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Search: subject:"Vector Autoregressive Model"
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Subject
All
VAR-Modell
16,097
VAR model
16,089
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
1,971
Wirkungsanalyse
1,971
USA
1,891
United States
1,880
Zeitreihenanalyse
1,847
Time series analysis
1,846
Prognoseverfahren
1,734
Forecasting model
1,732
Business cycle
1,614
Konjunktur
1,614
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
1,271
World
1,271
Estimation theory
1,231
Schätztheorie
1,231
Inflation
1,098
EU-Staaten
1,047
EU countries
1,043
Euro area
945
Eurozone
942
Börsenkurs
910
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All
Free
7,719
Undetermined
4,055
CC license
442
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Article
8,373
Book / Working Paper
7,957
Other
3
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Article in journal
7,913
Aufsatz in Zeitschrift
7,913
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
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4
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4
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4
Conference Paper
2
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2
research-article
2
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1
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1
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1
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English
15,970
Undetermined
124
German
60
French
58
Spanish
43
Portuguese
20
Polish
13
Czech
11
Italian
9
Croatian
6
Russian
5
Romanian
4
Slovak
4
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2
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2
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2
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2
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1
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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
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
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)
16,105
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
Showing
741
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750
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16,333
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741
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
742
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
743
A changepoint analysis of UK house price spillovers
Blatt, Dominik
;
Chaudhuri, Kausik
;
Manner, Hans
- In:
Regional studies : official journal of the Regional …
57
(
2023
)
7
,
pp. 1223-1238
Persistent link: https://www.econbiz.de/10014323331
Saved in:
744
A new unique impulse response function in linear vector autoregressive models
Shi, Yanlin
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 460-468
Persistent link: https://www.econbiz.de/10014326311
Saved in:
745
Decoupling VaR and regulatory capital : an examination of practitioners' experience of market risk regulation
McCullagh, Orla
;
Cummins, Mark
;
Killian, Sheila
- In:
Journal of banking regulation
24
(
2023
)
3
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014326959
Saved in:
746
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
Saved in:
747
Global connectivity between commodity prices and national stock markets : a time-varying MIDAS analysis
Enilov, Martin
;
Fazio, Giorgio
;
Ghoshray, Atanu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2607-2619
Persistent link: https://www.econbiz.de/10014327564
Saved in:
748
The effects of unexpected crude oil price shocks on Chinese stock markets
Sun, Zhao-Yong
;
Huang, Wei-chiao
- In:
Economic change & restructuring
56
(
2023
)
3
,
pp. 1683-1697
Persistent link: https://www.econbiz.de/10014327760
Saved in:
749
The long-run Phillips curve is… a curve
Ascari, Guido
;
Bonomolo, Paolo
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014328716
Saved in:
750
Significance bands for local projections
Inoue, Atsushi
;
Jordà, Òscar
;
Kuersteiner, Guido M.
-
2023
Persistent link: https://www.econbiz.de/10014328717
Saved in:
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