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Search: subject:"Vector Autoregressive Process"
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VAR-Modell
16,093
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16,091
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5,405
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3,929
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1,883
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1,878
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1,843
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1,615
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1,538
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1,536
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1,529
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1,528
Cointegration
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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
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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
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School of Finance and Business Economics <Perth, Western Australia>
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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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ECONIS (ZBW)
16,091
RePEc
47
EconStor
22
Other ZBW resources
1
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15031
BVARs : a survey of the recent literature with an application to the European monetary system
Ciccarelli, Matteo
;
Rebucci, Alessandro
- In:
Rivista di politica economica
93
(
2003
)
9/10
,
pp. 47-112
Persistent link: https://www.econbiz.de/10002076933
Saved in:
15032
Policy matters : the long run effects of aggregate demand and mark-up shocks on the Italian unemployment rate
Gambetti, Luca
;
Pistoresi, Barbara
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 209-226
Persistent link: https://www.econbiz.de/10002079983
Saved in:
15033
Financial development and economic growth in Australia : an empirical analysis
Shandre Mugan Thangavelu
;
Jiunn, James Ang Beng
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 247-260
Persistent link: https://www.econbiz.de/10002079991
Saved in:
15034
International transmission of US monetary policy shocks : VAR evidence from the Philippines
Reside, Renato E.
-
2004
Persistent link: https://www.econbiz.de/10002086838
Saved in:
15035
Sources of fluctuations of the real exchange rate of Korea and equilibrium real exchange rate by a long-run restriction VAR model
Chung, Myoung Chul
- In:
Economic papers
7
(
2004
)
1
,
pp. 59-85
Persistent link: https://www.econbiz.de/10002242520
Saved in:
15036
Corporate credit, stock price inflation and economic fluctuations
Groen, Jan J. J.
- In:
Applied economics
36
(
2004
)
18
,
pp. 1995-2006
Persistent link: https://www.econbiz.de/10002243703
Saved in:
15037
Podobnosť ponukových a dopytových šokov v Európskej Únii a v pristupujúcich krajinách (implikácie pre ∞Ceskú Republiku a Slovensko)
Fidrmuc, Jarko
;
Hagara, Eduard
- In:
Politická ekonomie : teorie, modelování, aplikace
52
(
2004
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10002135471
Saved in:
15038
International transmission of US monetary policy shocks to Asia
Reside, Renato E.
-
2004
Persistent link: https://www.econbiz.de/10002136268
Saved in:
15039
Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
;
Bohn Nielsen, Heino
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
Saved in:
15040
Effectiveness of monetary policy tools in Japan : a VAR model
Hsing, Yu
- In:
Studi economici : rivista quadrimestrale
58
(
2003
)
3
,
pp. 73-83
Persistent link: https://www.econbiz.de/10002140574
Saved in:
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