralbyrå, Government of Norway
5
Task Force on Low Inflation (LIFT)
5
University of Southampton / Department of Economics
5
Økonomisk Institut, Københavns Universitet
5
Department of Economics, Auburn University
4
Econometrisch Instituut <Rotterdam>
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
4
Tilburg University, Center for Economic Research
4
Tinbergen Instituut
4
University of Leicester / Department of Economics
4
Center for Economic Research <Tilburg>
3
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
3
Department of Economics, Oxford University
3
Economic Research Southern Africa (ERSA)
3
Economics Department, Queen's University
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Federal Reserve Bank of San Francisco
3
International Monetary Fund
3
National Institute of Economic and Social Research
3
Nuffield College
3
Tinbergen Institute
3
Bank of Greece
2
more ...
less ...
Published in...
All
Working paper
194
Working paper series / European Central Bank
189
CESifo working papers
160
CAMA working paper series
122
IMF working papers
112
International Journal of Energy Economics and Policy : IJEEP
111
ECB Working Paper
108
NBER working paper series
106
NBER Working Paper
94
Discussion papers / Deutsches Institut für Wirtschaftsforschung
79
Discussion paper
77
Working paper / National Bureau of Economic Research, Inc.
61
Working papers
61
Working paper series
57
IMF Working Paper
56
Discussion paper / Tinbergen Institute
53
CESifo Working Paper Series
51
CAMA Working Paper
47
CREATES research paper
43
Working paper / Norges Bank
43
Cogent economics & finance
41
Working paper series / Czech National Bank
41
Economies : open access journal
39
International journal of economics and financial issues : IJEFI
39
Temi di discussione / Banca d'Italia
39
DIW Berlin Discussion Paper
38
Cardiff economics working papers
37
Econometrics : open access journal
36
Federal Reserve Bank of Cleveland working paper series
36
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
36
Journal of risk and financial management : JRFM
36
Sveriges Riksbank working paper series
36
Discussion papers / Department of Economics, University of Copenhagen
35
IMF working paper
33
Ruhr economic papers
30
Staff working papers / Bank of England
30
Bank of England Working Paper
29
SFB 649 discussion paper
29
Cambridge working papers in economics
28
Finance and economics discussion series
28
more ...
less ...
Source
All
ECONIS (ZBW)
7,549
RePEc
216
EconStor
155
BASE
13
Showing
1
-
10
of
7,933
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki
;
Shintani, Mototsugu
- In:
Empirical economics : a quarterly journal of the …
68
(
2025
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
Saved in:
2
How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus
- In:
Global journal of emerging market economies
17
(
2025
)
1
,
pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
Saved in:
3
Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices
Marín-Rodríguez, Nini Johana
;
González-Ruíz, Juan David
- In:
Economies : open access journal
13
(
2025
)
1
,
pp. 1-28
, as well as a global EPU index. Using a Time-Varying Parameter
Vector
Autoregressive
(TVP-VAR) model with monthly data …
Persistent link: https://www.econbiz.de/10015206927
Saved in:
4
Quantifying the Federal Reserve's objectives using a structural
vector
autoregressive
model
Ou, Shengliang
;
Zhang, Donghai
- In:
Economica
92
(
2025
)
366
,
pp. 351-367
Persistent link: https://www.econbiz.de/10015402017
Saved in:
5
Forecasting Markov switching vector autoregressions : evidence from simulation and application
Cavicchioli, Maddalena
- In:
Journal of forecasting
44
(
2025
)
1
,
pp. 136-152
Persistent link: https://www.econbiz.de/10015374001
Saved in:
6
Oil rents shocks and corruption in Iran
Farzanegan, Mohammad Reza
;
Zamani, Reza
-
2025
Persistent link: https://www.econbiz.de/10015375100
Saved in:
7
Uncovering the inventory-business cycle nexus
Rossi, Luca
-
2025
Persistent link: https://www.econbiz.de/10015406421
Saved in:
8
An empirical analysis of the impact of financialisation on the rate of profit for the US (1955-2019)
Deleidi, Matteo
;
Di Bucchianico, Stefano
;
Salvati, Luigi
- In:
British journal of industrial relations : BJIR ; an …
63
(
2025
)
2
,
pp. 354-367
Persistent link: https://www.econbiz.de/10015398280
Saved in:
9
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
Saved in:
10
Navigating global uncertainty : examining the effect of geopolitical risks on cryptocurrency prices and volatility in a Markov-switching
vector
autoregressive
model
Buthelezi, Eugene Msizi
- In:
International economic journal
38
(
2024
)
4
,
pp. 564-590
Persistent link: https://www.econbiz.de/10015195347
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
