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  • Search: subject:"Vector Autoregressive Model"
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Year of publication
Subject
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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 Börsenkurs 911
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Online availability
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Free 7,720 Undetermined 4,058 CC license 442
Type of publication
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Article 8,376 Book / Working Paper 7,958 Other 3
Type of publication (narrower categories)
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Article in journal 7,916 Aufsatz in Zeitschrift 7,916 Graue Literatur 5,012 Non-commercial literature 5,012 Working Paper 4,949 Arbeitspapier 4,898 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 15,974 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 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...
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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
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ECONIS (ZBW) 16,109 RePEc 153 EconStor 69 BASE 4 Other ZBW resources 2
Showing 1,581 - 1,590 of 16,337
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Second-round effects of food prices on core inflation in Turkey
Türken, Fatma; Yıldırım, Mustafa Ozan - In: Economics and business review 10 (2024) 4, pp. 32-55
Persistent link: https://www.econbiz.de/10015331302
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Leveraging growth spillovers to navigate CARICOM trade relations in the post-COVID-19 global space
Hosein, Roger; Gookool, Rebecca; Saridakis, George; … - In: EuroMed journal of business 19 (2024) 4, pp. 798-817
Persistent link: https://www.econbiz.de/10015327514
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Investigating the effects of monetary policy shocks on growth and inflation in Egypt : asymmetry and the long-term impact
Omar, Nadeen; Yousri, Dina - In: African review of economics and finance : AREF : the … 16 (2024) 1, pp. 180-196
Persistent link: https://www.econbiz.de/10015327581
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What drives indian inflation? : demand or supply
Goyal, Ashima; Kumar, Abhishek - In: Practical Economic Analysis and Computation : A …, (pp. 91-140). 2024
Persistent link: https://www.econbiz.de/10015329101
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The analyses of structural vector autoregressive model on the twin deficit convergence among the emerging economies : does Ricardian equivalence hypothesis matter?
Okoli, Tochukwu Timothy - In: African journal of business & economic research : AJBER 19 (2024) 3, pp. 173-195
Persistent link: https://www.econbiz.de/10015329128
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Forecasting VaR and ES using the joint regression combined forecasting model in the Chinese stock market
Lu, Xunfa; Sheng, Kang; Zhang, Zhengjun - 2024
Persistent link: https://www.econbiz.de/10015386539
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Revisiting the impact of US uncertainty shocks : new evidence from China's investment dynamics
Yan, Meng; Shi, Kai - 2024
Persistent link: https://www.econbiz.de/10015127079
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The power of news data in forecasting tail risk : evidence from China
Ma, Yong; Yan, Lu; Pan, Dongtao - 2024
Persistent link: https://www.econbiz.de/10015142108
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Bayesian quantile regression analysis for bivariate vector autoregressive models with an application to financial time series
Yang, Kai; Zhao, Luan; Hu, Qian; Wang, Wenshan - 2024
Persistent link: https://www.econbiz.de/10015143979
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Does the government spending multiplier depend on the business cycle?
Laumer, Sebastian; Philipps, Collin - 2024
Persistent link: https://www.econbiz.de/10015396666
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