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  • Search: subject:"Vektor-autoregressives Modell"
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Year of publication
Subject
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VAR model 16,978 VAR-Modell 16,978 Schock 5,834 Shock 5,834 Schätzung 4,183 Estimation 4,182 Theorie 4,159 Theory 4,159 Geldpolitik 3,688 Monetary policy 3,666 Impact assessment 2,109 Wirkungsanalyse 2,109 USA 1,997 United States 1,989 Zeitreihenanalyse 1,952 Time series analysis 1,949 Prognoseverfahren 1,837 Forecasting model 1,834 Business cycle 1,703 Konjunktur 1,703 Bayesian inference 1,634 Bayes-Statistik 1,632 Volatility 1,631 Volatilität 1,630 Kointegration 1,494 Cointegration 1,477 Geldpolitische Transmission 1,437 Monetary transmission 1,437 Oil price 1,422 Ölpreis 1,422 Welt 1,377 World 1,377 Estimation theory 1,318 Schätztheorie 1,318 Inflation 1,193 EU countries 1,103 EU-Staaten 1,103 Euro area 999 Eurozone 997 Börsenkurs 956
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Online availability
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Free 8,134 Undetermined 4,450 CC license 532
Type of publication
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Article 8,795 Book / Working Paper 8,243
Subcategories
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Article in journal 8,388 Working paper 5,260 Book section 342 Proceedings 108 Government document 12 Textbook 10 Literature review 9 Case study 8 Handbook 4 Review 1 Statistics 1
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Language
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English 16,772 German 88 French 59 Spanish 44 Portuguese 19 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Norwegian 2 Slovenian 2 Swedish 2 Undetermined 2 Icelandic 1 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 197 Marcellino, Massimiliano 150 Pesaran, M. Hashem 125 Kilian, Lutz 123 Gupta, Rangan 120 Mumtaz, Haroon 106 Gambetti, Luca 103 Canova, Fabio 95 Koop, Gary 89 Huber, Florian 88 Castelnuovo, Efrem 87 Carriero, Andrea 81 Giannone, Domenico 77 Clark, Todd E. 75 Schorfheide, Frank 72 Chudik, Alexander 70 Caggiano, Giovanni 64 Jusélius, Katarina 62 Minford, Patrick 59 Theodoridis, Konstantinos 59 Fève, Patrick 57 Kapetanios, George 56 Korobilis, Dimitris 56 Lenza, Michele 54 Österholm, Pär 54 Johansen, Søren 53 Rubio-Ramírez, Juan Francisco 53 Kim, So-yŏng 52 Wickens, Michael R. 51 Chan, Joshua 50 Afonso, António 49 Baumeister, Christiane 48 Forni, Mario 48 Inoue, Atsushi 48 Benati, Luca 47 Feldkircher, Martin 46 Mohaddes, Kamiar 45 Belke, Ansgar 44 Saikkonen, Pentti 44 Sala, Luca 43
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Institution
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National Bureau of Economic Research 120 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 Federal Reserve Bank of St. Louis 11 European Central Bank 8 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 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 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 University of Leicester / Department of Economics 4 Center for Economic Research <Tilburg> 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 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 3 University of California Davis / Department of Economics 3 Brown University / Department of Economics 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 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 2 Instituto Valenciano de Investigaciones Económicas 2 Konjunkturinstitutet <Stockholm> 2 Nationaløkonomiske Instituttet <Århus> 2 Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn 2 Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde 2 Robert Schuman Centre for Advanced Studies 2 Rutgers University / Department of Economics 2
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Published in...
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Energy economics 246 Economic modelling 245 Working paper 244 Applied economics 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 155 Journal of economic dynamics & control 138 International Journal of Energy Economics and Policy : IJEEP 137 Discussion papers / CEPR 136 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 CAMA working paper series 121 IMF working papers 121 NBER working paper series 119 International journal of forecasting 117 Applied economics letters 111 Journal of macroeconomics 111 ECB Working Paper 103 International review of economics & finance : IREF 99 Finance research letters 97 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. 93 Working papers 93 Discussion paper 89 Journal of monetary economics 88 Discussion papers / Deutsches Institut für Wirtschaftsforschung 85 Discussion paper series / Centre for Economic Policy Research / International macroeconomics 84 Working paper series 82 Journal of forecasting 72 The North American journal of economics and finance : a journal of financial economics studies 72 Empirical economics : a quarterly journal of the Institute for Advanced Studies 71 European economic review : EER 70 Journal of international financial markets, institutions & money 59 Studies in nonlinear dynamics and econometrics 59
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Source
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ECONIS (ZBW) 17,010 USB Cologne (EcoSocSci) 21 USB Cologne (business full texts) 6 RePEc 1
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Dynamic causality between CO₂ emissions, urbanization and economic growth in India and South Africa
Singh, Gopal Ji; Singh, Pawan Kumar; Kumar, Rakesh; … - 2026
Persistent link: https://www.econbiz.de/10015616905
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Oil price shocks, exchange rate fluctuations, foreign direct investment inflows, and macroeconomic stability : evidence from Kazakhstan using a vector autoregressive approach
Turlybekova, Altynai; Sarsenova, Aķmaral Edílbajķyzy; … - 2026
Persistent link: https://www.econbiz.de/10015617219
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Dynamic responses of inflation, agricultural production, and terms of trade to oil price fluctuations in Kazakhstan : an structural VAR approach
Yesbolova, Ainur Yergazievna; Abdikerimova, Gulzhanar I.; … - 2026
Persistent link: https://www.econbiz.de/10015617370
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From decentralization to emission : assessing the climate impact of DeFi operations
Sendy, Sendy; Deniswara, Kevin - 2026
Persistent link: https://www.econbiz.de/10015617383
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When oil moves the market : asymmetric tail effects of oil price shocks on stock returns in major oil-producing countries
Al-Jalahma, Abdulla; Al-Mohamad, Somar; Jreisat, Ammar … - 2026
Persistent link: https://www.econbiz.de/10015617386
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Oil price pass-through in the Philippines : decomposing fuel and non-fuel inflation
Punongbayan, J. C. - 2026
This paper estimates the pass-through of world oil price innovations to Philippine fuel prices and headline CPI, and decomposes total CPI pass-through into a fuelbasket component and a residual non-fuel component. Using a recursive SVAR and 25 years of monthly Department of Energy pump price...
Persistent link: https://www.econbiz.de/10015618009
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A new IV estimator of a panel VAR(p) model
Mehic, Adrian; Nordström, Marcus - 2026
We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...
Persistent link: https://www.econbiz.de/10015618071
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Housing wealth and monetary policy transmission : cross-country evidence
Di Casola, Paola; Grothe, Magdalena - 2026
This paper quantifies the role of housing wealth in the transmission of monetary policy to consumption in 20 advanced economies. Using Bayesian VAR models we identify structural shocks with a novel combination of sign and maximum forecast error variance restrictions, isolating the housing wealth...
Persistent link: https://www.econbiz.de/10015618097
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Incorporating micro data into macro models using pseudo VARs
Koop, Gary; McIntyre, Stuart; Mitchell, James; Wu, Ping - 2026
Persistent link: https://www.econbiz.de/10015618992
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Incorporating micro data into macro models using pseudo VARs
Koop, Gary; McIntyre, Stuart; Mitchell, James; Wu, Ping - 2026
Book / Working Paper
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Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
We propose a new model in which relationship-specific e!ects or shocks are identified in a bipartite network under mild covariance restrictions, generalizing the influential Abowd et al. (1999) framework. For example, separate demand shocks are identified for each bank from which a firm borrows....
Persistent link: https://www.econbiz.de/10015632816
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Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
Cover Image
Identifying relationship-level effects using covariance restrictions
De Jonghe, Olivier; Lewis, Daniel J. - 2026
Book / Working Paper
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