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  • Search: subject:"vector auto regression"
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Year of publication
Subject
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VAR-Modell 81 VAR model 79 Estimation 42 Schätzung 42 India 30 Indien 29 Monetary policy 24 Theorie 24 vector auto regression 24 Causality analysis 23 Kausalanalyse 23 Theory 23 Regression analysis 22 Regressionsanalyse 22 Economic growth 21 Schock 20 Shock 20 Vector Auto Regression 20 Geldpolitik 19 Wirtschaftswachstum 19 Estimation theory 15 Inflation 15 Schätztheorie 15 Aktienmarkt 14 Stock market 14 Vector auto regression 14 Cointegration 13 Impact assessment 13 Kointegration 13 Vector auto-regression 13 Wirkungsanalyse 13 vector auto-regression 13 Börsenkurs 12 Granger causality 12 Share price 12 Zeitreihenanalyse 12 Time series analysis 11 Volatility 11 Volatilität 11 Capital income 10
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Online availability
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Free 97 Undetermined 87 CC license 3
Type of publication
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Article 159 Book / Working Paper 59 Other 1
Type of publication (narrower categories)
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Article in journal 121 Aufsatz in Zeitschrift 121 Working Paper 27 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 7 research-article 4 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Statistics 1 Statistik 1
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Language
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English 173 Undetermined 41 Indonesian 2 Portuguese 1 Spanish 1 Vietnamese 1
Author
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Kovalenko, Tim 7 Normandin, Michel 5 Bouakez, Hafedh 4 Chihi, Foued 4 Friedman, Joseph 4 Shachmurove, Yochanan 4 Ziesemer, Thomas 4 Beetsma, Roel 3 Furtuna, Oana 3 Giuliodori, Massimo 3 Goyal, Ashima 3 Parab, Prashant Mehul 3 Taguchi, Hiroyuki 3 Töpfer, Marina 3 Aktas, Arda 2 Ay, Ahmet 2 Bai, Caiquan 2 Banerjee, Sreejata 2 Bec, Frédérique 2 Bhattacharya, Rudrani 2 Bickel, Peter J. 2 Bulsara, Hemantkumar P. 2 Das, Abhiman 2 Dhingra, Vaishali Samir 2 Fayed, Mona 2 Feridun, Mete 2 Gandhi, Shailesh 2 Ghosh, Saibal 2 Gollier, Christian 2 Haque, Mahfuzul 2 Hausman, William J. 2 He, Yiqing 2 Helmy, Omneia 2 Hussien, Kholoud 2 Iacone, Fabrizio 2 Jan, Dawood 2 Jiang, Zhengyi 2 John, Joice 2 Jolejole-Foreman, Maria Christina 2 Kiemo, Samuel 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 de Nederlandsche Bank 2 ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School 1 Agricultural and Applied Economics Association - AAEA 1 CESifo 1 Centre d'études prospectives et d'informations internationales (CEPII) 1 Centre for Health Economics, Department of Economics and Related Studies 1 Department of Economics and Related Studies, University of York 1 Department of Economics, College of William & Mary 1 Department of Economics, University of Pennsylvania 1 Département d'économique, Faculté d'administration 1 EconWPA 1 Economics Department, Temple University 1 Institute for Monetary and Economic Studies, Bank of Japan 1 International Food Policy Research Institute (IFPRI) 1 International Institute of Social and Economic Sciences 1 International Monetary Fund (IMF) 1 School of Economics, Faculty of Arts and Social Sciences 1 Sociedade Brasileira de Economia e Sociologia Rural - SOBER 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Türkiye Ekonomi Kurumu - TEK 1 William Davidson Institute, University of Michigan 1 eSocialSciences 1
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Published in...
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MPRA Paper 5 Economic modelling 4 Energy economics 4 International Journal of Energy Economics and Policy : IJEEP 4 Cahiers de recherche 3 Afro-Asian Journal of Finance and Accounting : AAJFA 2 Business and Economic Research : BER 2 Diskussionspapiere 2 Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik 2 Economies 2 Economies : open access journal 2 GITAM journal of management : a quarterly publication of GITAM Institute of Management 2 International journal of economics and finance 2 International journal of economics and financial issues : IJEFI 2 International journal of monetary economics and finance 2 Journal of international money and finance 2 Management information systems : mis quarterly 2 Metroeconomica : international review of economics 2 Modern economy 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil 1 Analele Universitătii Dunărea de Jos Galaţi 1 Annals of finance 1 Análise econômica : revista da Faculdade de Ciências Econômicas, Universidade Federal do Rio Grande do Sul 1 Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment 1 Applied economics 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Argumenta oeconomica 1 Asia-Pacific Journal of Business Administration 1 Asia-Pacific financial markets 1 Asia-Pacific journal of management research and innovation : APJMRI 1 Asian Agricultural Research 1 Asian economic journal : journal of the East Asian Economic Association 1 BGPE Discussion Paper 1 BGPE discussion paper : Bavarian graduate program in economics 1 CESifo Working Paper 1 CESifo Working Paper Series 1 COYUNTURA ECONÓMICA 1 Contemporary Economics 1 Contemporary economics 1
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Source
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ECONIS (ZBW) 138 RePEc 54 EconStor 19 Other ZBW resources 5 BASE 3
Showing 191 - 200 of 219
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The Effect of Oil Price Shocks on the Dynamic Relationship between Current Account and Exchange Rate: Evidence from D-8 Countries
Qurat-ul-Ain, Syeda; Tufail, Saira - In: The Pakistan Development Review 52 (2013) 4, pp. 537-556
The research aims to assess the dynamic relationship between current account and exchange rate and to analyse the effect of oil price changes on their relationship for D-8 countries. The research is based on the time series analysis and covers the time span from 1981-2010. For achieving the...
Persistent link: https://www.econbiz.de/10011186279
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Trade and information in the corporate bond market
Ronen, Tavy; Zhou, Xing - In: Journal of Financial Markets 16 (2013) 1, pp. 61-103
This paper examines the impact of shifting liquidity and institutional trading in the corporate bond market on inferences regarding informational efficiency. We find that when institutional trade dominance and other bond trading features are accounted for, stock leads evidenced in earlier...
Persistent link: https://www.econbiz.de/10010869360
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Like milk or wine: Does firm performance improve with age?
Coad, Alex; Segarra, Agustí; Teruel, Mercedes - In: Structural Change and Economic Dynamics 24 (2013) C, pp. 173-189
Little is known about how firm performance changes with age, presumably because of the paucity of data on firm age. We analyze the performance of a panel of Spanish manufacturing firms between 1998 and 2006, relating it to firm age. We find evidence that firms improve with age, because ageing...
Persistent link: https://www.econbiz.de/10011048665
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Interactive relationships between crude oil prices, gold prices, and the NT–US dollar exchange rate—A Taiwan study
Chang, Hsiao-Fen; Huang, Liang-Chou; Chin, Ming-Chin - In: Energy Policy 63 (2013) C, pp. 441-448
This investigation examines the correlations of oil prices, gold prices and the NT dollar versus U.S. dollar exchange rate during 2007/09/03–2011/12/28. Johansen co-integration test, VAR model, Granger causality test, impulse response analysis, and variance decomposition method were used to...
Persistent link: https://www.econbiz.de/10011046679
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Stock returns and trading volume : does size matter?
Assan, Azhar; Thomas, Sony - In: Investment management and financial innovations 10 (2013) 3, pp. 76-88
Persistent link: https://www.econbiz.de/10010201507
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Like milk or wine : does firm performance improve with age?
Coad, Alexander; Segarra Blasco, Agustí; Teruel, Mercedes - In: Structural change and economic dynamics : SC+ED 24 (2013), pp. 173-189
Persistent link: https://www.econbiz.de/10009719681
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Trade and information in the corporate bond market
Ronen, Tavy; Zhou, Xing - In: Journal of financial markets 16 (2013) 1, pp. 61-103
Persistent link: https://www.econbiz.de/10009711277
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IT-supported business performance and e-commerce application in SMEs
Chen, Qing-yi; Zhang, Ning - In: Journal of electronic commerce in organizations : the … 11 (2013) 2, pp. 41-52
Persistent link: https://www.econbiz.de/10010187141
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Farm Acreage Shocks and Crop Prices: An SVAR Approach to Understanding the Impacts of Biofuels
Hausman, Catherine; Auffhammer, Maximilian; Berck, Peter - In: Environmental & Resource Economics 53 (2012) 1, pp. 117-136
the residual supply of corn for food. Using a structural vector auto-regression framework, we examine shocks to a crop …
Persistent link: https://www.econbiz.de/10010987482
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Analysis of the effects of frequent increases of the reserve requirement ratio by the People's Bank of China
Pan, Haiying; Song, Huan; Wang, Yu; Hu, Yangyang - In: Modern economy 3 (2012) 2, pp. 229-236
Persistent link: https://www.econbiz.de/10009703801
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