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  • Search: subject:"Vector autoregressive"
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Year of publication
Subject
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VAR-Modell 16,913 VAR model 16,905 Schock 5,787 Shock 5,782 Schätzung 4,158 Estimation 4,151 Theorie 4,136 Theory 4,131 Geldpolitik 3,652 Monetary policy 3,647 Impact assessment 2,093 Wirkungsanalyse 2,093 USA 1,994 United States 1,983 Zeitreihenanalyse 1,953 Time series analysis 1,950 Prognoseverfahren 1,828 Forecasting model 1,825 Konjunktur 1,697 Business cycle 1,696 Bayesian inference 1,627 Volatility 1,625 Volatilität 1,625 Bayes-Statistik 1,622 Cointegration 1,519 Kointegration 1,483 Geldpolitische Transmission 1,427 Monetary transmission 1,427 Oil price 1,416 Ölpreis 1,413 Welt 1,367 World 1,367 Estimation theory 1,312 Schätztheorie 1,312 Inflation 1,186 EU-Staaten 1,098 EU countries 1,091 Euro area 997 Eurozone 991 Börsenkurs 956
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Online availability
All
Free 8,517 Undetermined 4,545 CC license 537
Type of publication
All
Article 8,991 Book / Working Paper 8,525 Other 5
Type of publication (narrower categories)
All
Article in journal 8,386 Aufsatz in Zeitschrift 8,386 Graue Literatur 5,377 Non-commercial literature 5,377 Working Paper 5,352 Arbeitspapier 5,237 Aufsatz im Buch 344 Book section 344 Hochschulschrift 159 Thesis 117 Conference paper 78 Konferenzbeitrag 78 Collection of articles written by one author 55 Sammlung 55 Article 54 Konferenzschrift 31 Collection of articles of several authors 26 Sammelwerk 26 Aufsatzsammlung 19 Bibliografie enthalten 14 Bibliography included 14 Lehrbuch 9 Systematic review 9 Übersichtsarbeit 9 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Forschungsbericht 7 Textbook 6 research-article 6 Amtliche Publikation 4 Conference Paper 4 Handbook 4 Handbuch 4 Bibliografie 2 Interview 2 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1
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Language
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English 16,990 Undetermined 283 German 62 French 59 Spanish 47 Portuguese 22 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Icelandic 1 Albanian 1 Serbian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 234 Marcellino, Massimiliano 149 Gupta, Rangan 137 Pesaran, M. Hashem 125 Kilian, Lutz 121 Mumtaz, Haroon 106 Gambetti, Luca 103 Canova, Fabio 95 Huber, Florian 92 Koop, Gary 89 Castelnuovo, Efrem 88 Carriero, Andrea 81 Giannone, Domenico 81 Clark, Todd E. 75 Schorfheide, Frank 72 Chudik, Alexander 71 Johansen, Søren 68 Caggiano, Giovanni 64 Jusélius, Katarina 62 Theodoridis, Konstantinos 60 Minford, Patrick 59 Lenza, Michele 58 Morana, Claudio 58 Fève, Patrick 57 Saikkonen, Pentti 57 Kapetanios, George 56 Korobilis, Dimitris 56 Nielsen, Morten Ørregaard 54 Rubio-Ramírez, Juan Francisco 53 Österholm, Pär 53 Kim, So-yŏng 52 Belke, Ansgar 51 Chan, Joshua 51 Wickens, Michael R. 51 Afonso, António 49 Winker, Peter 49 Baumeister, Christiane 48 Forni, Mario 48 Inoue, Atsushi 48 Benati, Luca 47
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Institution
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National Bureau of Economic Research 118 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 Department of Economics, European University Institute 16 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 European Central Bank 12 Federal Reserve Bank of St. Louis 11 CESifo 9 Department of Economics, Faculty of Economic and Management Sciences 9 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 Økonomisk Institut, Københavns Universitet 7 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 6 EconWPA 6 Narodna Banka na Republika Makedonija 6 School of Economics and Management, University of Aarhus 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 University of Strathclyde / Department of Economics 6 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 5 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 International Centre for Economic Research (ICER) 5 School of Finance and Business Economics <Perth, Western Australia> 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Statistisk Sentralbyrå, Government of Norway 5 Task Force on Low Inflation (LIFT) 5 University of Southampton / Department of Economics 5 Department of Economics, Auburn University 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 Statistical Modelling of Nonlinear Dynamic Processes 4 Tilburg University, Center for Economic Research 4 Tinbergen Instituut 4 University of Leicester / Department of Economics 4 Center for Economic Research <Tilburg> 3 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 3 Department of Economics, Oxford University 3 Economic Research Southern Africa (ERSA) 3
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Published in...
All
Energy economics 246 Economic modelling 245 Applied economics 243 Working paper 241 Working paper series / European Central Bank 223 Economics letters 213 CESifo working papers 180 Journal of international money and finance 177 Discussion paper / Centre for Economic Policy Research 156 Journal of econometrics 156 International Journal of Energy Economics and Policy : IJEEP 138 Journal of economic dynamics & control 138 Discussion papers / CEPR 137 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 CAMA working paper series 122 IMF working papers 121 NBER working paper series 117 International journal of forecasting 112 Applied economics letters 111 Journal of macroeconomics 111 ECB Working Paper 108 Finance research letters 99 International review of economics & finance : IREF 99 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 97 Macroeconomic dynamics 97 Journal of applied econometrics 95 NBER Working Paper 94 Working paper / National Bureau of Economic Research, Inc. 92 Discussion paper 90 Journal of monetary economics 88 Discussion paper series / Centre for Economic Policy Research / International macroeconomics 84 Discussion papers / Deutsches Institut für Wirtschaftsforschung 84 Working paper series 81 Working papers 80 Journal of forecasting 72 The North American journal of economics and finance : a journal of financial economics studies 72 European economic review : EER 70 Journal of international financial markets, institutions & money 59 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 59 International review of financial analysis 57
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Source
All
ECONIS (ZBW) 16,965 RePEc 363 EconStor 174 BASE 13 Other ZBW resources 6
Showing 1 - 10 of 17,521
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The causality between oil price, financial market uncertainty and economic policy uncertainty in the United States
Prabhakar, Saimanish; Kalaitzi, Athanasia Stylianou - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 1327-1336
Persistent link: https://www.econbiz.de/10015621677
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From decentralization to emission : assessing the climate impact of DeFi operations
Sendy, Sendy; Deniswara, Kevin - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 1088-1102
Persistent link: https://www.econbiz.de/10015617383
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Analyzing the indirect effects of nature-related shocks on the economy : methodological approaches and insights
Almeida, Elena; Rastoka, Jelica; Colesanti Senni, Chiara; … - 2026
Persistent link: https://www.econbiz.de/10015639250
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The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - In: International journal of forecasting 41 (2025) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
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Oil rents shocks and corruption in Iran
Farzanegan, Mohammad Reza; Zamani, Reza - In: Review of development economics : an essential resource … 29 (2025) 2, pp. 887-916
Persistent link: https://www.econbiz.de/10015375100
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How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus - In: Global journal of emerging market economies 17 (2025) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
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Dynamic spillovers of economic policy uncertainty : a TVP-VAR analysis of Latin American and global EPU indices
Marín-Rodríguez, Nini Johana; González-Ruíz, Juan David - In: Economies : open access journal 13 (2025) 1, pp. 1-28
, as well as a global EPU index. Using a Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with monthly data …
Persistent link: https://www.econbiz.de/10015206927
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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The impact of government spending on economic growth : the case of Armenia under the global gateway partnership
Grigoryan, Karen; Chapanyan, Taguhi - 2025
This article examines the impact of government spending, as well as current and capital expenditures, on economic growth. Current and capital expenditures have distinct roles in shaping a countries' economic trajectory. For one hand, current expenditures are essential for maintaining short-term...
Persistent link: https://www.econbiz.de/10015464297
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Human capital dynamics are the key to economic growth : source of value of the future
Oltulular, Sabiha - In: Economies : open access journal 13 (2025) 8, pp. 1-26
growth was estimated using vector autoregressive analysis with four models for the periods 1982Q1-2021Q4. In addition, the …
Persistent link: https://www.econbiz.de/10015447865
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