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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
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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 71 - 80 of 534
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Existence, uniqueness and stability of market equilibrium in oligopoly markets
Dzhabarova, Yulia; Kabaivanov, Stanimir; Ruseva, Margarita - In: Administrative Sciences 10 (2020) 3, pp. 1-32
based on studying the response functions of each market participant, thus making it possible to address both Cournot and … access to certain resources. We prove and demonstrate that by using carefully constructed response functions it is possible … response functions approach makes it also possible to take into consideration different barriers to entry. By fitting to the …
Persistent link: https://www.econbiz.de/10012612200
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Identification of structural VAR models via independent component analysis: A performance evaluation study
Moneta, Alessio; Pallante, Gianluca - 2020
Independent Component Analysis (ICA) is a statistical method that transforms a set of random variables in least dependent linear combinations. Under the assumption that the observed data are mixtures of non-Gaussian and independent processes, ICA is able to recover the underlying components, but...
Persistent link: https://www.econbiz.de/10012651846
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Uncertainty and monetary policy in the US : a journey into non-linear territory
Pellegrino, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012320446
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Uncertainty and monetary policy in good and bad times : a replication of the VAR investigation by Bloom (2009)
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2020
This paper revisits the well-known VAR evidence on the real effects of uncertainty shocks by Bloom (Econometrica 2009(3): 623-685. doi: 10.3982/ECTA6248). We replicate the results in a narrow sense using Eviews. In a wide sense, we extend his study by working with a smooth transition-VAR...
Persistent link: https://www.econbiz.de/10012263375
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Existence, uniqueness and stability of market equilibrium in oligopoly markets
Dzhabarova, Yulia; Kabaivanov, Stanimir; Ruseva, Margarita - In: Administrative Sciences : open access journal 10 (2020) 3/70, pp. 1-32
based on studying the response functions of each market participant, thus making it possible to address both Cournot and … access to certain resources. We prove and demonstrate that by using carefully constructed response functions it is possible … response functions approach makes it also possible to take into consideration different barriers to entry. By fitting to the …
Persistent link: https://www.econbiz.de/10012271649
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The macroeconomics of sticky prices with generalized hazard functions
Alvarez, Fernando; Lippi, Francesco; Oskolkov, Aleksei - 2020
Persistent link: https://www.econbiz.de/10012382215
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Uncertainty and monetary policy in good and bad times : a replication of the VAR investigation by Bloom (2009)
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2020
Persistent link: https://www.econbiz.de/10012533683
Saved in:
Cover Image
Uncertainty and monetary policy in good and bad times : a replication of the VAR investigation by Bloom (2009)
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - 2020
Persistent link: https://www.econbiz.de/10012496382
Saved in:
Cover Image
Identification of structural VAR models via independent component analysis: a performance evaluation study
Moneta, Alessio; Pallante, Gianluca - 2020
Independent Component Analysis (ICA) is a statistical method that transforms a set of random variables in least dependent linear combinations. Under the assumption that the observed data are mixtures of non-Gaussian and independent processes, ICA is able to recover the underlying components, but...
Persistent link: https://www.econbiz.de/10012292379
Saved in:
Cover Image
Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis
Goemans, Pascal; Belke, Ansgar - 2019
We investigate whether the macroeconomic effects of government spending shocks vary with the level of uncertainty. Using postwar US data and a Self-Exciting Interacted VAR (SEIVAR) model, we find that fiscal spending has positive output effects in tranquil times but is contractionary during...
Persistent link: https://www.econbiz.de/10012099100
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