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Search: subject:"Vector Autoregressive Model"
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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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7,715
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4,054
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441
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8,368
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7,957
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3
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7,908
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5,011
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4,897
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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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124
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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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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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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)
16,100
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
Showing
16,011
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16,020
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16011
Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
Saved in:
16012
Monthly data and short-term forecasting : an assessment of monthly data in a VAR model
Salazar, Eduardo
;
Weale, Martin
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 447-462
Persistent link: https://www.econbiz.de/10001437765
Saved in:
16013
Forecasting cointegrated series with BVAR models
Amisano, Gianni
;
Serati, Massimiliano
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 463-476
Persistent link: https://www.econbiz.de/10001437768
Saved in:
16014
The velocity of US M2 in the 1990s : some further evidence
Chowdhury, Abdur R.
;
Wheeler, Mark
- In:
Applied economics
31
(
1999
)
9
,
pp. 1137-1144
Persistent link: https://www.econbiz.de/10001438547
Saved in:
16015
Money-income and credit-income relationships during the pre- and the post-liberalization periods : evidence from Malaysia
Azali, Mohamed
;
Matthews, Kent
- In:
Applied economics
31
(
1999
)
10
,
pp. 1161-1170
Persistent link: https://www.econbiz.de/10001438555
Saved in:
16016
A structural vector autoregression model of monetary policy in Australia
Brischetto, Andrea
;
Voss, Graham M.
-
1999
Persistent link: https://www.econbiz.de/10001438765
Saved in:
16017
Housing inventory and completion
Coulson, N. Edward
- In:
The journal of real estate finance and economics
18
(
1999
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10001439273
Saved in:
16018
Monetary shocks and real exchange rates
Rogers, John H.
- In:
Journal of international economics
49
(
1999
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10001440961
Saved in:
16019
An empirical investigation of fluctuations in manufacturing sales and inventory within a sticky-price framework
Sarte, Pierre-Daniel
- In:
Economic quarterly
85
(
1999
)
3
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001443212
Saved in:
16020
A VAR model of shocks to the Victorian economy
O'Hagan, Rowan J.
- In:
Australasian journal of regional studies : journal of …
5
(
1999
)
3
,
pp. 279-295
Persistent link: https://www.econbiz.de/10001443544
Saved in:
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