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  • Search: subject:"Vector Autoregressive Process"
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Year of publication
Subject
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VAR-Modell 16,086 VAR model 16,084 Schock 5,402 Shock 5,402 Estimation 3,927 Schätzung 3,927 Theorie 3,909 Theory 3,907 Geldpolitik 3,437 Monetary policy 3,431 Impact assessment 1,970 Wirkungsanalyse 1,970 USA 1,882 United States 1,877 Zeitreihenanalyse 1,842 Time series analysis 1,839 Prognoseverfahren 1,732 Forecasting model 1,729 Business cycle 1,614 Konjunktur 1,613 Bayesian inference 1,537 Bayes-Statistik 1,535 Volatility 1,529 Volatilität 1,528 Cointegration 1,455 Kointegration 1,446 Geldpolitische Transmission 1,337 Monetary transmission 1,337 Oil price 1,310 Ölpreis 1,310 Welt 1,269 World 1,269 Estimation theory 1,230 Schätztheorie 1,230 Inflation 1,095 EU-Staaten 1,041 EU countries 1,040 Euro area 938 Eurozone 936 Börsenkurs 909
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Online availability
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Free 7,587 Undetermined 4,023 CC license 440
Type of publication
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Article 8,298 Book / Working Paper 7,856
Type of publication (narrower categories)
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Article in journal 7,897 Aufsatz in Zeitschrift 7,897 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 15,889 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 87 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) 16,084 RePEc 47 EconStor 22 Other ZBW resources 1
Showing 16,071 - 16,080 of 16,154
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VAR, causality and growth models : evidence from developing countries
Ghatak, Anita; Ghatak, Subrata - 1993
Persistent link: https://www.econbiz.de/10000912678
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Forecasting the Swedish unemployment rate : VAR vs. tranfer function modelling
Edlund, Per-Olov; Karlsson, Sune - 1992
Persistent link: https://www.econbiz.de/10000835356
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Forecasting exchange rate for the Australian dollar vis-a-vis US dollar : time series vs structural models
Hoque, Asraul; Latif, Abdul - 1992
Persistent link: https://www.econbiz.de/10000836573
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On the formation of expected inflation under various conditions : some survey evidence
Baghestani, Hamid - In: The journal of business : B 65 (1992) 2, pp. 281-293
Persistent link: https://www.econbiz.de/10001124146
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Dynamic relationships among regional and nationwide manufacturing
Wozniak, Gregory D. - In: Growth and change : a journal of urban and regional policy 23 (1992) 1, pp. 16-36
Persistent link: https://www.econbiz.de/10001124248
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Forecasting the federal budget with time-series models
Baghestani, Hamid - In: Journal of forecasting 11 (1992) 2, pp. 127-139
Persistent link: https://www.econbiz.de/10001136598
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BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844109
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How important are monetary and fiscal policy in explaining postwar aggregate US data? : A vector autoregressive approach
Kretzmer, Peter E. - 1992
Persistent link: https://www.econbiz.de/10000845720
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Growth and trade liberalisation debate in Australia : a VAR analysis
Karunaratne, Neil Dias - 1992
Persistent link: https://www.econbiz.de/10000848428
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Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853659
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