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  • Search: subject:"structural vector autoregressive model"
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Year of publication
Subject
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VAR-Modell 53 VAR model 52 Schock 35 Shock 34 structural vector autoregressive model 31 Structural vector autoregressive model 23 Monetary policy 20 Geldpolitik 17 Estimation 11 Inflation 11 Schätzung 11 Theorie 10 Theory 10 Structural Vector Autoregressive Model 9 Structural Vector Autoregressive model 9 Zins 8 Bayesian inference 7 EU-Staaten 7 Impact assessment 7 Interest rate 7 Oil price 7 Time series analysis 7 Wirkungsanalyse 7 Ölpreis 7 Bayesian vector autoregression 6 Commodity price 6 EU countries 6 Rohstoffpreis 6 Zeitreihenanalyse 6 commodity prices 6 factor models 6 global vector autoregression 6 panel data 6 Bayes-Statistik 5 Central bank 5 Identification 5 Zentralbank 5 unconventional monetary policy 5 Bank 4 Bruttoinlandsprodukt 4
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Online availability
All
Free 60 Undetermined 21 CC license 2
Type of publication
All
Book / Working Paper 43 Article 42 Other 2
Type of publication (narrower categories)
All
Article in journal 34 Aufsatz in Zeitschrift 34 Working Paper 27 Arbeitspapier 17 Graue Literatur 17 Non-commercial literature 17 Article 4
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Language
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English 73 Undetermined 13 Spanish 1
Author
All
Lütkepohl, Helmut 8 Minozzo, Marco 5 Akande, Joseph Olorunfemi 4 Aliyev, Shahriyar 4 Bolboaca, Maria 4 Kočenda, Evžen 4 Kwenda, Farai 4 Nakajima, Jouchi 4 Paschen, Marius 4 Fischer, Sarah 3 Gottschalk, Jan 3 Gupta, Rangan 3 Holtemöller, Oliver 3 Lanne, Markku 3 Lau, Chi Keung 3 Moreno, Carlos 3 Seymen, Atılım 3 Braun, Robin 2 Brüggemann, Ralf 2 Chaiechi, Taha 2 Cheng, Ka Ming 2 Chinoda, Tough 2 Fidrmuc, Jan 2 Fueki, Takuji 2 Ghosh, Sugata 2 Higashi, Hiroka 2 Higashio, Naoto 2 Kasuya, Munehisa 2 Kim, Hyeongwoo 2 Mallick, Sushanta Kumar 2 Meitz, Mika 2 Moreno Pérez, Carlos 2 Ohyama, Shinsuke 2 Saikkonen, Pentti 2 Staszewska-Bystrova, Anna 2 Tamanyu, Yoichiro 2 Thompson, Henry 2 Watanabe, Toshiaki 2 Winker, Peter 2 Yang, Weonho 2
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Institution
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Institute for Monetary and Economic Studies, Bank of Japan 2 CESifo 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, Auburn University 1 Department of Economics, Dalhousie University 1 Department of Economics, European University Institute 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 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Applied economics 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 IMES Discussion Paper Series 2 Journal of international money and finance 2 ZEW Discussion Papers 2 African journal of economic and management studies 1 Análisis económico 1 Auburn Economics Working Paper Series 1 Baltic Journal of Economics 1 Bank of Japan working paper series 1 Business and Economic Research : BER 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CREATES Research Papers 1 Comparative economic studies 1 Department of Economics at Dalhousie University working papers archive 1 Discussion Papers of DIW Berlin 1 Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics 1 Discussion paper series 1 Eastern European economics : EEE 1 Economic Modelling 1 Economic modelling 1 Economics Working Papers / Department of Economics, European University Institute 1 Economies 1 Economies : open access journal 1 Economía chilena 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirica : journal of european economics 1 Empirical Economics 1 Energy economics 1 FFA Working Papers : FFA working paper 1 GSDS working paper 1 Global COE Hi-Stat Discussion Paper Series 1 IES Working Paper 1 IES working paper 1 IWH Discussion Papers 1
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Source
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ECONIS (ZBW) 52 RePEc 19 EconStor 14 BASE 2
Showing 1 - 10 of 87
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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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Business-cycle dynamics : an empirical assessment
Shibamoto, Masahiko - 2025
Persistent link: https://www.econbiz.de/10015561001
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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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Macroeconomic effects of demand and supply shocks in the global oil price on the Vietnamese economy
Thuy Hang Duong - In: International journal of energy sector management 18 (2024) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10014461574
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Interest rate, demand, GDP, inflation, and expectations in a New Keynesian economy for Mexico
Cernichiaro Reyna, Christopher - In: Análisis económico 38 (2023) 99, pp. 7-22
Persistent link: https://www.econbiz.de/10014457700
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Inflationary pass-through effects of oil price shocks on the Zambian economy (1985-2019)
Chundama, Stephen - In: International journal of empirical economics 2 (2023) 1, pp. 1-28
quantify the contemporaneous impact of oil price shocks on inflation, a Structural Vector Autoregressive Model (SVAR) is …
Persistent link: https://www.econbiz.de/10014331929
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SVAR identification with nowcasted macroeconomic data
Corsi, Fulvio; Longo, Luigi; Cordoni, Francesco - In: Journal of economic dynamics & control 179 (2025), pp. 1-27
Persistent link: https://www.econbiz.de/10015556728
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What drives bank lending policy?: the evidence from bank lending survey for Poland
Kotkowski, Radoslaw - 2022
Persistent link: https://www.econbiz.de/10013472693
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Energy price inflation, geopolitical risk, and bitcoin dependence structure : evidence from BRICS
Lau, Chi Keung; Soliman, Alaa M.; Zhang, Dongna - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 12, pp. 2631-2645
Persistent link: https://www.econbiz.de/10015097316
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ECB monetary policy and commodity prices
Aliyev, Shahriyar; Kočenda, Evžen - 2022
Persistent link: https://www.econbiz.de/10013262620
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