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  • Search: subject:"Vector Autoregressive Model"
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Year of publication
Subject
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VAR-Modell 16,092 VAR model 16,084 Schock 5,406 Shock 5,403 Schätzung 3,933 Estimation 3,928 Theorie 3,913 Theory 3,910 Geldpolitik 3,440 Monetary policy 3,436 Impact assessment 1,970 Wirkungsanalyse 1,970 USA 1,890 United States 1,879 Zeitreihenanalyse 1,846 Time series analysis 1,845 Prognoseverfahren 1,732 Forecasting model 1,730 Business cycle 1,614 Konjunktur 1,614 Bayesian inference 1,539 Bayes-Statistik 1,537 Volatility 1,529 Volatilität 1,529 Cointegration 1,463 Kointegration 1,449 Geldpolitische Transmission 1,340 Monetary transmission 1,340 Oil price 1,310 Ölpreis 1,310 Welt 1,271 World 1,271 Estimation theory 1,230 Schätztheorie 1,230 Inflation 1,096 EU-Staaten 1,047 EU countries 1,043 Euro area 944 Eurozone 941 Börsenkurs 910
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Online availability
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Free 7,715 Undetermined 4,054 CC license 441
Type of publication
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Article 8,368 Book / Working Paper 7,957 Other 3
Type of publication (narrower categories)
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Article in journal 7,908 Aufsatz in Zeitschrift 7,908 Graue Literatur 5,011 Non-commercial literature 5,011 Working Paper 4,948 Arbeitspapier 4,897 Aufsatz im Buch 340 Book section 340 Hochschulschrift 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 Aufsatzsammlung 18 Article 16 Bibliografie enthalten 14 Bibliography included 14 Lehrbuch 9 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Textbook 6 Amtliche Publikation 4 Handbook 4 Handbuch 4 Conference Paper 2 Interview 2 research-article 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1
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Language
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English 15,965 Undetermined 124 German 60 French 58 Spanish 43 Portuguese 20 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Albanian 1 Serbian 1 Ukrainian 1
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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 Huber, Florian 88 Gambetti, Luca 87 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 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
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ECONIS (ZBW) 16,100 RePEc 153 EconStor 69 BASE 4 Other ZBW resources 2
Showing 15,871 - 15,880 of 16,328
Cover Image
On the derivation of monetary policy shocks : should we throw the VAR out with the bath water?
Brunner, Allan D. - In: Journal of money, credit and banking : JMCB 32 (2000) 2, pp. 254-279
Persistent link: https://www.econbiz.de/10001476832
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Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-GARCH-M approach
Pelloni, Gianluigi; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001476844
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A Bayesian VAR-GARCH analysis of sectoral labour reallocation
Pelloni, Gianluigi; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001476848
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Mean reversion of rates and prices in the South African market
Botha, M.; Vuuren, G. van; Styger, P. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10001480413
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Financial development, investment, and economic growth
Xu, Zhenhui - In: Economic inquiry : journal of the Western Economic … 38 (2000) 2, pp. 331-344
Persistent link: https://www.econbiz.de/10001481521
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Effects of monetary policy shocks in a small open economy : the case of Korea
Kim, So-yŏng - In: Economic papers 3 (2000) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10001482739
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Exchange rate anomalies in the industrial countries : a solution with a structural VAR approach
Kim, So-yŏng; Roubini, Nouriel - In: Journal of monetary economics 45 (2000) 3, pp. 561-586
Persistent link: https://www.econbiz.de/10001482945
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Causes of capital flows in developing countries
Kim, Yoonbai - In: Journal of international money and finance 19 (2000) 2, pp. 235-253
Persistent link: https://www.econbiz.de/10001483490
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Modified lag augmented vector autoregressions
Kurozumi, Eiji; Yamamoto, Taku - In: Econometric reviews 19 (2000) 2, pp. 207-231
Persistent link: https://www.econbiz.de/10001483709
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A Gibbs simulator for restricted VAR models
Waggoner, Daniel F.; Zha, Tao - 2000
Persistent link: https://www.econbiz.de/10001484295
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