//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"identification"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR-Modell
Modellierung
5,810
Scientific modelling
5,803
Theorie
3,076
Theory
3,003
Warenkennzeichnung
1,968
Product labelling
1,958
Konsumentenverhalten
1,459
Consumer behaviour
1,456
Schätztheorie
1,280
Estimation theory
1,252
RFID
1,124
identification
1,077
Schätzung
1,076
Estimation
1,050
Identification
883
Prognoseverfahren
787
Forecasting model
786
USA
720
United States
698
Zeitreihenanalyse
694
Time series analysis
690
Bayesian inference
677
Bayes-Statistik
674
Supply chain
647
Lieferkette
645
VAR model
636
Monetary policy
508
Lebensmittel
498
Food
497
Geldpolitik
494
Nichtparametrisches Verfahren
494
Nonparametric statistics
469
Schock
425
Welt
415
World
407
Shock
403
Regressionsanalyse
400
Regression analysis
397
Deutschland
395
more ...
less ...
Online availability
All
Free
405
Undetermined
172
Type of publication
All
Book / Working Paper
442
Article
216
Type of publication (narrower categories)
All
Graue Literatur
351
Non-commercial literature
351
Working Paper
351
Arbeitspapier
328
Article in journal
213
Aufsatz in Zeitschrift
213
Hochschulschrift
13
Collection of articles written by one author
7
Sammlung
7
Collection of articles of several authors
5
Sammelwerk
5
Thesis
5
Aufsatz im Buch
4
Book section
4
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
2
Bibliografie enthalten
2
Bibliography included
2
Konferenzschrift
2
Amtsdruckschrift
1
Forschungsbericht
1
Government document
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
655
German
2
Polish
1
Author
All
Lütkepohl, Helmut
26
Castelnuovo, Efrem
19
Canova, Fabio
18
Caggiano, Giovanni
16
Casarin, Roberto
16
Billio, Monica
15
Kilian, Lutz
15
Woitek, Ulrich
14
Dijk, Herman K. van
12
Ravazzolo, Francesco
12
Schlaak, Thore
12
Fanelli, Luca
11
Johansen, Søren
11
Netšunajev, Aleksei
11
Pesaran, M. Hashem
11
Schorfheide, Frank
11
Strachan, Rodney W.
11
Angelini, Giovanni
10
Brüggemann, Ralf
10
Ferroni, Filippo
10
Koop, Gary
10
Moneta, Alessio
10
Braun, Robin
9
Del Negro, Marco
9
Malley, James R.
9
Saikkonen, Pentti
9
Baumeister, Christiane
8
Hamilton, James D.
8
Matthes, Christian
8
Cesa-Bianchi, Ambrogio
7
Marcellino, Massimiliano
7
Meitz, Mika
7
Mohaddes, Kamiar
7
Podstawski, Maximilian
7
Athanasopoulos, George
6
Gouriéroux, Christian
6
Guillén, Osmani Teixeira de Carvalho
6
Huber, Florian
6
Inoue, Atsushi
6
Issler, João Victor
6
more ...
less ...
Institution
All
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
National Bureau of Economic Research
3
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Nuffield College
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer International Publishing
1
University of Strathclyde / Department of Economics
1
more ...
less ...
Published in...
All
CESifo working papers
21
Journal of econometrics
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Economics letters
15
Journal of economic dynamics & control
14
Discussion paper / Tinbergen Institute
13
Working paper series / European Central Bank
13
CAMA working paper series
12
Discussion papers / CEPR
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Quantitative economics : QE ; journal of the Econometric Society
10
ECB Working Paper
9
Journal of applied econometrics
9
Discussion paper / Centre for Economic Policy Research
8
Journal of macroeconomics
8
SFB 649 discussion paper
8
Staff working papers / Bank of England
8
Working paper
8
Discussion paper
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European economic review : EER
7
Working papers
7
Discussion papers / Department of Economics, University of Copenhagen
6
International journal of forecasting
6
Journal of monetary economics
6
LEM working paper series
6
CAMP working paper series
5
Econometric reviews
5
Econometrics : open access journal
5
Working Paper
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
Working paper / Norges Bank
5
Discussion papers / Adam Smith Business School, University of Glasgow
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
4
Economic modelling
4
Energy economics
4
International finance discussion papers
4
Journal of international money and finance
4
Macroeconomic dynamics
4
Marco Fanno working papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
635
EconStor
23
Showing
1
-
10
of
658
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Blended
Identification
in Structural Vars
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
-
2023
We propose a blended approach which combines
identification
via heteroskedasticity with the widely used methods of sign … external instruments can prove necessary when the conditions for point
identification
through heteroskedasticity are not met … and offers a natural solution to the labeling problem inherent in purely statistical
identification
strategies. As a …
Persistent link: https://www.econbiz.de/10014356078
Saved in:
2
Model validation and DSGE modeling
Poudyal, Niraj
;
Spanos, Aris
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-25
, including statistical misspecification, non-
identification
of deep parameters, substantive inadequacy, weak forecasting …
Persistent link: https://www.econbiz.de/10013355187
Saved in:
3
Structural volatility impulse response analysis
Fengler, Matthias
;
Polivka, Jeannine
-
2022
Persistent link: https://www.econbiz.de/10013399810
Saved in:
4
Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach
Ahmadi, Maryam
;
Casoli, Chiara
;
Manera, Matteo
; …
-
2022
The
identification
of the effects of climate shocks on economic growth is central to design effective policies aiming …
Persistent link: https://www.econbiz.de/10013488603
Saved in:
5
Identification
based on higher moments
Lewis, Daniel J.
-
2024
Identification
based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical …:
identification
strategies based on heteroskedasticity and strategkes based on non-Gaussianity more generally. I outline the seminal …
identification
results and discuss recent extensions, parametric and non-parametric implementations, and prominent empirical …
Persistent link: https://www.econbiz.de/10014471719
Saved in:
6
Inference based on time-varying SVARs identified with time restrictions
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
;
Shin, …
-
2024
We propose an approach for Bayesian inference in time-varying structural vector autoregressions (SVARs) identified with sign restrictions. The linchpin of our approach is a class of rotation-invariant time-varying SVARs in which the prior and posterior densities of any sequence of structural...
Persistent link: https://www.econbiz.de/10014505805
Saved in:
7
Supply chain disruption and energy supply shocks : impact on euro area output and prices
De Santis, Roberto A.
-
2024
We identify jointly supply chain disruptions shocks and energy supply shocks together with demand shocks using a structural BVAR with narrative restrictions. The impact of adverse supply chain disruption shocks on inflation expectations and core HICP is strong and rather persistent, while the...
Persistent link: https://www.econbiz.de/10014484212
Saved in:
8
The macroeconomic consequences of import tariffs and trade policy uncertainty
Boer, Lukas
;
Rieth, Malte
-
2024
We estimate the macroeconomic effects of import tariffs and trade policy uncertainty in the United States, combining theory-consistent and narrative sign restrictions on Bayesian SVARs. We find mostly adverse consequences of protectionism. Tariff shocks are more important than trade policy...
Persistent link: https://www.econbiz.de/10014468789
Saved in:
9
Real activity and uncertainty shocks : the long and the short of it
Krogh, Mathias Sjøgreen
;
Pellegrino, Giovanni
-
2024
-
This version: February 14, 2024
Persistent link: https://www.econbiz.de/10014517579
Saved in:
10
Refining set-
identification
in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
-
2021
Persistent link: https://www.econbiz.de/10012651423
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->