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  • Search: subject:"Vector autoregression model"
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Year of publication
Subject
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VAR-Modell 67 VAR model 66 vector autoregression model 27 Vector autoregression model 18 Estimation 17 Schätzung 17 Schock 16 Shock 16 Monetary policy 14 Volatility 14 Volatilität 14 Geldpolitik 13 Theorie 12 Theory 12 Börsenkurs 10 Oil price 10 Share price 10 Ölpreis 10 Impact assessment 9 Panel 9 Panel study 9 Vector Autoregression Model 9 Wirkungsanalyse 9 Causality analysis 8 Economic growth 8 Kausalanalyse 8 ARCH model 7 ARCH-Modell 7 China 7 Finanzpolitik 7 Fiscal policy 7 USA 7 United States 7 Forecasting model 6 Prognoseverfahren 6 Spillover effect 6 Spillover-Effekt 6 Time series analysis 6 Wirtschaftswachstum 6 Zeitreihenanalyse 6
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Online availability
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Free 53 Undetermined 43 CC license 6
Type of publication
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Article 84 Book / Working Paper 30
Type of publication (narrower categories)
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Article in journal 63 Aufsatz in Zeitschrift 63 Working Paper 16 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 4 Thesis 2
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Language
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English 86 Undetermined 24 Spanish 2 Czech 1 French 1
Author
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Hlaváček, Michal 5 Ismayilov, Ilgar 5 Kliem, Martin 5 Kriwoluzky, Alexander 5 Zeynalov, Ayaz 5 Melecky, Martin 4 Boivin, Jean 3 Dybczak, Kamil 3 Giannoni, Marc P. 3 Gründler, Klaus 3 Melecký, Martin 3 Mihov, Ilian 3 Sauerhammer, Sarah 3 Amisano, Gianni 2 Armeanu, Daniel Ștefan 2 Beraich, Mohamed 2 Chunlu, Liu 2 David, Picken 2 Geweke, John 2 Gherghina, Ștefan Cristian 2 Joldeș, Camelia Cătălina 2 Le, Ma 2 Lee, Junkyu 2 Lingauer, Michael 2 Londoño-Hernández, Sandra Milena 2 Manotas-Duque, Diego Fernando 2 Melecky, Ales 2 Melecký, Aleš 2 Min, Aleksey 2 Moussa, Richard K. 2 Nisha, Nabila 2 Oviedo-Gómez, Andrés 2 Panazan, Oana 2 Qin, Meng 2 Ramsauer, Franz 2 Rosenkranz, Peter 2 Sanogo, Vassik 2 Shibamoto, Masahiko 2 Abeysinghe, Tilak 1 Agarwal, Aman 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Research Institute for Economics and Business Administration, Kobe University 2 Agricultural and Applied Economics Association - AAEA 1 Department of Economics, Leicester University 1 Department of Economics, National University of Singapore 1 Deutsche Bundesbank 1 European Central Bank 1
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Published in...
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MPRA Paper 3 The North American journal of economics and finance : a journal of financial economics studies 3 CFS Working Paper Series 2 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 2 Economic modelling 2 Economics letters 2 Empirica : journal of european economics 2 Energy economics 2 International Journal of Strategic Property Management 2 International business and economics research journal 2 Journal of investment and management : JIM 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 Working paper series of the National Bank of Kazakhstan 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 ADB Economics Working Paper Series 1 ADB economics working paper series 1 Applied Econometrics 1 Applied economics 1 Applied economics letters 1 Asian Economic Papers 1 Bizinfo (Blace) : časopis iz oblasti ekonomije menadžmenta i informatike 1 Bundesbank Discussion Paper 1 CESifo economic studies : a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute 1 CFS Working Paper 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics 1 Computational and mathematical organization theory 1 Computational economics 1 Cyprus economic policy review 1 Departmental Working Papers / Department of Economics, National University of Singapore 1 Discussion Paper Series 1 Discussion Papers / Deutsche Bundesbank 1 Discussion Papers in Economics 1 Discussion paper 1 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 1 Diskussionspapiere des Lehrstuhls / Lehrstuhl für Volkswirtschaftslehre, insbesondere Wirtschaftsordnung und Sozialpolitik 1 ECB Working Paper 1 EUI working paper / RSC 1 Econometrics 1
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Source
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ECONIS (ZBW) 72 RePEc 28 EconStor 11 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 114
Did you mean: subject:"vector autoregressive model" (17,154 results)
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Interplay between oil prices, country risks, and stock returns in the context of global conflict : a PVAR approach
Dong, Qingyuan; Du, Qunyang; Min Du, Anna - In: Research in international business and finance 72 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015065748
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An empirical assessment of consumer demand heterogeneity to household income by regions of Kazakhstan
Samat, Moldir - 2024
Persistent link: https://www.econbiz.de/10014578403
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The Impact of the nominal exchange rate
Sejdazov, B. - 2024
Persistent link: https://www.econbiz.de/10015168566
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Effects of information related to the Russia-Ukraine conflict on stock volatility : an EGARCH approach
Gheorghe, Cătălin; Panazan, Oana - In: Cogent economics & finance 11 (2023) 2, pp. 1-33
models. The relationship between volatility and news regarding the conflict was analyzed through a vector autoregression … model, and associations between variables were examined using the Granger causality test. Findings suggest that some markets …
Persistent link: https://www.econbiz.de/10014503057
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Application of the VAR model in examining the determinants of returns of selected cryptocurrencies
Stanković, Sunčica; Đorđević, Bojan; Milojević, … - In: Bizinfo (Blace) : časopis iz oblasti ekonomije … 14 (2023) 1, pp. 45-52
Persistent link: https://www.econbiz.de/10014634596
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Where is IT in information security? : the interrelationship among IT investment, security awareness, and data breaches
Li, Wilson Weixun; Leung, Alvin Chung Man; Yue, Wei Thoo - 2023
Persistent link: https://www.econbiz.de/10013556967
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Directional spillover of fossil fuels prices on a hydrothermal power generation market
Oviedo-Gómez, Andrés; Londoño-Hernández, Sandra Milena - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 85-90
Persistent link: https://www.econbiz.de/10014247760
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Effects of information related to the Russia-Ukraine conflict on stock volatility: An EGARCH approach
Gheorghe, Cæatæalin; Panazan, Oana - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-33
models. The relationship between volatility and news regarding the conflict was analyzed through a vector autoregression … model, and associations between variables were examined using the Granger causality test. Findings suggest that some markets …
Persistent link: https://www.econbiz.de/10015074787
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Directional connectedness between the electricity prices and natural gas prices : evidence from Alberta's electricity market
Oviedo-Gómez, Andrés; Londoño-Hernández, Sandra Milena - In: Studies in economics and finance 42 (2025) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10015199640
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The impact of capital-based macroprudential policy on banks' balance sheet composition
Mandas, Marco; Goodell, John W. - In: Economics letters 253 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015466961
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