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  • Search: subject:"structural VAR"
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Year of publication
Subject
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VAR-Modell 607 VAR model 580 Structural VAR 525 structural VAR 451 Schock 403 Shock 387 Monetary policy 237 Geldpolitik 207 Schätzung 184 Estimation 172 Theorie 141 Theory 137 Wirkungsanalyse 114 Impact assessment 110 Oil price 109 Ölpreis 105 Konjunktur 86 Business cycle 84 Welt 80 World 79 monetary policy 77 Exchange rate 67 USA 67 Wechselkurs 63 Bayesian inference 62 Inflation 60 United States 60 EU-Staaten 58 Geldpolitische Transmission 57 Monetary transmission 56 Volatility 55 EU countries 54 Volatilität 52 Börsenkurs 49 Fiscal policy 49 Oil market 48 Ölmarkt 48 Bayes-Statistik 47 Risiko 44 Risk 44
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Online availability
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Free 749 Undetermined 344 CC license 24
Type of publication
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Book / Working Paper 693 Article 541 Other 3
Type of publication (narrower categories)
All
Working Paper 386 Article in journal 380 Aufsatz in Zeitschrift 380 Graue Literatur 236 Non-commercial literature 236 Arbeitspapier 222 Article 25 research-article 9 Conference paper 8 Konferenzbeitrag 8 Conference Paper 6 Aufsatz im Buch 3 Book section 3 Amtliche Publikation 1 Aufsatzsammlung 1 Congress Report 1 Hochschulschrift 1 Konferenzschrift 1 Report 1 Research Report 1
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Language
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English 931 Undetermined 289 German 7 Spanish 4 Portuguese 3 Italian 1 Turkish 1 Chinese 1
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Author
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Kilian, Lutz 27 Rieth, Malte 24 Kang, Wensheng 19 Menkhoff, Lukas 17 Ratti, Ronald A. 17 Gambetti, Luca 16 Sousa, Ricardo M. 16 Forni, Mario 15 Herwartz, Helmut 14 Moneta, Alessio 14 Bastianin, Andrea 13 Lenz, Carlos 13 Manera, Matteo 13 Georgiadis, Georgios 12 Schumann, Ben 12 Krolzig, Hans-Martin 10 Weber, Enzo 10 Afonso, António 9 Boer, Lukas 9 Kugler, Peter 9 Sala, Luca 9 Schiman, Stefan 9 Serletis, Apostolos 9 Zhou, Xiaoqing 9 Caggiano, Giovanni 8 Castelnuovo, Efrem 8 Fielding, David 8 Görtz, Christoph 8 Heinlein, Reinhold 8 Müller, Gernot J. 8 Valcarcel, Victor J. 8 Alexius, Annika 7 Badinger, Harald 7 Breitenlechner, Max 7 Buckle, Robert A 7 Gubler, Matthias 7 Hammoudeh, Shawkat 7 Hertweck, Matthias S. 7 Jarociński, Marek 7 Jordan, Thomas J. 7
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 31 C.E.P.R. Discussion Papers 15 European Central Bank 12 Centre de recherche en Économie (OFCE), Sciences économiques 7 Banca d'Italia 5 EconWPA 5 Norges Bank 5 Agricultural and Applied Economics Association - AAEA 4 Crawford School of Public Policy, Australian National University 4 Department of Economics and Business, Universitat Pompeu Fabra 4 Institut für Weltwirtschaft (IfW) 4 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 4 Wirtschaftswissenschaftliches Zentrum, Universität Basel 4 World Institute for Development Economic Research (UNU/WIDER), United Nations University 4 Banco Central de Reserva del Perú 3 Banque de France 3 CESifo 3 Center for Financial Studies 3 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 3 Department of Economics, Sciences économiques 3 HAL 3 Institut de Préparation à l'Administration et à la Gestion (IPAG) 3 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 3 School of Economics, University of Kent 3 Schweizerische Nationalbank (SNB) 3 Sciences économiques, Sciences Po 3 Treasury, Government of New Zealand 3 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 3 Banco de la Republica de Colombia 2 Departamento de Economía, Pontificia Universidad Católica del Perú 2 Department of Economics, Boston College 2 Department of Economics, Leicester University 2 Department of Economics, Oxford University 2 Deutsche Bundesbank 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Econometric Society 2 Economics Department, Ben Gurion University of the Negev 2 Fondazione ENI Enrico Mattei (FEEM) 2 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2
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Published in...
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MPRA Paper 31 Working Paper 27 Energy economics 26 ECB Working Paper 21 Journal of international money and finance 21 Economic modelling 16 Macroeconomic dynamics 16 Working paper 16 CEPR Discussion Papers 15 CESifo Working Paper 15 Discussion papers / CEPR 15 CESifo working papers 14 CAMA working paper series 12 Working Paper Series / European Central Bank 12 Journal of economic dynamics & control 10 Discussion papers / Deutsches Institut für Wirtschaftsforschung 9 Applied economics 8 DIW Discussion Papers 8 Working paper / Federal Reserve Bank of Dallas, Research Department 8 Working paper series / European Central Bank 8 Documents de Travail de l'OFCE 7 Economic Modelling 7 Empirical Economics 7 International review of economics & finance : IREF 7 Journal of applied econometrics 7 BOFIT Discussion Papers 6 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 6 Open economies review 6 CFS Working Paper Series 5 Discussion paper 5 Economics Bulletin 5 Economics letters 5 Empirical economics : a quarterly journal of the Institute for Advanced Studies 5 Journal of Asian economics 5 Journal of International Money and Finance 5 Journal of macroeconomics 5 LEM Working Paper Series 5 Quantitative economics : QE ; journal of the Econometric Society 5 Temi di discussione (Economic working papers) 5 Working Paper / Norges Bank 5
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Source
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ECONIS (ZBW) 625 RePEc 399 EconStor 196 Other ZBW resources 9 BASE 8
Showing 1 - 10 of 1,237
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Shocking the economy from 1967 up to 2023 : reinforcing the relevance of Divisia money in US monetary policy
Barrette, Christophe; Paquet, Alain - In: Macroeconomic dynamics 29 (2025), pp. 1-42
Persistent link: https://www.econbiz.de/10015624865
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Sectoral and aggregate effects of supply chain disruptions in a small open economy
Friesenbichler, Klaus S.; Glocker, Christian; Hölzl, Werner - 2026
We present a country-specific measure of supply chain disruptions and compare it with a global counterpart. We identify each measure's macroeconomic role and consider a sectoral extension using the two-digit NACE level of disaggregation and a multi-sector general equilibrium model to assess the...
Persistent link: https://www.econbiz.de/10015628646
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Dynamic responses of inflation, agricultural production, and terms of trade to oil price fluctuations in Kazakhstan : an structural VAR approach
Yesbolova, Ainur Yergazievna; Abdikerimova, Gulzhanar I.; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 1, pp. 980-987
Persistent link: https://www.econbiz.de/10015617370
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Firm liquidity and the origins of aggregate fluctuations in a network economy
Eshraghi, Mohsen - 2026
Persistent link: https://www.econbiz.de/10015619062
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Oil price pass-through in the Philippines: Decomposing fuel and non-fuel inflation
Punongbayan, J. C. - 2026
decomposes total CPI pass-through into a fuel-basket component and a residual non-fuel component. Using a structural VAR and 25 …
Persistent link: https://www.econbiz.de/10015619180
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Industrial metal supply shocks and heterogeneous macroeconomic effects: Evidence from copper
Bastianin, Andrea; Rossini, Luca; Testa, Alessandra - 2026
copper supply using a Bayesian structural VAR of the world copper market that combines sign and narrative restrictions. We …
Persistent link: https://www.econbiz.de/10015619468
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Spectral climate risk
Cipollini, Andrea; Lo Cascio, Iolanda; Parla, Fabio - 2026
Persistent link: https://www.econbiz.de/10015640492
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Oil price pass-through in the Philippines : decomposing fuel and non-fuel inflation
Punongbayan, J. C. - 2026
This paper estimates the pass-through of world oil price innovations to Philippine fuel prices and headline CPI, and decomposes total CPI pass-through into a fuelbasket component and a residual non-fuel component. Using a recursive SVAR and 25 years of monthly Department of Energy pump price...
Persistent link: https://www.econbiz.de/10015618009
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Industrial metal supply shocks and heterogeneous macroeconomic effects : evidence from copper
Bastianin, Andrea; Rossini, Luca; Testa, Alessandra - 2026
copper supply using a Bayesian structural VAR of the world copper market that combines sign and narrative restrictions. We …
Persistent link: https://www.econbiz.de/10015588200
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The link between monetary policy and the labor share : new empirical evidence and theoretical considerations
Badinger, Harald; Glocker, Christian; Schiman-Vukan, Stefan - 2026
Using a structural VAR with a relatively agnostic identification based on narrative sign restrictions, this paper, in …
Persistent link: https://www.econbiz.de/10015651720
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