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  • Search: subject:"structural vector autoregressive"
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Year of publication
Subject
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VAR-Modell 110 VAR model 109 Schock 64 Shock 63 Monetary policy 44 Geldpolitik 40 structural vector autoregressive model 31 Estimation 26 Schätzung 26 Structural vector autoregressive model 23 Impact assessment 22 Wirkungsanalyse 22 Inflation 21 Theorie 19 Theory 19 Oil price 17 Ölpreis 17 Geldpolitische Transmission 14 Monetary transmission 14 structural vector autoregressive 13 monetary policy 12 Welt 11 World 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 Time series analysis 9 Zins 9 Bayes-Statistik 8 Commodity price 8 Interest rate 8 Rohstoffpreis 8 Zeitreihenanalyse 8 Central bank 7
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Online availability
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Free 110 Undetermined 49 CC license 10
Type of publication
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Article 109 Book / Working Paper 63 Other 2
Type of publication (narrower categories)
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Article in journal 85 Aufsatz in Zeitschrift 85 Working Paper 39 Arbeitspapier 26 Graue Literatur 26 Non-commercial literature 26 Article 11 Aufsatz im Buch 1 Book section 1 Lehrbuch 1 research-article 1
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Language
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English 146 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 Kočenda, Evžen 4 Kwenda, Farai 4 Kwon, Janghan 4 Nakajima, Jouchi 4 Park, Sunghwa 4 Paschen, Marius 4 Fischer, Sarah 3 Gottschalk, Jan 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 Bonga-Bonga, Lumengo 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
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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 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 Asian Journal of Shipping and Logistics (AJSL) 2 Bulletin of economic research 2 CESifo Working Paper Series 2 Cogent Economics & Finance 2 Cogent economics & finance 2 DIW Discussion Papers 2 Discussion paper series 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 Journal of economics and finance : JEF 2 Journal of international money and finance 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
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Source
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ECONIS (ZBW) 114 RePEc 33 EconStor 24 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 174
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Agglomeration and competition dynamic effects on hotels pricing strategies in Venice
Angelini, Giovanni; Costa, Michele; Guizzardi, Andrea - In: International journal of hospitality management 131 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015434845
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An empirical analysis of the impact of financialisation on the rate of profit for the US (1955-2019)
Góes, Maria Cristina Barbieri; Deleidi, Matteo; Di … - In: British journal of industrial relations : BJIR ; an … 63 (2025) 2, pp. 354-367
Persistent link: https://www.econbiz.de/10015398280
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Quantifying the Federal Reserve's objectives using a structural vector autoregressive model
Ou, Shengliang; Zhang, Donghai - In: Economica 92 (2025) 366, pp. 351-367
Persistent link: https://www.econbiz.de/10015402017
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How important are commodity terms of trade shocks in explaining government tax revenue fluctuations? : evidence from Ethiopia
Nuru, Naser Yenus - In: Global journal of emerging market economies 17 (2025) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10015324473
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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Business-cycle dynamics : an empirical assessment
Shibamoto, Masahiko - 2025
Persistent link: https://www.econbiz.de/10015561001
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Exploring the sensitivity of BRICS stock markets to oil price shocks : a quantile-on-quantile perspective
Bonga-Bonga, Lumengo - In: Journal of economics and finance : JEF 49 (2025) 4, pp. 1058-1077
Persistent link: https://www.econbiz.de/10015591624
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Commodities and monetary policy : the role of interest rates revisited
Schischke, Amelie; Rathgeber, Andreas W. - In: Journal of international money and finance 158 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015574121
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Dynamic corporate payout smoothing : a structural vector autoregressive model
Renzi, Antonio; Taragoni, Pietro; Vagnani, Gianluca - In: International review of financial analysis 107 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015628376
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Effectiveness of fiscal policy measures in different public debt regimes
Gherghina, Rodica; Grecu, Robert-Adrian; … - In: Journal of Business Economics and Management (JBEM) 25 (2024) 4, pp. 628-646
Structural Vector Autoregressive) model was implemented, based on two regimes, calibrated as a function of the evolution of …
Persistent link: https://www.econbiz.de/10015401591
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