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  • Search: subject:"structural vector autoregressive"
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Year of publication
Subject
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VAR-Modell 104 VAR model 103 Schock 60 Shock 59 Monetary policy 43 Geldpolitik 39 structural vector autoregressive model 30 Estimation 26 Schätzung 26 Impact assessment 21 Inflation 21 Wirkungsanalyse 21 Structural vector autoregressive model 20 Theorie 18 Theory 18 Oil price 16 Ölpreis 16 Geldpolitische Transmission 13 Monetary transmission 13 structural vector autoregressive 13 Welt 11 World 11 monetary policy 11 Bayesian inference 10 EU-Staaten 10 Exchange rate 10 Structural Vector Autoregressive 10 Wechselkurs 10 China 9 EU countries 9 Structural Vector Autoregressive Model 9 Structural Vector Autoregressive model 9 Bayes-Statistik 8 Time series analysis 8 Zins 8 Bruttoinlandsprodukt 7 Central bank 7 Commodity price 7 Economic policy uncertainty 7 Gross domestic product 7
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Online availability
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Free 101 Undetermined 48 CC license 10
Type of publication
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Article 100 Book / Working Paper 62 Other 2
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 38 Arbeitspapier 25 Graue Literatur 25 Non-commercial literature 25 Article 7 Aufsatz im Buch 1 Book section 1 Lehrbuch 1 research-article 1
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Language
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English 136 Undetermined 25 Spanish 3
Author
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Lütkepohl, Helmut 8 Lau, Chi Keung 6 Holtemöller, Oliver 5 Lanne, Markku 5 Minozzo, Marco 5 Akande, Joseph Olorunfemi 4 Aliyev, Shahriyar 4 Bolboaca, Maria 4 Gupta, Rangan 4 Kwenda, Farai 4 Nakajima, Jouchi 4 Paschen, Marius 4 Fischer, Sarah 3 Gottschalk, Jan 3 Kočenda, Evžen 3 Luetkepohl, Helmut 3 Moreno, Carlos 3 Netšunajev, Aleksei 3 Seymen, Atılım 3 Winkelmann, Lars 3 Włodarczyk, Przemysław 3 Abiona, Olukorede 2 Acharya, Rajesh H. 2 Aruna, Bhagavatula 2 Bali, Morad 2 Boufateh, Talel 2 Braun, Robin 2 Brüggemann, Ralf 2 Chaiechi, Taha 2 Cheng, Ka Ming 2 Chinoda, Tough 2 Ciobăbas̨u, Marilena 2 Constantinescu, Carmen Maria 2 Coronado, Semei 2 Dinh, Thanh Huong 2 Duca, Ioana 2 Fidrmuc, Jan 2 Fueki, Takuji 2 Gherghina, Rodica 2 Ghosh, Sugata 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 CESifo 2 Department of Economics, European University Institute 2 Institute for Monetary and Economic Studies, Bank of Japan 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, Auburn University 1 Department of Economics, Dalhousie University 1 Institut für Volkswirtschaftslehre, Carl von Ossietzky Universität Oldenburg 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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International Journal of Energy Economics and Policy : IJEEP 4 Applied economics 3 Economies : open access journal 3 International journal of finance & economics : IJFE 3 MPRA Paper 3 SFB 649 discussion paper 3 American Journal of Finance and Accounting 2 Bulletin of economic research 2 CESifo Working Paper Series 2 Cogent Economics & Finance 2 Cogent economics & finance 2 DIW Discussion Papers 2 Discussion papers / Deutsches Institut für Wirtschaftsforschung 2 Documentos de trabajo / Banco de España 2 Economics Working Papers / Department of Economics, European University Institute 2 IMES Discussion Paper Series 2 International journal of energy sector management 2 Journal of econometrics 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 The Asian Journal of Shipping and Logistics 2 Working paper series 2 ZEW Discussion Papers 2 African journal of economic and management studies 1 Análisis económico 1 Asian Academy of Management journal : AAMJ 1 Auburn Economics Working Paper Series 1 Baltic Journal of Economics 1 Bank of Japan working paper series 1 British journal of industrial relations : BJIR ; an international journal of employment relations 1 Business and Economic Research : BER 1 CARF working paper 1 CESifo Working Paper 1 CREATES Research Papers 1 Cahiers de recherche CREFE / CREFE Working Papers 1 China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University 1 Comparative Economic Research. Central and Eastern Europe 1 Comparative economic research : Central and Eastern Europe 1 Comparative economic studies 1 Defence and peace economics 1
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Source
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ECONIS (ZBW) 108 RePEc 33 EconStor 20 BASE 2 Other ZBW resources 1
Showing 141 - 150 of 164
Cover Image
The broken window : fallacy or fact ; a Kaleckian-Post Keynesian approach
Chaiechi, Taha - In: Economic modelling 39 (2014), pp. 195-203
Persistent link: https://www.econbiz.de/10010421859
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Regional monetary policy : an Australian perspective
Fraser, Patricia; McDonald, Garry A.; Mullineux, Andrew W. - In: Regional studies 48 (2014) 8, pp. 1419-1433
Persistent link: https://www.econbiz.de/10010431383
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Regional effects of monetary policy in China : the role of spillover effects
Xiaohui, Guo; Tajul Ariffin Masron - In: Asian Academy of Management journal : AAMJ 19 (2014) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10011310030
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The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States
Li, Yun Daisy; Iscan, Talan B.; Xu, Kuan - Department of Economics, Dalhousie University - 2007
Persistent link: https://www.econbiz.de/10005146820
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Identifying Monetary Policy Shocks viaChanges in Volatility
Lanne, Markku; Luetkepohl, Helmut - CESifo - 2006
A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector … autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard …
Persistent link: https://www.econbiz.de/10005765901
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Identifying Monetary Policy Shocks via Changes in Volatility
Lanne, Markku; Luetkepohl, Helmut - Department of Economics, European University Institute - 2006
A central issue of monetary policy analysis is the specification of monetary policy shocks. In a structural vector … autoregressive setting there has been some controversy about which restrictions to use for identifying the shocks because standard …
Persistent link: https://www.econbiz.de/10005697646
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The long run dynamic of the Dutch disease phenomenon: a SVAR approach
Issaoui, Fakhri; Boufateh, Talel; Montasser, Ghassen El - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 43-63
different development levels. Using a structural vector autoregressive (SVAR) model, we tested the effect of a real shock and a …
Persistent link: https://www.econbiz.de/10010691735
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Foreign and domestic shocks : macroeconomic responses of ASEAN-3 countries
Mohd Azlan Shah Zaidi; Karim, Zulkefly Abdul; Wan Azman … - In: Global economic review 42 (2013) 3, pp. 215-237
Persistent link: https://www.econbiz.de/10010196579
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The long run dynamic of the Dutch disease phenomenon: a SVAR approach
Issaoui, Fakhri; Boufateh, Talel; El Montasser, Ghassen - In: International journal of computational economics and … 3 (2013) 1/2, pp. 43-63
Persistent link: https://www.econbiz.de/10010250323
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How Well Does the IS-LM Model Fit in a Developing Economy: The Case of India
Ahmed, Mudabber - In: The International Journal of Applied Economics 2 (2005) 1, pp. 90-106
predictions of IS-LM model. The purpose is accomplished through Structural Vector Autoregressive (SVAR) model by estimating …
Persistent link: https://www.econbiz.de/10005000697
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