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Search: subject:"Vector Autoregressive Model"
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All
VAR-Modell
16,098
VAR model
16,090
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
1,847
Time series analysis
1,846
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
1,271
World
1,271
Estimation theory
1,231
Schätztheorie
1,231
Inflation
1,098
EU-Staaten
1,047
EU countries
1,043
Euro area
945
Eurozone
942
Börsenkurs
910
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Free
7,719
Undetermined
4,056
CC license
442
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Article
8,374
Book / Working Paper
7,957
Other
3
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Article in journal
7,914
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7,914
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5,011
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5,011
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4,948
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4,897
Aufsatz im Buch
340
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340
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158
Thesis
117
Conference paper
76
Konferenzbeitrag
76
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55
Sammlung
55
Konferenzschrift
30
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
18
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16
Bibliografie enthalten
14
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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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8
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8
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7
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4
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4
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2
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English
15,971
Undetermined
124
German
60
French
58
Spanish
43
Portuguese
20
Polish
13
Czech
11
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9
Croatian
6
Russian
5
Romanian
4
Slovak
4
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2
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2
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2
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1
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1
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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
All
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
92
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)
16,106
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
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15081
The FDI-growth hypothesis : a VAR model for Nigeria
Olomola, Phillip Akanni
- In:
South African journal of economic and management sciences
7
(
2004
)
1
,
pp. 171-185
Persistent link: https://www.econbiz.de/10002200715
Saved in:
15082
Asset price shocks, real expenditures, and financial structure : a multi-country analysis
Chirinko, Robert S.
(
contributor
);
Haan, Leo de
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002598403
Saved in:
15083
VAR risk measures vs. traditional risk measures: an analysis and survey
Kaplanski, Guy
;
Kroll, Yoram
- In:
Innovations in risk management : seminal papers from …
,
(pp. 3-34)
.
2004
Persistent link: https://www.econbiz.de/10002600162
Saved in:
15084
Brazilian real futures trading and volatility in the Brazilian equity market
Brown, Cynthia Jane
;
Curci, Roberto
- In:
Latin American financial markets : developments in …
,
(pp. 99-111)
.
2004
Persistent link: https://www.econbiz.de/10002607796
Saved in:
15085
An empirical analysis of US equity market spillover effects into the equity and labor markets of Brazil
Bangura, Alhassan
;
Curci, Roberto
- In:
Latin American financial markets : developments in …
,
(pp. 365-381)
.
2004
Persistent link: https://www.econbiz.de/10002608254
Saved in:
15086
Robust estimation of the
vector
autoregressive
model
by a trimmed least squares procedure
Joossens, Kristel
;
Croux, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002624169
Saved in:
15087
A multivariate I(2) cointegration analysis of German hyperinflation
Georgoutsos, Demetris A.
;
Kouretas, Georgios P.
- In:
Applied financial economics
14
(
2004
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10001898815
Saved in:
15088
An approach to the hub-and-spoke systems from SVARs models. A practical application to container traffic between the Port of Bahia de Algeciras and other ports of the Spanish port system (Bahia de Cảdiz and Las Palmas)
Castillo-Manzano, J. I.
;
Coto-Millán, Pablo
; …
- In:
Essays on microeconomics and industrial organisation : …
,
(pp. 41-45)
.
2004
Persistent link: https://www.econbiz.de/10001902969
Saved in:
15089
The role of the exchange rate as a shock absorber in a small open economy
Bjørnland, Hilde Christiane
- In:
Open economies review
15
(
2004
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10001903932
Saved in:
15090
A cointegrated structural VAR model of the Canadian economy
Crowder, William J.
;
Wohar, Mark E.
- In:
Applied economics
36
(
2004
)
3
,
pp. 195-213
Persistent link: https://www.econbiz.de/10001905539
Saved in:
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