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  • Search: subject:"response functions"
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Year of publication
Subject
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VAR model 166 VAR-Modell 166 impulse response functions 140 Schock 107 Shock 107 Impulse response functions 102 Schätzung 90 Estimation 89 Time series analysis 74 Zeitreihenanalyse 74 Impact assessment 62 Wirkungsanalyse 62 Theorie 59 Theory 58 Estimation theory 49 Monetary policy 49 Schätztheorie 49 Impulse Response Functions 47 Geldpolitik 46 impulse-response functions 45 Cointegration 37 USA 36 United States 34 Volatility 34 Volatilität 34 generalized impulse response functions 31 Kointegration 30 Business cycle 26 Konjunktur 26 Economic growth 25 Fiscal policy 25 Kausalanalyse 25 Oil price 25 Wirtschaftswachstum 25 Causality analysis 24 VAR 24 monetary policy 24 Ölpreis 24 Finanzpolitik 22 Nichtlineare Regression 21
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Online availability
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Free 289 Undetermined 176 CC license 10
Type of publication
All
Article 294 Book / Working Paper 226 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 178 Aufsatz in Zeitschrift 178 Working Paper 120 Graue Literatur 79 Non-commercial literature 79 Arbeitspapier 77 Article 12 research-article 6 Conference Paper 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Congress Report 1 Hochschulschrift 1 Preprint 1 Report 1
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Language
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English 350 Undetermined 172 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 Caggiano, Giovanni 10 Castelnuovo, Efrem 10 Eberle, Jonathan 10 Afonso, António 8 Mitze, Timo 8 Ferraresi, Tommaso 7 Pellegrino, Giovanni 7 Roventini, Andrea 7 Sacht, Stephen 7 Karanassou, Marika 6 Nodari, Gabriela 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 Monfort, Alain 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 Polasek, Wolfgang 4 Ribeiro, Bernardo 4 Ricco, Giovanni 4 Semmler, Willi 4 Wolf, Michael 4 Alvarez, Fernando 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 3 Agricultural and Applied Economics Association - AAEA 2 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 Institute for the Study of Labor (IZA) 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Rimini Centre for Economic Analysis (RCEA) 2 University of Bonn, Germany 2 de Nederlandsche Bank 2 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 Agricultural Economics, Faculty of Agriculture 1 Department of Agricultural Economics, University of Kentucky 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 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
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Published in...
All
MPRA Paper 11 Energy economics 7 Applied economics 6 Applied economics letters 6 Economics letters 6 Journal of economic dynamics & control 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 LEM working paper series 5 Working Paper 5 Working Papers on Innovation and Space 5 Working papers 5 CESifo Working Paper 4 IZA Discussion Papers 4 International journal of economics and finance 4 Jahrbücher für Nationalökonomie und Statistik 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 CEPR Discussion Papers 3 CESifo working papers 3 Department of Economics working paper series 3 Discussion paper / Tinbergen Institute 3 Economies : open access journal 3 Journal of banking & 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 Annual meeting, August 8-11, Nashville, TN 2 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 CAMA working paper series 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
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Source
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ECONIS (ZBW) 262 RePEc 187 EconStor 60 BASE 17 Other ZBW resources 6 USB Cologne (business full texts) 2
Showing 321 - 330 of 534
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Efficiency effects of variation in controlled experimental variables
Wendelbeger, J.R. - 2009
When a designed experiment is conducted, the exact levels of controlled experimental variables specified by the design may not be attainable. Two different types of situations can occur in which the actual settings of the design variables deviate from the target design settings. In one case, the...
Persistent link: https://www.econbiz.de/10009436703
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Development of a force specification for a force-limited random vibration test
Stevens, R.R. - 2009
Vibration testing, techniques have been developed and employed that reduce the overtesting caused by the essentially infinite mechanical impedance of the shaker in conventional vibration tests. With these ``force-limiting`` techniques, two vibration test specifications are used: the conventional...
Persistent link: https://www.econbiz.de/10009436954
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Analysis of nonlinear systems using ARMA (autoregressive moving average) models
Hunter, N.F. Jr. - 2009
While many vibration systems exhibit primarily linear behavior, a significant percentage of the systems encountered in vibration and model testing are mildly to severely nonlinear. Analysis methods for such nonlinear systems are not yet well developed and the response of such systems is not...
Persistent link: https://www.econbiz.de/10009437293
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Productivity growth and the Phillips curve: a reassessment of the US experience
Karanassou, Marika; Sala, Héctor - 2009
methodology relies heavily on impulse response functions, it represents a synthesis of the traditional structural modelling and …
Persistent link: https://www.econbiz.de/10010276469
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Private information, stock markets, and exchange rates
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - Bank of Thailand - 2009
Explaining exchange rates has long been an important but vexing issue in international economics and nance. In recent years, a number of studies have shown that investors' private information plays a central role in determining exchange rates. We demonstrate in this paper that the private...
Persistent link: https://www.econbiz.de/10011146288
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Nonlinear Diachronic Relationships between Financial Newspapers Circulations and the General Index of the Athens Stocks Exchange
Kalpouzani, Maria; Tserkezos, Dikaios - Department of Economics, University of Crete - 2009
This paper investigates the existence of any linear or non-linear diachronic relationship between the financial newspapers circulations and the General Index of the Athens Stocks Exchange (ASE). We employed a nonlinear version of the Hsiao¢s (1979) linear causality technique in order to test...
Persistent link: https://www.econbiz.de/10004994332
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New Information Response Functions.
Jardet, C.; Monfort, A.; Pegoraro, F. - Banque de France - 2009
We propose a new methodology for the analysis of impulse response functions in VAR or VARMA models. More precisely, we …
Persistent link: https://www.econbiz.de/10005034719
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Productivity Growth and the Phillips Curve: A Reassessment of the US Experience
Karanassou, Marika; Sala, Hector - Institute for the Study of Labor (IZA) - 2009
methodology relies heavily on impulse response functions, it represents a synthesis of the traditional structural modelling and …
Persistent link: https://www.econbiz.de/10005011906
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Factor Proportions Wages in a Structural Vector Autoregression
Kim, Hyeongwoo; Thompson, Henry - Volkswirtschaftliche Fakultät, … - 2009
Factor proportions trade theory focuses on wage adjustments to product prices and factor endowments estimated directly for the first time in the present paper with a structural vector auto regression. Yearly data cover the US wage, labor force, fixed capital assets, and relative prices of...
Persistent link: https://www.econbiz.de/10008506915
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Private information, stock markets, and exchange rates
Gyntelberg, Jacob; Loretan, Mico; Subhanij, Tientip; … - Bank for International Settlements (BIS) - 2009
Explaining exchange rates has long been an important but vexing issue in international economics and finance. In recent years, a number of studies have shown that investors' private information plays a central role in determining exchange rates. We demonstrate in this paper that the private...
Persistent link: https://www.econbiz.de/10005127743
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