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  • Search: subject:"Vector Autoregressive Process"
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Year of publication
Subject
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VAR-Modell 16,093 VAR model 16,091 Schock 5,405 Shock 5,405 Estimation 3,929 Schätzung 3,929 Theorie 3,909 Theory 3,907 Geldpolitik 3,438 Monetary policy 3,432 Impact assessment 1,972 Wirkungsanalyse 1,972 USA 1,883 United States 1,878 Zeitreihenanalyse 1,843 Time series analysis 1,840 Prognoseverfahren 1,734 Forecasting model 1,731 Business cycle 1,615 Konjunktur 1,614 Bayesian inference 1,538 Bayes-Statistik 1,536 Volatility 1,529 Volatilität 1,528 Cointegration 1,455 Kointegration 1,446 Geldpolitische Transmission 1,338 Monetary transmission 1,338 Oil price 1,310 Ölpreis 1,310 Welt 1,269 World 1,269 Estimation theory 1,231 Schätztheorie 1,231 Inflation 1,097 EU-Staaten 1,041 EU countries 1,040 Euro area 939 Eurozone 937 Börsenkurs 909
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Online availability
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Free 7,591 Undetermined 4,026 CC license 441
Type of publication
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Article 8,305 Book / Working Paper 7,856
Type of publication (narrower categories)
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Article in journal 7,904 Aufsatz in Zeitschrift 7,904 Graue Literatur 5,007 Non-commercial literature 5,007 Working Paper 4,915 Arbeitspapier 4,893 Aufsatz im Buch 339 Book section 339 Hochschulschrift 158 Thesis 116 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 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 Interview 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1 Reprint 1 Rezension 1 Statistics 1
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Language
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English 15,896 German 60 French 58 Spanish 43 Undetermined 28 Portuguese 19 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 215 Marcellino, Massimiliano 126 Pesaran, M. Hashem 125 Gupta, Rangan 113 Mumtaz, Haroon 102 Kilian, Lutz 97 Gambetti, Luca 88 Huber, Florian 86 Koop, Gary 86 Castelnuovo, Efrem 84 Canova, Fabio 76 Carriero, Andrea 72 Clark, Todd E. 70 Schorfheide, Frank 68 Chudik, Alexander 67 Caggiano, Giovanni 64 Giannone, Domenico 63 Jusélius, Katarina 61 Theodoridis, Konstantinos 59 Johansen, Søren 55 Saikkonen, Pentti 55 Fève, Patrick 53 Korobilis, Dimitris 52 Österholm, Pär 51 Kapetanios, George 50 Kim, So-yŏng 50 Chan, Joshua 49 Benati, Luca 47 Minford, Patrick 47 Afonso, António 46 Feldkircher, Martin 46 Lenza, Michele 46 Rubio-Ramírez, Juan Francisco 46 Winker, Peter 46 Mohaddes, Kamiar 45 Belke, Ansgar 44 Baumeister, Christiane 43 Inoue, Atsushi 43 Nielsen, Morten Ørregaard 42 Staszewska-Bystrova, Anna 41
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Institution
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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 Department of Economics, European University Institute 11 Federal Reserve Bank of St. Louis 11 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 European Central Bank 7 Narodna Banka na Republika Makedonija 6 University of Strathclyde / Department of Economics 6 School of Finance and Business Economics <Perth, Western Australia> 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 CESifo 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 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 4 University of Leicester / Department of Economics 4 Center for Economic Research <Tilburg> 3 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 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 University of California Davis / Department of Economics 3 Brown University / Department of Economics 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre for Analytical Finance <Århus> 2 Christian-Albrechts-Universität zu Kiel 2 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 2 European Commission / Directorate-General for Economic and Financial Affairs 2 European Commission / Statistical Office of the European Union 2 Facoltà di Economia, Università degli Studi dell'Insubria 2 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Instituto Valenciano de Investigaciones Económicas 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 121 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 Journal of macroeconomics 106 Applied economics letters 105 ECB Working Paper 103 International review of economics & finance : IREF 96 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 92 Finance research letters 91 Journal of applied econometrics 87 Macroeconomic dynamics 87 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 86 Discussion paper 85 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
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ECONIS (ZBW) 16,091 RePEc 47 EconStor 22 Other ZBW resources 1
Showing 15,011 - 15,020 of 16,161
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Dynamic risksharing in the United States and Europe
Asdrubali, Pierfederico; Kim, So-yŏng - In: Journal of monetary economics 51 (2004) 4, pp. 809-836
Persistent link: https://www.econbiz.de/10002058865
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Sectoral cointegration and the role of agriculture in the economy of Cyprus during 1960 - 1998 : a vector auto regression approach
Markou, M.; Mattas, Konstadinos A.; Katrakilides, K. - 2004
Persistent link: https://www.econbiz.de/10002217760
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US commercial airline performance after september 11, 2001 : decomposing the effect of the terrorist attack from macroeconomic influences
Guzhva, Vitaly S.; Pagiavlas, Notis - In: Journal of air transport management 10 (2004) 5, pp. 327-332
Persistent link: https://www.econbiz.de/10002220559
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Exports, investments and economic development of pre-accession countries of the European Union : an empirical investigation of Bulgaria and Romania
Dritsakis, Nikolaos - In: Applied economics 36 (2004) 16, pp. 1831-1838
Persistent link: https://www.econbiz.de/10002221670
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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
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Monetary policy shocks : testing identification conditions under time-varying conditional volatility
Normandin, Michel; Phaneuf, Louis - In: Journal of monetary economics 51 (2004) 6, pp. 1217-1243
Persistent link: https://www.econbiz.de/10002222292
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An alternative explanation of the price puzzle
Giordani, Paolo - In: Journal of monetary economics 51 (2004) 6, pp. 1271-1296
Persistent link: https://www.econbiz.de/10002222351
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A testing of the purchasing power parity hypothesis using a vector autoregressive model
Miyakoshi, Tatsuyoshi - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 541-552
Persistent link: https://www.econbiz.de/10002223199
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The link between institutional and economic integration : insights for Latin America from the European experience
Dorrucci, Ettore; Firpo, Stefano; Fratzscher, Marcel; … - In: Open economies review 15 (2004) 3, pp. 239-260
Persistent link: https://www.econbiz.de/10002225251
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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