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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
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
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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
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1,041
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1,040
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939
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937
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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)
16,090
RePEc
47
EconStor
22
Other ZBW resources
1
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15,881
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15,890
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15881
On the causality between saving and growth : long- and short-run dynamics and country heterogeneity
Andersson, Björn
-
1999
Persistent link: https://www.econbiz.de/10001427066
Saved in:
15882
Asymptotic and bootstrap prediction regions for vector autoregression
Kim, Jae H.
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 393-403
Persistent link: https://www.econbiz.de/10001428532
Saved in:
15883
Unit roots and all that : the impact of time-series methods on macroeconomics
Smith, Ron
- In:
The journal of economic methodology
6
(
1999
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10001428835
Saved in:
15884
Models and relations in economics and econometrics
Jusélius, Katarina
- In:
The journal of economic methodology
6
(
1999
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10001428837
Saved in:
15885
Monetary shocks, the exchange rate, and the trade balance
Koray, Faik
;
McMillin, W. Douglas
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10001429203
Saved in:
15886
Real business cycles or sticky prices? : the impact of technology shocks on US manufacturing
Malley, James R.
;
Muscatelli, V. Anton
;
Woitek, Ulrich
-
1999
Persistent link: https://www.econbiz.de/10001429369
Saved in:
15887
Maximum likelihood estimation for the VAR-VARCH model: a new approach
Liu, Shuangzhe
;
Polasek, Wolfgang
- In:
Modelling and decisions in economics : essays in honor …
,
(pp. 99-113)
.
1999
Persistent link: https://www.econbiz.de/10001430588
Saved in:
15888
Is the information deficiency in real estate evident in public market trading?
Downs, David H.
;
Güner, Z. Nuray
- In:
Real estate economics : journal of the American Real …
27
(
1999
)
3
,
pp. 517-541
Persistent link: https://www.econbiz.de/10001431111
Saved in:
15889
The effect of joining the EMS : monetary transmission mechanisms in Spain
Jusélius, Katarina
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001431533
Saved in:
15890
Underwriting cycles in property and liability insurance : an empirical analysis of industry and by-line data
Fung, Hung-gay
(
contributor
)
- In:
The journal of risk and insurance : the journal of the …
65
(
1998
)
4
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001431840
Saved in:
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