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 16,098 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
more ... less ...
Online availability
All
Free 7,719 Undetermined 4,056 CC license 442
Type of publication
All
Article 8,374 Book / Working Paper 7,957 Other 3
Type of publication (narrower categories)
All
Article in journal 7,914 Aufsatz in Zeitschrift 7,914 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 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 15,971 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 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
more ... less ...
Source
All
ECONIS (ZBW) 16,106 RePEc 153 EconStor 69 BASE 4 Other ZBW resources 2
Showing 961 - 970 of 16,334
Cover Image
Impact of USA and Chinese exchange rate shocks on macroeconomic fundamentals of ASEAN+3+3 countries : the combine forecasting analysis
Ur Rehman, Jamshaid; Salman, Aneel; Bahadur, Hadiya - In: Pakistan journal of applied economics : PJAE 33 (2023) 2, pp. 133-173
Persistent link: https://www.econbiz.de/10015200170
Saved in:
Cover Image
The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading
Schischke, Amelie; Papenfuß, Patric; Rathgeber, Andreas - In: Empirical Economics 66 (2023) 2, pp. 883-925
In this study, we develop a framework, based on a global vector autoregression (GVAR) model, to unite two perspectives on commodity markets, the commodity-specific, single-market-centered approach, investigating the micro- and macroeconomic drivers of commodity prices, and the market...
Persistent link: https://www.econbiz.de/10015400912
Saved in:
Cover Image
Hva påvirker bankenes førstelinjeforsvar mot tap? : netto renteinntekter og makroøkonomisk utvikling de siste 30 årene
Alstadheim, Ragna; Johansen, Rønnaug Melle - 2023
Banks' profitability is their first line of defence against losses, and net interest income is banks' main source of revenue. Since the policy rate hikes began in 2021, net interest income has increased substantially relative to assets, strengthening banks' loss-absorbing capacity. We use a VAR...
Persistent link: https://www.econbiz.de/10015133007
Saved in:
Cover Image
The stimulative effects of anticipated government spending expansions : evidence from survey forecasts
Nam, Deokwoo; Li, Xiaole - In: Hitotsubashi journal of economics 65 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015407402
Saved in:
Cover Image
External information and fiscal multipliers
Lee, Byung Ho; Park, Kwangyong - In: The Korean economic review 39 (2023) 2, pp. 347-379
Persistent link: https://www.econbiz.de/10015404361
Saved in:
Cover Image
The effects of monetary shocks in Sri Lankan economy
Jahufer, Aboobacker; Hanainy, Mohamed Farook - In: Iranian economic review : journal of University of Tehran 27 (2023) 3, pp. 1103-1133
Persistent link: https://www.econbiz.de/10015400946
Saved in:
Cover Image
The effect of GDP and exchange rate on import of photovoltaic cells in Indonesia
Nasiha Sajida; Ajija, Shochrul Rohmatul; Haryadi, Fajar … - In: Iranian economic review : journal of University of Tehran 27 (2023) 4, pp. 1268-1284
Persistent link: https://www.econbiz.de/10015401039
Saved in:
Cover Image
Intangible assets and export growth of Croatian exporters : evidence from panel VAR and VECM
Bašić, Maja - In: Management : journal of contemporary management issues 28 (2023) 1, pp. 201-210
Persistent link: https://www.econbiz.de/10015409207
Saved in:
Cover Image
Inflation, business cycle, and monetary policy : the role of inflationary pressure
Shibamoto, Masahiko - 2023
Persistent link: https://www.econbiz.de/10015409702
Saved in:
Cover Image
Impact of monetary policy on the macroeconomy under dollarization : evidence from the Lao PDR
Park, Hail; Son, Jong Chil; Wang, Wenbo - In: International trade, politics and development 7 (2023) 2, pp. 77-91
Purpose - This study empirically aims to analyze the transmission of monetary policy in consideration of asymmetry based on the Bank of the Lao PDR (BOL)'s monetary policy tools and real and financial variables in the domestic market. Design/methodology/approach - This study adopts two...
Persistent link: https://www.econbiz.de/10014370312
Saved in:
  • First
  • Prev
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...