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  • Search: subject:"impulse-response"
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Year of publication
Subject
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VAR model 575 VAR-Modell 573 Schätzung 354 Schock 353 Shock 352 Estimation 346 Zeitreihenanalyse 221 Time series analysis 218 impulse response function 201 Theorie 195 Cointegration 194 impulse response 190 Theory 186 Monetary policy 176 Schätztheorie 176 Estimation theory 174 Geldpolitik 168 Wirkungsanalyse 161 Impact assessment 158 Kointegration 150 impulse response functions 140 Impulse response 135 VAR 127 Impulse response function 119 Volatility 115 Volatilität 113 Kausalanalyse 104 Causality analysis 103 Impulse response functions 102 impulse response analysis 102 Oil price 87 cointegration 87 Ölpreis 84 USA 83 Economic growth 82 variance decomposition 78 Wirtschaftswachstum 77 Börsenkurs 73 United States 72 Welt 72
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Online availability
All
Free 974 Undetermined 558 CC license 52
Type of publication
All
Article 1,044 Book / Working Paper 765 Other 10 Journal 3
Type of publication (narrower categories)
All
Article in journal 646 Aufsatz in Zeitschrift 646 Working Paper 359 Graue Literatur 232 Non-commercial literature 232 Arbeitspapier 223 Article 50 research-article 23 Conference paper 8 Konferenzbeitrag 8 Aufsatz im Buch 7 Book section 7 Conference Paper 5 Thesis 5 Hochschulschrift 3 Research Report 3 Collection of articles of several authors 1 Collection of articles written by one author 1 Congress Report 1 Preprint 1 Report 1 Sammelwerk 1 Sammlung 1
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Language
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English 1,210 Undetermined 580 Spanish 9 German 8 Czech 6 Slovak 3 Hungarian 1 Lithuanian 1 Portuguese 1 Romanian 1 Russian 1 Chinese 1
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Author
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Mirdala, Rajmund 36 Kilian, Lutz 32 Inoue, Atsushi 31 Gupta, Rangan 20 Jalles, João Tovar 17 Lütkepohl, Helmut 16 Antonakakis, Nikolaos 15 Caporale, Guglielmo Maria 15 Afonso, António 14 MIRDALA, Rajmund 14 Karanassou, Marika 13 Moneta, Alessio 13 Sheng, Xin 13 Eberle, Jonathan 11 Wolters, Jürgen 11 Brenner, Thomas 10 Brüggemann, Ralf 10 Sala, Hector 10 Belke, Ansgar 9 Burgstaller, Johann 9 Caballero, Ricardo J. 9 Dijk, Herman K. van 9 Pesavento, Elena 9 Sacht, Stephen 9 Strachan, Rodney W. 9 Caggiano, Giovanni 8 Castelnuovo, Efrem 8 Gouriéroux, Christian 8 Hafner, Christian M. 8 Hautsch, Nikolaus 8 Huang, Ruihong 8 Jordà, Òscar 8 Kim, Hyeongwoo 8 Kuersteiner, Guido M. 8 Marcellino, Massimiliano 8 Mitze, Timo 8 Alvarez, Fernando 7 Badinger, Harald 7 Ferraresi, Tommaso 7 Giacomini, Raffaella 7
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 73 C.E.P.R. Discussion Papers 13 EconWPA 10 European Central Bank 8 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 CESifo 6 Department of Econometrics and Business Statistics, Monash Business School 6 Cowles Foundation for Research in Economics, Yale University 5 Department of Economics, Faculty of Economic and Management Sciences 5 Economics Department, University of California-Davis 5 Erasmus University Rotterdam, Econometric Institute 5 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz 5 Department of Economics, Oxford University 4 School of Economics, UNSW Business School 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Tinbergen Instituut 4 Université Paris-Dauphine (Paris IX) 4 William Davidson Institute, University of Michigan 4 Agricultural and Applied Economics Association - AAEA 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 3 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 3 Department of Economics, Leicester University 3 Department of Economics, University of Pennsylvania 3 Econometric Society 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit 3 School of Economics and Finance, Queen Mary 3 School of Economics and Management, University of Aarhus 3 Society for Computational Economics - SCE 3 Southern Agricultural Economics Association - SAEA 3 Tinbergen Institute 3 University of Bonn, Germany 3 Université Paris-Dauphine 3 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 3 Vienna University of Economics and Business, Department of Economics 3 Australian Agricultural and Resource Economics Society - AARES 2 Banque de France 2 Center for Financial Studies 2
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Published in...
All
MPRA Paper 73 Working Paper 22 International Journal of Energy Economics and Policy : IJEEP 21 Energy economics 18 Economics letters 17 Applied economics 15 Empirical Economics 15 Journal of economic dynamics & control 14 CEPR Discussion Papers 13 Applied economics letters 12 CESifo Working Paper 12 Working paper 12 Economic modelling 11 Journal of econometrics 11 Discussion papers / CEPR 10 International journal of economics and finance 10 CESifo working papers 9 Discussion paper / Tinbergen Institute 9 ECB Working Paper 9 Research in international business and finance 9 Working papers 9 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 Theoretical and applied economics : GAER review 8 Tinbergen Institute Discussion Paper 8 Working Paper Series / European Central Bank 8 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 International review of economics & finance : IREF 7 SFB 373 Discussion Paper 7 SFB 373 Discussion Papers 7 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 7 The North American journal of economics and finance : a journal of financial economics studies 7 Tinbergen Institute Discussion Papers 7 Working paper / Federal Reserve Bank of Dallas, Research Department 7 CESifo Working Paper Series 6 Economic Modelling 6 Economics Bulletin 6 Economies : open access journal 6 Empirical economics : a quarterly journal of the Institute for Advanced Studies 6 Journal of Applied Economic Sciences Quarterly 6 LEM Working Paper Series 6
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Source
All
ECONIS (ZBW) 896 RePEc 678 EconStor 195 BASE 27 Other ZBW resources 23 USB Cologne (business full texts) 3
Showing 1 - 10 of 1,822
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Measuring port activities and lockdown impact using automatic identification system data
Jo, Ah-Hyun; Cho, Seong-Hyun; Kim, Bo-Kyung; Kim, Kijin; … - 2024
analyses, estimated impulse response functions indicate a decrease in the number of ship calls following increased mobility …
Persistent link: https://www.econbiz.de/10015195395
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Emission trading in a high dimensional context : to what extent are carbon markets integrated with the broader system?
Quatrosi, Marco - In: Economia politica : journal of analytical and … 41 (2024) 3, pp. 793-814
Persistent link: https://www.econbiz.de/10015188422
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The European energy crisis and the US natural gas market dynamics : a structural VAR investigation
Rubaszek, Michał; Szafranek, Karol - In: International economics and economic policy 22 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015188957
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The effects of fiscal policy shocks : evidence from a Bayesian SVAR model with uncertain identifying assumptions
Sznajderska, Anna; Szafranek, Karol; Haug, Alfred - 2024
Persistent link: https://www.econbiz.de/10015359807
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Measuring port activities and lockdown impact using automatic identification system data
Jo, Ah-Hyun; Cho, Seong-Hyun; Kim, Bo-Kyung; Kim, Kijin; … - 2024
analyses, estimated impulse response functions indicate a decrease in the number of ship calls following increased mobility …
Persistent link: https://www.econbiz.de/10015080668
Saved in:
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The European energy crisis and the US natural gas market dynamics : a structural VAR investigation
Szafranek, Karol; Rubaszek, Michał - 2024
Persistent link: https://www.econbiz.de/10014636296
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Data-driven assessment of business process resilience
Kraus, Alexander; Rehse, Jana-Rebecca; van der Aa, Han - In: Process Science 1 (2024) 1
Process resilience represents a core competence for organizations in light of an increasing number of process disruptions, such as sudden increases in case arrivals or absences in the workforce. It reflects an organization’s ability to restore a process to its acceptable performance level...
Persistent link: https://www.econbiz.de/10015399594
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Which return regime induces overconfidence behavior? : artificial intelligence and a nonlinear approach
Alp Coşkun, Esra; Kahyaoglu, Hakan; Lau, Chi Keung - In: Financial innovation : FIN 9 (2023) 1, pp. 1-34
, nonlinear Granger causality test and nonlinear impulse-response functions based on local projections. These are the first …
Persistent link: https://www.econbiz.de/10014288970
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Quarterly projection model for belarus : methodological aspects and practical applications
Kharitonchik, Anatoly - In: BEROC working paper series 82 (2023), pp. 1-84
Persistent link: https://www.econbiz.de/10015176864
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Behavioral impulse responses
Kelly, Bryan T.; Malamud, Semyon; Siriwardane, Emil N. - 2025 - This version: November 7, 2024
Persistent link: https://www.econbiz.de/10015196772
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