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  • Search: subject:"proxy-VAR"
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Year of publication
Subject
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VAR model 37 VAR-Modell 37 Schock 31 Shock 31 proxy VAR 26 Proxy VAR 24 Monetary policy 16 Theorie 16 Theory 16 Geldpolitik 15 Structural vector autoregression 15 Estimation theory 11 Schätztheorie 11 proxy-VAR 10 Business cycle 8 Estimation 8 Konjunktur 8 Schätzung 8 Volatility 8 Volatilität 8 Heteroscedasticity 7 Heteroskedastizität 7 Ankündigungseffekt 6 Announcement effect 6 Business cycles 6 DSGE 6 Higher Order Beliefs 6 Oil market 6 Oil price 6 heteroskedastic VAR 6 Ölmarkt 6 Ölpreis 6 GMM 5 Geldpolitische Transmission 5 Monetary transmission 5 Proxy-VAR 5 structural vector autoregression 5 China 4 Dynamic equilibrium 4 Dynamisches Gleichgewicht 4
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Online availability
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Free 52 Undetermined 19 CC license 1
Type of publication
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Book / Working Paper 52 Article 19
Type of publication (narrower categories)
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Working Paper 49 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 30 Article in journal 18 Aufsatz in Zeitschrift 18 Conference Paper 2 Article 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 71
Author
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Lütkepohl, Helmut 20 Bruns, Martin 10 Collard, Fabrice 10 Fève, Patrick 10 Guay, Alain 6 Boer, Lukas 5 Karau, Sören 5 Mumtaz, Haroon 5 Schlaak, Thore 5 Assenza, Tiziana 4 Gründler, Daniel 4 Huber, Stefanie J. 4 Mayer, Eric 4 Scharler, Johann 4 Braun, Robin 3 Brüggemann, Ralf 3 Budnik, Katarzyna 3 Petrova, Katerina 3 Rünstler, Gerhard 3 Almerud, Jakob 2 Bundick, Brent 2 Franz, Thorsten 2 Hellwagner, Timon 2 Herriford, Trenton 2 Krygier, Dominika 2 Lundvall, Henrik 2 McNeil, James 2 Njie, Mambuna 2 Smith, Andrew Lee 2 Tang, Huoqing 2 Weber, Enzo 2 Zhang, Chengsi 2 AlSalman, Zeina 1 Cheng, Feiyang 1 Eickmeier, Sandra 1 Faia, Ester 1 Herrera, Ana María 1 Huang, Yuzhe 1 Hübel, Teresa 1 Karau, Soeren 1
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Published in...
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DIW Discussion Papers 7 Discussion papers / Deutsches Institut für Wirtschaftsforschung 7 Discussion papers / CEPR 4 Document de travail 4 Deutsche Bundesbank Discussion Paper 3 Discussion paper 3 Journal of economic dynamics & control 3 Energy economics 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Working Paper 2 Working paper 2 Working papers / TSE : WP 2 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2018: Digitale Wirtschaft - Session: Monetary Policy IV 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2021: Climate Economics 1 China economic review : an international journal 1 Department of Economics working paper 1 ECB Working Paper 1 ECONtribute Discussion Paper 1 ECONtribute discussion paper 1 Economic modelling 1 Economics letters 1 GSDS working paper 1 IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung 1 IAB-Discussion Paper 1 International review of economics & finance : IREF 1 Journal of applied econometrics 1 Journal of international money and finance 1 Journal of money, credit and banking : JMCB 1 Open Economies Review 1 Open economies review 1 Research in international business and finance 1 Socio-economic planning sciences : the international journal of public sector decision-making 1 Staff working papers / Bank of England 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 The Korean economic review 1 Working Papers in Economics and Statistics 1 Working paper / Federal Reserve Bank of Dallas, Research Department 1 Working paper series / European Central Bank 1 Working papers in economics and statistics 1
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Source
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ECONIS (ZBW) 49 EconStor 22
Showing 1 - 10 of 71
Cover Image
Believe it or not, it's all about beliefs!
Collard, Fabrice; Fève, Patrick; Guay, Alain - 2024
proxy-VAR approach and DSGEbased instruments. Our findings suggest that these shocks are indeed a key driver of the business …
Persistent link: https://www.econbiz.de/10015209740
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Cover Image
From buzz to bust: How fake news shapes the business cycle
Assenza, Tiziana; Collard, Fabrice; Fève, Patrick; … - 2024
construct a binary indicator to build a proxy for the exogenous variation in fake news issuance. Adopting a proxy-VAR approach …
Persistent link: https://www.econbiz.de/10014513226
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Cover Image
Believe it or not, it's all about beliefs!
Collard, Fabrice; Fève, Patrick; Guay, Alain - 2024
proxy-VAR approach and DSGE-based instruments. Our findings suggest that HOB shocks are indeed a key driver of the business …
Persistent link: https://www.econbiz.de/10015051873
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Cover Image
Believe it or not, it's all about beliefs!
Collard, Fabrice; Fève, Patrick; Guay, Alain - 2024
proxy-VAR approach and DSGEbased instruments. Our findings suggest that these shocks are indeed a key driver of the business …
Persistent link: https://www.econbiz.de/10015156850
Saved in:
Cover Image
Believe it or not, it's all about Beliefs!
Collard, Fabrice; Fève, Patrick; Guay, Alain - 2024
Persistent link: https://www.econbiz.de/10014577032
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Cover Image
From buzz to bust: how fake news shapes the business cycle
Assenza, Tiziana; Collard, Fabrice; Fève, Patrick; … - 2024
Persistent link: https://www.econbiz.de/10014490871
Saved in:
Cover Image
From buzz to bust : how fake news shapes the business cycle
Assenza, Tiziana; Collard, Fabrice; Fève, Patrick; … - 2024
construct a binary indicator to build a proxy for the exogenous variation in fake news issuance. Adopting a proxy-VAR approach …
Persistent link: https://www.econbiz.de/10014502299
Saved in:
Cover Image
Believe it or not, it's all about beliefs!
Collard, Fabrice; Fève, Patrick; Guay, Alain - 2024
proxy-VAR approach and DSGE-based instruments. Our findings suggest that HOB shocks are indeed a key driver of the business …
Persistent link: https://www.econbiz.de/10014635354
Saved in:
Cover Image
Monetary policy announcements, information shocks, and exchange rate dynamics
Gründler, Daniel; Mayer, Eric; Scharler, Johann - In: Open economies review 34 (2023) 2, pp. 341-369
Persistent link: https://www.econbiz.de/10014334807
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Cover Image
Comparing external and internal instruments for vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - 2025
In conventional proxy VAR analysis, the shocks of interest are identified by external instruments. This is typically …
Persistent link: https://www.econbiz.de/10015211255
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