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Search: subject:"Vector Autoregressive Process"
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VAR-Modell
16,092
VAR model
16,090
Schock
5,405
Shock
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Estimation
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Schätzung
3,929
Theorie
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Geldpolitik
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Monetary policy
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1,972
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USA
1,883
United States
1,878
Zeitreihenanalyse
1,843
Time series analysis
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1,734
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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
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Geldpolitische Transmission
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Monetary transmission
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Oil price
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Ölpreis
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Welt
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World
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Estimation theory
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939
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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
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)
16,090
RePEc
47
EconStor
22
Other ZBW resources
1
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15511
Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.
;
Tallman, Ellis W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
Saved in:
15512
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Gonzalo, Jesús
;
Ng, Serena
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1527-1546
Persistent link: https://www.econbiz.de/10001603789
Saved in:
15513
The power of lambda max
Paruolo, Paolo
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
3
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001606949
Saved in:
15514
Modelling fundamentals for forecasting capital flows to emerging markets
Mody, Ashoka
;
Taylor, Mark P.
;
Kim, Jung Yeon
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001607405
Saved in:
15515
Monetäre Schocks in VAR-Modellen
Gerke, Rafael
;
Werner, Thomas
-
2001
Persistent link: https://www.econbiz.de/10001608330
Saved in:
15516
The cause of Danish unemployment: demand or supply shocks?
Hansen, Henrik
;
Warne, Anders
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
3
,
pp. 461-486
Persistent link: https://www.econbiz.de/10001609086
Saved in:
15517
Do reductions in black market exchange rate premia cause inflation?
Gervais, Jean-Philippe
;
Larue, Bruno
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10001609092
Saved in:
15518
The stock market and investment in the small and open Norwegian economy
Gjerde, Øystein
;
Knivsflå, Kjell Henry
;
Sættem, Frode
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
3
,
pp. 565-580
Persistent link: https://www.econbiz.de/10001609095
Saved in:
15519
Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Hsiao, Cheng
- In:
Econometric theory
17
(
2001
)
5
,
pp. 889-912
Persistent link: https://www.econbiz.de/10001609161
Saved in:
15520
Is there any rationale to the Brazilian fiscal policy?
Rocha, Fabiana
- In:
Revista brasileira de economia : RBE ; revista da …
55
(
2001
)
3
,
pp. 315-331
Persistent link: https://www.econbiz.de/10001609597
Saved in:
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