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Search: subject:"impulse‐response functions"
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VAR model
160
VAR-Modell
160
impulse response functions
140
Schock
103
Shock
103
Impulse response functions
102
Schätzung
88
Estimation
87
Time series analysis
74
Zeitreihenanalyse
74
Impact assessment
59
Wirkungsanalyse
59
Theorie
53
Theory
52
Estimation theory
48
Schätztheorie
48
Monetary policy
47
Impulse Response Functions
46
impulse-response functions
45
Geldpolitik
44
USA
35
Cointegration
34
United States
33
Volatility
32
Volatilität
32
generalized impulse response functions
31
Kointegration
27
Fiscal policy
25
Business cycle
24
Konjunktur
24
Oil price
24
VAR
24
monetary policy
24
Economic growth
23
Kausalanalyse
23
Wirtschaftswachstum
23
Ölpreis
23
Causality analysis
22
Finanzpolitik
22
Nichtlineare Regression
20
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Free
241
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154
CC license
7
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257
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199
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4
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1
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165
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110
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72
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10
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6
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4
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317
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132
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Gupta, Rangan
13
Moneta, Alessio
13
Jalles, João Tovar
12
Sheng, Xin
11
Brenner, Thomas
10
Eberle, Jonathan
10
Afonso, António
8
Caggiano, Giovanni
8
Castelnuovo, Efrem
8
Mitze, Timo
8
Ferraresi, Tommaso
7
Pellegrino, Giovanni
7
Roventini, Andrea
7
Sacht, Stephen
7
Karanassou, Marika
6
Pesavento, Elena
6
Rossi, Barbara
6
Allen, David E.
5
Belke, Ansgar
5
Franke, Reiner
5
Goemans, Pascal
5
Liow, Kim Hiang
5
McAleer, Michael
5
Nodari, Gabriela
5
Powell, Robert
5
Sala, Hector
5
Bruder, Stefan
4
Chudik, Alexander
4
Fagiolo, Giorgio
4
Garcia, Márcio Gomes Pinto
4
Ji, Qiang
4
John, Adam
4
Paschen, Marius
4
Ribeiro, Bernardo
4
Ricco, Giovanni
4
Wolf, Michael
4
Alvarez, Fernando
3
Baumeister, Christiane
3
Berg, Andrew
3
Bruns, Stephan B.
3
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
3
Australian Agricultural and Resource Economics Society - AARES
2
Departamento de Economia, Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE)
2
Department of Economics, Faculty of Business and Economics
2
Department of Economics, Faculty of Economic and Management Sciences
2
EconWPA
2
Econometric Society
2
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
2
University of Bonn, Germany
2
de Nederlandsche Bank
2
Agricultural and Applied Economics Association - AAEA
1
Bank for International Settlements (BIS)
1
Bank of Thailand
1
Banque de France
1
CESifo
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre de recherche en Économie (OFCE), Sciences économiques
1
Centro Ricerche Nord Sud (CRENoS)
1
Departamento de Ciencias Sociales, Universidad Autónoma de Ciudad Juárez
1
Department of Economics, European University Institute
1
Department of Economics, National University of Ireland
1
Department of Economics, Trinity College
1
Department of Economics, University of Crete
1
Department of Economics, University of Sheffield
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Dipartimento di Scienze Economiche, Facoltà di Economia
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Duke University, Department of Economics
1
Economic Research Southern Africa (ERSA)
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ekonomik Yaklasim Association
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Escuela de Graduados en Administración Pública y Políticas Públicas (EGAP), Instituto Tecnológico y de Estudios Superiores de Monterrey (ITESM)
1
European Association of Agricultural Economists - EAAE
1
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Frankfurt School of Finance and Management
1
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MPRA Paper
11
Applied economics
6
Applied economics letters
6
Economics letters
6
Energy economics
6
LEM Working Paper Series
6
Working paper
6
Working papers in innovation and space
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of economic dynamics & control
5
LEM working paper series
5
Working Paper
5
Working Papers on Innovation and Space
5
Working papers
5
CESifo Working Paper
4
Jahrbücher für Nationalökonomie und Statistik
4
CEPR Discussion Papers
3
CESifo working papers
3
Department of Economics working paper series
3
Discussion paper / Tinbergen Institute
3
International journal of economics and finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Politická ekonomie : teorie, modelování, aplikace
3
Research in international business and finance
3
1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand
2
Applied Econometrics and International Development
2
Asian Academy of Management Journal of Accounting and Finance
2
Bulletin of economic research
2
Defence and Peace Economics
2
Department of Economics - Working Papers Series
2
Discussion Paper Serie B
2
EIEF working paper
2
ENSAYOS SOBRE POLÍTICA ECONÓMICA
2
Economic Change and Restructuring
2
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
2
Economic modelling
2
Economics Bulletin
2
Economics Working Paper
2
Economics working paper
2
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Source
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ECONIS (ZBW)
242
RePEc
151
EconStor
53
BASE
7
Other ZBW resources
6
USB Cologne (business full texts)
2
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271
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
272
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
273
The impact of monetary policy on stock market performance : evidence from twelve (12) African countries
Suhaibu, Iddrisu
;
Harvey, Simon K.
;
Amidu, Mohammed
- In:
Research in international business and finance
42
(
2017
),
pp. 1372-1382
Persistent link: https://www.econbiz.de/10011761035
Saved in:
274
Bank opacity and the efficiency of stock prices
Blau, Benjamin
;
Brough, Tyler J.
;
Griffith, Todd G.
- In:
Journal of banking & finance
76
(
2017
),
pp. 32-47
Persistent link: https://www.econbiz.de/10011814161
Saved in:
275
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
276
Effects of trade and agricultural policies on the structure of the U.S. tomato industry
Perez, Maria P.
;
Ribera, Luis A.
;
Palma, Marco A.
- In:
Food policy : economics planning and politics of food …
69
(
2017
),
pp. 123-134
Persistent link: https://www.econbiz.de/10011797950
Saved in:
277
Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Tourani Rad, Alireza
- In:
Applied economics
49
(
2017
)
38
,
pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
Saved in:
278
Does the biased coefficient problem plague the VAR model?
Lv, Yunyun
- In:
Theoretical economics letters
7
(
2017
)
3
,
pp. 454-463
Persistent link: https://www.econbiz.de/10011674275
Saved in:
279
Fiscal episodes and market power
Afonso, António
;
Jalles, João Tovar
- In:
Open economies review
28
(
2017
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10011804330
Saved in:
280
Euro area time-varying fiscal sustainability
Afonso, António
;
Jalles, João Tovar
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 244-254
Persistent link: https://www.econbiz.de/10011960312
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