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Search: subject:"Vector Autoregressive Model"
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VAR-Modell
16,102
VAR model
16,094
Schock
5,409
Shock
5,406
Schätzung
3,936
Estimation
3,931
Theorie
3,913
Theory
3,910
Geldpolitik
3,441
Monetary policy
3,437
Impact assessment
1,972
Wirkungsanalyse
1,972
USA
1,891
United States
1,880
Zeitreihenanalyse
1,848
Time series analysis
1,847
Prognoseverfahren
1,734
Forecasting model
1,732
Business cycle
1,615
Konjunktur
1,615
Bayesian inference
1,540
Bayes-Statistik
1,538
Volatility
1,529
Volatilität
1,529
Cointegration
1,463
Kointegration
1,449
Geldpolitische Transmission
1,341
Monetary transmission
1,341
Oil price
1,310
Ölpreis
1,310
Welt
1,272
World
1,272
Estimation theory
1,232
Schätztheorie
1,232
Inflation
1,098
EU-Staaten
1,047
EU countries
1,043
Euro area
945
Eurozone
942
Börsenkurs
911
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Free
7,720
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4,059
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442
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8,377
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7,958
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3
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Article in journal
7,917
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5,012
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5,012
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4,949
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4,898
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340
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340
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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
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18
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16
Bibliografie enthalten
14
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9
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8
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8
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8
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7
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6
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4
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2
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English
15,975
Undetermined
124
German
60
French
58
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43
Portuguese
20
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13
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11
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9
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6
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5
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4
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4
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2
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2
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Author
All
Lütkepohl, Helmut
194
Marcellino, Massimiliano
126
Pesaran, M. Hashem
125
Gupta, Rangan
123
Mumtaz, Haroon
102
Kilian, Lutz
97
Gambetti, Luca
88
Huber, Florian
88
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
52
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
Rubio-Ramírez, Juan Francisco
46
Saikkonen, Pentti
46
Mohaddes, Kamiar
45
Belke, Ansgar
44
Baumeister, Christiane
43
Inoue, Atsushi
43
Dijk, Herman K. van
42
Wickens, Michael R.
41
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Institution
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National Bureau of Economic Research
118
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
229
Applied economics
225
Working paper series / European Central Bank
206
Economics letters
201
CESifo working papers
174
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
CAMA working paper series
122
IMF working papers
121
NBER working paper series
117
Discussion papers / CEPR
114
International Journal of Energy Economics and Policy : IJEEP
110
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
Finance research letters
93
Working paper / National Bureau of Economic Research, Inc.
92
Journal of applied econometrics
87
Macroeconomic dynamics
87
Discussion paper
86
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
Journal of international financial markets, institutions & money
59
Working paper series
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)
16,110
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
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14,691
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14691
Price dispersion, information and learning
Araujo, Luis
;
Shevchenko, Andrei
- In:
Journal of monetary economics
53
(
2006
)
6
,
pp. 1197-1223
Persistent link: https://www.econbiz.de/10003369379
Saved in:
14692
Forward-looking information in VAR models and the price puzzle
Brissimis, Sophocles N.
;
Magginas, Nicholas S.
- In:
Journal of monetary economics
53
(
2006
)
6
,
pp. 1225-1234
Persistent link: https://www.econbiz.de/10003369380
Saved in:
14693
Stock and real estate markets in Korea : wealth or credit-price effect
Sim, Sung-hoon
;
Chang, Byoung-ky
- In:
Journal of economic research
11
(
2006
)
1
,
pp. 105-126
Persistent link: https://www.econbiz.de/10003370406
Saved in:
14694
Oil price shocks and emerging stock markets : a generalized VAR approach
Maghyereh, Aktham I.
- In:
Global stock markets and portfolio management
,
(pp. 55-68)
.
2006
Persistent link: https://www.econbiz.de/10003370409
Saved in:
14695
Phillips curves and unemployment dynamics : a critique and a holistic perspective
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370441
Saved in:
14696
What does the Bank of Japan do to East Asia?
Maćkowiak, Bartosz
- In:
Journal of international economics
70
(
2006
)
1
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003370775
Saved in:
14697
The causal relationship between stock, credit market and economic development : an empirical evidence for Greece
Dritsaki, Chaidoo
;
Dritsaki-Bargiota, Melina
- In:
Economic change and restructuring : empirical and …
38
(
2005
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10003371073
Saved in:
14698
Are US output expectations unbiased? A cointegrated VAR analysis in real time
Papaikonomou, Dimitrios
;
Pires, Jacinta
- In:
Economics letters
92
(
2006
)
3
,
pp. 440-446
Persistent link: https://www.econbiz.de/10003373593
Saved in:
14699
Trend breaks, long-run restrictions and the contractionary effects of technology improvements
Fernald, John G.
-
2006
Persistent link: https://www.econbiz.de/10003322476
Saved in:
14700
Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George
;
Marcellino, Massimiliano
-
2006
Persistent link: https://www.econbiz.de/10003322842
Saved in:
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