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  • Search: subject:"impulse–response functions"
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Year of publication
Subject
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VAR model 163 VAR-Modell 163 impulse response functions 140 Schock 105 Shock 105 Impulse response functions 104 Schätzung 89 Estimation 88 Time series analysis 74 Zeitreihenanalyse 74 Impact assessment 60 Wirkungsanalyse 60 Theorie 55 Theory 54 Estimation theory 48 Schätztheorie 48 Impulse Response Functions 47 Monetary policy 47 impulse-response functions 45 Geldpolitik 44 Cointegration 37 USA 35 United States 33 Volatility 33 Volatilität 33 generalized impulse response functions 31 Kointegration 30 Fiscal policy 26 Oil price 25 Business cycle 24 Konjunktur 24 VAR 24 monetary policy 24 Ölpreis 24 Economic growth 23 Finanzpolitik 23 Kausalanalyse 23 Wirtschaftswachstum 23 Causality analysis 22 Nichtlineare Regression 20
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Online availability
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Free 244 Undetermined 155 CC license 8
Type of publication
All
Article 260 Book / Working Paper 200 Other 4 Journal 1
Type of publication (narrower categories)
All
Article in journal 168 Aufsatz in Zeitschrift 168 Working Paper 111 Arbeitspapier 73 Graue Literatur 73 Non-commercial literature 73 Article 10 research-article 6 Conference Paper 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 1 Book section 1 Congress Report 1 Preprint 1 Report 1
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Language
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English 321 Undetermined 132 Czech 4 German 3 Spanish 2 Portuguese 1 Romanian 1 Russian 1
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Author
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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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Institution
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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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Published in...
All
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 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 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 Economic modelling 3 Economies : open access journal 3 Finance research letters 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 Economics Bulletin 2
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Source
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ECONIS (ZBW) 246 RePEc 151 EconStor 53 BASE 7 Other ZBW resources 6 USB Cologne (business full texts) 2
Showing 281 - 290 of 465
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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
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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
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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
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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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The end of an era? The medium- and long-term effects of the global crisis on growth in low-income countries
Berg, Andrew; Papageorgiou, Chris; Pattillo, Catherine; … - 2011
This paper investigates the medium- and long-term growth effects of the global financial crises on Low-Income Countries (LICs). Using several methodological approaches, including impulse response function analysis, growth spells techniques and panel regressions, we show that external demand (ED)...
Persistent link: https://www.econbiz.de/10010306945
Saved in:
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The End of an Era? The Medium- and Long-Term Effects of the Global Crisis on Growth in Low-Income Countries
Berg, Andrew; Papageorgiou, Chris; Pattillo, Catherine; … - 2011
This paper investigates the medium- and long-term growth effects of the global financial crises on Low-Income Countries (LICs). Using several methodological approaches, including impulse response function analysis, growth spells techniques and panel regressions, we show that external demand (ED)...
Persistent link: https://www.econbiz.de/10009442820
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Measuring the impact of monetary policy: a factor-augmented vector autoregressive (favar) approach under bayesian framework
Wagan, Hakimzadi - In: Economics Bulletin 31 (2011) 4, pp. 48-48
In this paper we provide evidence of the impact of monetary policy on a broad range of macro-economic variables for U.S, Canada, U.K., and Japan using factor-augmented vector auto regressive (FAVAR) model developed by Bernanke, Boivin and Eliasz (2003). Traditional approaches, such as vector...
Persistent link: https://www.econbiz.de/10010836224
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Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
Kubota, Keiichi; Takehara, Hitoshi - In: The Japanese Accounting Review 1 (2011) December, pp. 17-37
This paper investigates how the information content contained in components of earnings is impounded into stock prices and provides new evidence on market efficiency for firms listed on the Tokyo Stock Exchange First and Second Sections. First, we conduct a conventional pooled Mishkin test to...
Persistent link: https://www.econbiz.de/10010552610
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The end of an era? The medium- and long-term effects of the global crisis on growth in low-income countries
Berg, Andrew; Papageorgiou, Chris; Pattillo, Catherine; … - Leibniz-Institut für Agrarentwicklung in … - 2011
This paper investigates the medium- and long-term growth effects of the global financial crises on Low-Income Countries (LICs). Using several methodological approaches, including impulse response function analysis, growth spells techniques and panel regressions, we show that external demand (ED)...
Persistent link: https://www.econbiz.de/10009360224
Saved in:
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The role of monetary policy in managing the euro - dollar exchange rate
Mylonidis, Nikolaos; Stamopoulou, Ioanna - Volkswirtschaftliche Fakultät, … - 2011
the euro – dollar exchange rate via alternative cointegration tests and impulse response functions. It is found that …
Persistent link: https://www.econbiz.de/10008866121
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