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Search: subject:"Vector Autoregressive Process"
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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
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939
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937
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909
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7,591
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158
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55
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60
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43
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28
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19
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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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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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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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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
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15,021
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15,030
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15021
The efficient market hypothesis and identification in structural VARs
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10002156376
Saved in:
15022
Monetary policy in an estimated open-economy model with imperfect pass-through
Lindé, Jesper
(
contributor
);
Nessén, Marianne
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002158385
Saved in:
15023
The fiscal theory of the price level : identifying restrictions and empirical evidence
Sala, Luca
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002159767
Saved in:
15024
VARs, common factors and the empirical validation of equilibrium business cycle models
Giannone, Domenico
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002159786
Saved in:
15025
Do capital flows improve macroeconomic performance in emerging markets? : The Turkish experience
Berument, Hakan
;
Dinçer, Nazire Nergiz
- In:
Emerging markets finance & trade : a journal of the …
40
(
2004
)
4
,
pp. 20-32
Persistent link: https://www.econbiz.de/10002162837
Saved in:
15026
Informed trading around earnings announcements : another look
Whalen, Dennis J.
;
Collver, Charles D.
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 409-434
Persistent link: https://www.econbiz.de/10002163255
Saved in:
15027
External debt and debt servicing : whither runs causality?
Kollamparambil, Uma
;
Shaheena, P.
- In:
The Asian economic review : journal of the Indian …
46
(
2004
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10002166296
Saved in:
15028
A priori inequality restrictions and bound analysis in VAR models
Franchi, Massimo
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002167776
Saved in:
15029
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
Saved in:
15030
Is it inflation or inflation variability? : A note on the stock return ; inflation puzzle
Arin, Kerim Peren
;
Mamun, Abdullah al
-
2004
Persistent link: https://www.econbiz.de/10002076231
Saved in:
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