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Search: subject:"Vector Autoregressive"
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VAR-Modell
16,153
VAR model
16,145
Schock
5,429
Shock
5,424
Schätzung
3,956
Estimation
3,949
Theorie
3,934
Theory
3,929
Geldpolitik
3,456
Monetary policy
3,451
Impact assessment
1,982
Wirkungsanalyse
1,982
USA
1,894
United States
1,883
Zeitreihenanalyse
1,866
Time series analysis
1,863
Prognoseverfahren
1,744
Forecasting model
1,741
Konjunktur
1,618
Business cycle
1,617
Bayesian inference
1,551
Bayes-Statistik
1,546
Volatility
1,537
Volatilität
1,537
Cointegration
1,491
Kointegration
1,457
Geldpolitische Transmission
1,346
Monetary transmission
1,346
Oil price
1,323
Ölpreis
1,320
Welt
1,284
World
1,284
Estimation theory
1,239
Schätztheorie
1,239
Inflation
1,112
EU-Staaten
1,055
EU countries
1,048
Euro area
950
Eurozone
944
Börsenkurs
915
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Free
7,971
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4,164
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453
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Article
8,568
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8,166
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5
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Article in journal
7,991
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5,025
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5,024
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Aufsatz im Buch
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158
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117
Conference paper
77
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77
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55
Sammlung
55
Article
39
Konferenzschrift
30
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26
Sammelwerk
26
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283
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61
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58
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46
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22
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13
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6
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5
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4
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Author
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Lütkepohl, Helmut
225
Gupta, Rangan
129
Marcellino, Massimiliano
126
Pesaran, M. Hashem
125
Mumtaz, Haroon
102
Kilian, Lutz
97
Huber, Florian
90
Gambetti, Luca
88
Koop, Gary
86
Castelnuovo, Efrem
85
Canova, Fabio
76
Carriero, Andrea
72
Clark, Todd E.
70
Giannone, Domenico
69
Schorfheide, Frank
69
Chudik, Alexander
68
Johansen, Søren
68
Caggiano, Giovanni
64
Jusélius, Katarina
61
Theodoridis, Konstantinos
60
Morana, Claudio
58
Saikkonen, Pentti
57
Nielsen, Morten Ørregaard
54
Fève, Patrick
53
Korobilis, Dimitris
52
Belke, Ansgar
51
Österholm, Pär
51
Chan, Joshua
50
Kapetanios, George
50
Kim, So-yŏng
50
Lenza, Michele
50
Winker, Peter
49
Benati, Luca
47
Feldkircher, Martin
47
Minford, Patrick
47
Rubio-Ramírez, Juan Francisco
47
Afonso, António
46
Mohaddes, Kamiar
45
Staszewska-Bystrova, Anna
44
Baumeister, Christiane
43
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National Bureau of Economic Research
118
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
25
Department of Economics, European University Institute
16
European University Institute / Department of Economics
16
European University Institute / Department of Law
14
European Central Bank
11
Federal Reserve Bank of St. Louis
11
CESifo
9
Department of Economics, Faculty of Economic and Management Sciences
9
Københavns Universitet / Økonomisk Institut
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
Økonomisk Institut, Københavns Universitet
7
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
EconWPA
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
Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
5
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
5
International Centre for Economic Research (ICER)
5
School of Finance and Business Economics <Perth, Western Australia>
5
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
Department of Economics, Auburn University
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
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
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Published in...
All
Economic modelling
241
Energy economics
233
Working paper
229
Applied economics
227
Working paper series / European Central Bank
207
Economics letters
202
CESifo working papers
174
Journal of international money and finance
159
Discussion paper / Centre for Economic Policy Research
156
Journal of econometrics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of economic dynamics & control
125
CAMA working paper series
122
IMF working papers
121
NBER working paper series
117
Discussion papers / CEPR
115
International Journal of Energy Economics and Policy : IJEEP
114
International journal of forecasting
109
ECB Working Paper
108
Journal of macroeconomics
106
Applied economics letters
105
Finance research letters
96
International review of economics & finance : IREF
96
NBER Working Paper
94
Working paper / National Bureau of Economic Research, Inc.
92
Discussion paper
87
Journal of applied econometrics
87
Macroeconomic dynamics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
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
Working paper series
60
Journal of international financial markets, institutions & money
59
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
All
ECONIS (ZBW)
16,201
RePEc
363
EconStor
156
BASE
13
Other ZBW resources
6
Showing
1
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16,739
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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)
Góes, Maria Cristina Barbieri
;
Deleidi, Matteo
;
Di …
- 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 analysis of interconnections between the three dimensions of sustainable development in terms of the economy structure transformations
Jankiewicz, Mateusz
-
2025
Persistent link: https://www.econbiz.de/10015415683
Saved in:
10
Agglomeration and competition dynamic effects on hotels pricing strategies in Venice
Angelini, Giovanni
;
Costa, Michele
;
Guizzardi, Andrea
- In:
International journal of hospitality management
131
(
2025
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015434845
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