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Search: subject:"Vector Autoregressive Model"
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VAR-Modell
16,098
VAR model
16,090
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
1,847
Time series analysis
1,846
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
1,271
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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Free
7,719
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4,056
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442
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8,374
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7,957
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3
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7,914
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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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55
Sammlung
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30
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26
Sammelwerk
26
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16
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15,971
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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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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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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)
16,106
RePEc
153
EconStor
69
BASE
4
Other ZBW resources
2
Showing
811
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820
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811
Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty : thinking in the post-covid-19 world
Liang, Chao
;
Hong, Yanran
;
Luu Duc Toan Huynh
;
Ma, Feng
- In:
Review of quantitative finance and accounting
60
(
2023
)
4
,
pp. 1543-1567
Persistent link: https://www.econbiz.de/10014291872
Saved in:
812
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
813
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
814
Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi
;
Ciganovic, Milos
;
Tancioni, Massimiliano
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 464-480
Persistent link: https://www.econbiz.de/10014292204
Saved in:
815
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
816
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
817
The macroeconomic effects of temperature surprise shocks
Natoli, Filippo
-
2023
Persistent link: https://www.econbiz.de/10014293342
Saved in:
818
EU structural funds and GDP per capita : spatial var evidence for the European regions
Destefanis, Sergio
;
Di Giacinto, Valter
-
2023
Persistent link: https://www.econbiz.de/10014293875
Saved in:
819
Inflation returns : revisiting the role of external and domestic shocks with Bayesian structural VAR
Szafranek, Karol
;
Szafrański, Grzegorz
; …
-
2023
Persistent link: https://www.econbiz.de/10014294822
Saved in:
820
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
-
2023
Persistent link: https://www.econbiz.de/10014295255
Saved in:
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