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  • Search: subject:"impulse response function"
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Year of publication
Subject
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impulse response function 201 VAR model 183 VAR-Modell 183 Impulse response function 119 Schätzung 93 Estimation 90 Schock 87 Shock 87 Cointegration 66 impulse-response function 66 Zeitreihenanalyse 61 Impulse Response Function 60 Time series analysis 59 Kointegration 54 Theorie 54 Theory 50 Monetary policy 48 VAR 48 Causality analysis 44 Kausalanalyse 44 Geldpolitik 43 variance decomposition 43 Schätztheorie 42 Estimation theory 40 Wirkungsanalyse 38 Impact assessment 36 Börsenkurs 30 vector autoregression 30 Granger causality 29 Oil price 29 Volatility 29 Ölpreis 29 Volatilität 28 Economic growth 27 Share price 27 VECM 26 Welt 26 World 25 Aktienmarkt 24 India 24
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Online availability
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Free 293 Undetermined 166 CC license 16
Type of publication
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Article 344 Book / Working Paper 215 Other 2 Journal 1
Type of publication (narrower categories)
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Article in journal 202 Aufsatz in Zeitschrift 202 Working Paper 92 Graue Literatur 58 Non-commercial literature 58 Arbeitspapier 55 Article 14 research-article 7 Conference paper 3 Hochschulschrift 3 Konferenzbeitrag 3 Aufsatz im Buch 2 Book section 2 Thesis 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Sammelwerk 1 Sammlung 1
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Language
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English 359 Undetermined 190 German 4 Spanish 4 Slovak 2 Hungarian 1 Lithuanian 1 Chinese 1
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Author
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Mirdala, Rajmund 36 MIRDALA, Rajmund 14 Hautsch, Nikolaus 8 Huang, Ruihong 8 Caballero, Ricardo J. 7 Karanassou, Marika 7 Tschernig, Rolf 7 Gerke, Rafael 6 Kim, Hyeongwoo 6 Mustofa Usman 6 Russel, Edwin 6 Hsing, Yu 5 Jalles, João Tovar 5 Jehan, Zainab 5 Karamé, Frédéric 5 Morrissey, Oliver 5 Rashid, Abdul 5 Sala, Hector 5 Weber, Enzo 5 Weigand, Roland 5 Alloza, Mario 4 Antonakakis, Nikolaos 4 Chatziantoniou, Ioannis 4 Chevallier, Julien 4 Engel, Eduardo M.R.A. 4 Filis, George 4 Hafner, Christian M. 4 Hannsgen, Greg 4 Jorda, Oscar 4 Le Pen, Yannick 4 Lewis, Daniel J. 4 Lloyd, Tim A. 4 Nicoletti, Giulio 4 Osei, Robert Darko 4 Sanz, Carlos 4 Sévi, Benoît 4 Afonso, António 3 Anagnostou, Ageliki 3 Bai, Jushan 3 Banerjee, Neelotpaul 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 35 Cowles Foundation for Research in Economics, Yale University 4 EconWPA 4 European Central Bank 4 William Davidson Institute, University of Michigan 4 C.E.P.R. Discussion Papers 3 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 3 Economics Department, University of California-Davis 3 Southern Agricultural Economics Association - SAEA 3 Université Paris-Dauphine 3 Université Paris-Dauphine (Paris IX) 3 Departamento de Economía, Universidad Carlos III de Madrid 2 Department of Econometrics and Business Statistics, Monash Business School 2 Levy Economics Institute 2 London School of Economics (LSE) 2 School of Economics and Finance, Queen Mary 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 2 eSocialSciences 2 Agricultural and Applied Economics Association - AAEA 1 Center for Financial Studies 1 Centre de Recherche en Économie et Droit de l'Énergie, Faculté de sciences économiques 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Economics, Auburn University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Florida International University 1 Department of Economics, National University of Ireland 1 Department of Economics, Rutgers University-New Brunswick 1 Economic Growth Center, Economics Department 1 Economic Research Institute, College of Business and Economics 1 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Economics and Econometrics Research Institute (EERI) 1 HAL 1 Institut für Weltwirtschaft (IfW) 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1
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Published in...
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MPRA Paper 35 Working Paper 12 International Journal of Energy Economics and Policy : IJEEP 11 Journal of Applied Economic Sciences Quarterly 6 Energy economics 5 Global business review 5 International journal of economics and finance 5 Journal of Applied Research in Finance Bi-Annually 5 Working paper 5 Applied economics letters 4 Cowles Foundation Discussion Papers 4 ECB Working Paper 4 International Journal of Trade and Global Markets 4 Journal of Advanced Studies in Finance 4 Journal of Applied Economic Sciences 4 Journal of economic dynamics & control 4 Research in international business and finance 4 William Davidson Institute Working Papers Series 4 Working Paper Series / European Central Bank 4 Acta Universitatis Nicolai Copernici, Ekonomia 3 Afro-Asian Journal of Finance and Accounting : AAJFA 3 Asian Agricultural Research 3 CEPR Discussion Papers 3 Documents de recherche 3 Economics Papers from University Paris Dauphine 3 Economics letters 3 FIW Working Paper 3 FIW working paper 3 International review of economics & finance : IREF 3 Journal of Asian economics 3 Journal of Economic Dynamics and Control 3 Macroeconomics 3 Open Access publications from Université Paris-Dauphine 3 The Singapore Economic Review (SER) 3 Theoretical and applied economics : GAER review 3 Working Papers / Economics Department, University of California-Davis 3 Working paper series / Department of Economics, Auburn University 3 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 2 Análisis económico 2 Applied economics 2
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Source
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ECONIS (ZBW) 267 RePEc 231 EconStor 51 Other ZBW resources 7 BASE 6
Showing 111 - 120 of 562
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Does oil prices shock matter in the Nigerian economy? : empirical evidence from sign-identified Structural Vector Autoregression
Aliyu, Nazifi; Saheed, Z. S.; Alexander, A. A.; … - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 47-69
model. Structural inferences are deduced from structural impulse response function, forecast error variance decomposition … and historical decomposition. Findings from structural impulse response function indicates that real gross domestic …
Persistent link: https://www.econbiz.de/10013348414
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Generalized Impulse Response Analysis: General or Extreme?
Kim, Hyeongwoo - Department of Economics, Auburn University - 2012
This note discusses a pitfall of using the generalized impulse response function (GIRF) in vector autoregressive (VAR …
Persistent link: https://www.econbiz.de/10010862314
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International interdependency of macroeconomic activities : a multivariate empirical analysis
Rout, Sanjay Kumar; Mallick, Hrushikesh - In: International economics and economic policy 18 (2021) 2, pp. 425-450
Persistent link: https://www.econbiz.de/10012586110
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An impulse response function analysis of the impact of modern payment technologies on money demand in Nigeria
Iorngurum, Tersoo; Nwaobi, Godwin - In: Theoretical and applied economics : GAER review 28 (2021) 2/627, pp. 97-112
Persistent link: https://www.econbiz.de/10012693459
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Impact of crude oil price shocks on industrial output, inflation and exchange rate : evidence from five emerging Asian economies
Mishra, Shekhar; Tripathy, Nalini Prava; Debasish, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 2, pp. 290-308
Persistent link: https://www.econbiz.de/10012503990
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A study on the dynamic behaviour of headline versus core inflation : evidence from India
Sahu, Priyanka - In: Global business review 22 (2021) 6, pp. 1574-1593
Persistent link: https://www.econbiz.de/10012660437
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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Analysing interlinkages of Indian stock market with other emerging Asian markets
Goel, Himanshu; Singh, Narinder Pal - In: International journal of economics and business … 22 (2021) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10012597911
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The relationship between information and communication technologies and female labour force participation in Turkey
Tüzemen, Samet; Barış-Tüzemen, Özge; Çelik, Ali Kemal - In: Economics and business review 7/21 (2021) 4, pp. 121-145
Persistent link: https://www.econbiz.de/10012806055
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