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Search: subject:"Vector Autoregressive Model"
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Subject
All
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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All
Free
7,715
Undetermined
4,054
CC license
441
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Article
8,368
Book / Working Paper
7,957
Other
3
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Article in journal
7,908
Aufsatz in Zeitschrift
7,908
Graue Literatur
5,011
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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
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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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6
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4
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4
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4
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2
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2
research-article
2
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1
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1
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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
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2
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2
Swedish
2
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1
Serbian
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
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
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)
16,100
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
Showing
16,051
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16,060
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16,328
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16051
The effect of joining the EMS : monetary transmission mechanisms in Spain
Jusélius, Katarina
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001431533
Saved in:
16052
Underwriting cycles in property and liability insurance : an empirical analysis of industry and by-line data
Fung, Hung-gay
(
contributor
)
- In:
The journal of risk and insurance : the journal of the …
65
(
1998
)
4
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001431840
Saved in:
16053
International interdependence and business cycle transmission in ASEAN
Selover, David D.
- In:
Journal of the Japanese and international economies : …
13
(
1999
)
3
,
pp. 230-253
Persistent link: https://www.econbiz.de/10001432483
Saved in:
16054
Specifying and analyzing multiple time series models
Bartel, Holger
-
1999
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001460719
Saved in:
16055
A method for taking models to the data
Ireland, Peter N.
-
1999
Persistent link: https://www.econbiz.de/10001461640
Saved in:
16056
A structural VAR approach to core inflation and its relevance for monetary policy
Aucremanne, Luc
;
Wouters, Rafael
- In:
Measures of underlying inflation and their role in the …
,
(pp. 1-44)
.
1999
Persistent link: https://www.econbiz.de/10001462043
Saved in:
16057
Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai
-
1999
-
(Rev. version)
Persistent link: https://www.econbiz.de/10001465498
Saved in:
16058
VAR-ing monetary policy in Poland
Maliszewski, Wojciech
-
1999
Persistent link: https://www.econbiz.de/10001466520
Saved in:
16059
Processi AR e processi integrati : dal caso univariato alla modellistica econometrica
Zoia, Maria Grazia
- In:
Rivista internazionale di scienze sociali
107
(
1999
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10001467146
Saved in:
16060
La dimensione del NAIRU
Chiarini, Bruno
;
Piselli, Paolo
- In:
Economia & lavoro : revista quadrimestrale di politica …
33
(
1999
)
3/4
,
pp. 5-19
Persistent link: https://www.econbiz.de/10001494280
Saved in:
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