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Search: subject:"Vector Autoregressive Model"
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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
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4,056
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442
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8,374
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7,957
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3
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Article in journal
7,914
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4,897
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340
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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
55
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30
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26
Sammelwerk
26
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18
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16
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English
15,971
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124
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60
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58
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43
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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
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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
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
Showing
15,201
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15,210
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15201
International transmission of US monetary policy shocks to Asia
Reside, Renato E.
-
2004
Persistent link: https://www.econbiz.de/10002136268
Saved in:
15202
Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
;
Bohn Nielsen, Heino
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
Saved in:
15203
Effectiveness of monetary policy tools in Japan : a VAR model
Hsing, Yu
- In:
Studi economici : rivista quadrimestrale
58
(
2003
)
3
,
pp. 73-83
Persistent link: https://www.econbiz.de/10002140574
Saved in:
15204
Szacowanie luki popytowej dla gospodarki polskiej przy wykorzystaniu metody VECM
Gradzewicz, Michał
;
Kolasa, Marcin
- In:
Bank i kredyt
35
(
2004
)
2
,
pp. 14-30
Persistent link: https://www.econbiz.de/10002140957
Saved in:
15205
Anticipace vlivu exogenních šok°u v měnovém mechanizmu
Hušek, Roman
;
Formánek, Tomáš
- In:
Ekonomický časopis : časopis pre ekonomickú …
52
(
2004
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10002141577
Saved in:
15206
Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification
Taylor, Mark P.
- In:
International journal of finance & economics : IJFE
9
(
2004
)
3
,
pp. 229-244
Persistent link: https://www.econbiz.de/10002146001
Saved in:
15207
Forecasting real GDP : what role for narrow money?
Brand, Claus
;
Reimers, Hans-Eggert
;
Seitz, Franz
- In:
Background studies for the ECB's evaluation of its …
,
(pp. 301-328)
.
2004
Persistent link: https://www.econbiz.de/10002202550
Saved in:
15208
The dynamic effects of public capital : VAR evidence for 22 OECD countries
Kamps, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002205944
Saved in:
15209
International evidence on import demand
Tsionas, Efthymios G.
;
Christopulos, Dēmētrēs K.
- In:
Empirica : journal of european economics
31
(
2004
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10002216103
Saved in:
15210
Fundamental share prices and aggregate real output
Groenewold, Nicolaas
- In:
Applied financial economics
14
(
2004
)
9
,
pp. 651-661
Persistent link: https://www.econbiz.de/10002091406
Saved in:
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