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Search: subject:"Vector Autoregressive Model"
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VAR-Modell
16,101
VAR model
16,093
Schock
5,409
Shock
5,406
Schätzung
3,935
Estimation
3,930
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
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911
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Free
7,720
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4,058
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442
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8,376
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7,958
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3
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7,916
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4,898
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340
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158
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117
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76
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76
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55
Sammlung
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30
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26
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26
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15,974
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20
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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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Author
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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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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)
16,109
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
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14831
International financial contagion : evidence from the Argentine crisis of 2001 - 2002
Boschi, Melisso
- In:
Applied financial economics
15
(
2005
)
3
,
pp. 153-163
Persistent link: https://www.econbiz.de/10002598337
Saved in:
14832
Granger causality of the inflation-growth mirror in accession countries
Gillman, Max
;
Nakov, Anton
-
2005
Persistent link: https://www.econbiz.de/10002599013
Saved in:
14833
Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 959-977
Persistent link: https://www.econbiz.de/10002601077
Saved in:
14834
How important are nominal shocks in driving real exchange rates?
Kempa, Bernd
- In:
Jahrbücher für Nationalökonomie und Statistik
225
(
2005
)
2
,
pp. 192-204
Persistent link: https://www.econbiz.de/10002683563
Saved in:
14835
Computing level-impulse responses of log-specified VAR systems
Wieringa, Jaap E.
;
Horváth, Csilla
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 279-289
Persistent link: https://www.econbiz.de/10002687856
Saved in:
14836
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
Lastrapes, William Dean
- In:
Economics letters
87
(
2005
)
1
,
pp. 75-81
Persistent link: https://www.econbiz.de/10002688891
Saved in:
14837
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
14838
Exchange rates and asymmetric shocks in small open economies
Alexius, Annika
(
contributor
);
Post, Erik
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002640769
Saved in:
14839
An empirical analysis of stock and bond market liquidity
Chordia, Tarun
;
Sarkar, Asani
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 85-129
Persistent link: https://www.econbiz.de/10002646547
Saved in:
14840
Finance, investment, and growth : time series evidence from 10 Asian economies
Rousseau, Peter L.
;
Vuthipadadorn, Dadanee
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002647991
Saved in:
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