EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Vector Autoregressive Model"
Narrow search

Narrow search

Year of publication
Subject
All
VAR-Modell 16,102 VAR model 16,094 Schock 5,409 Shock 5,406 Schätzung 3,936 Estimation 3,931 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
more ... less ...
Online availability
All
Free 7,720 Undetermined 4,059 CC license 442
Type of publication
All
Article 8,377 Book / Working Paper 7,958 Other 3
Type of publication (narrower categories)
All
Article in journal 7,917 Aufsatz in Zeitschrift 7,917 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
more ... less ...
Language
All
English 15,975 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
more ... less ...
Author
All
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
more ... less ...
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
more ... less ...
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 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
more ... less ...
Source
All
ECONIS (ZBW) 16,110 RePEc 153 EconStor 69 BASE 4 Other ZBW resources 2
Showing 1,801 - 1,810 of 16,338
Cover Image
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit; Deb, Soumya Guha - In: International journal of financial engineering 11 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
Cover Image
Housing market, oil prices, and macroeconomic volatility in the G7
Attílio, Luccas Assis - In: The Manchester School 92 (2024) 4, pp. 397-425
Persistent link: https://www.econbiz.de/10014575084
Saved in:
Cover Image
Economic growth and inflation tradeoffs within global stagflation : evidence from the Vietnam economy
Hung, Ly-Dai - In: Journal of international commerce, economics and policy 15 (2024) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014575187
Saved in:
Cover Image
Dynamic Identification in VARs
Beaudry, Paul; Collard, Fabrice; Fève, Patrick; Guay, Alain - National Bureau of Economic Research - 2024
Most macroeconomic models view economic outcomes as being generated by a combination of endogenous and exogenous dynamic forces. In particular, the exogenous forces are generally modelled as a set of independent dynamics processes. In this paper we begin by showing that this dual dynamic...
Persistent link: https://www.econbiz.de/10014576627
Saved in:
Cover Image
Global spillovers of China's monetary policy
Lei, Wenni; Mei, Dongzhou; Zhang, Mi - In: China & world economy 32 (2024) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014576882
Saved in:
Cover Image
Capturing macro-economic tail risks with Bayesian vector autoregressions
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of money, credit and banking : JMCB 56 (2024) 5, pp. 1099-1127
Persistent link: https://www.econbiz.de/10015116853
Saved in:
Cover Image
The impact of remittance inflows on inflation : the case of Lebanon
Kassab, Sara - In: Review of Middle East economics and finance 20 (2024) 1, pp. 113-127
Persistent link: https://www.econbiz.de/10015117770
Saved in:
Cover Image
International linkages of inflation-output dynamics : fresh GVAR evidence from Pakistan and its trading partners
Ayyoub, Muhammad - In: Economic papers 43 (2024) 3, pp. 236-256
Persistent link: https://www.econbiz.de/10015120989
Saved in:
Cover Image
Liquidity-adjusted value-at-risk using extreme value theory and copula approach
Kamal, Harish; Paul, Samit - In: Journal of forecasting 43 (2024) 6, pp. 1747-1769
Persistent link: https://www.econbiz.de/10015108432
Saved in:
Cover Image
Examining policies on controlling prices : Indonesian Crude Palm Oil (CPO) and cooking oil
Putra, Febrian Perdana; Patunru, Arianto Arif - In: Journal of Southeast Asian economies 41 (2024) 2, pp. 125-151
Persistent link: https://www.econbiz.de/10015110286
Saved in:
  • First
  • Prev
  • 176
  • 177
  • 178
  • 179
  • 180
  • 181
  • 182
  • 183
  • 184
  • 185
  • 186
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...