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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 41 - 50 of 219
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Episodic incidence of Harrodian instability and the Kaleckian growth model : a Markov-switching approach
Hartley, Brian - In: Metroeconomica : international review of economics 73 (2022) 1, pp. 268-290
Persistent link: https://www.econbiz.de/10012821457
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Fuelling fire sales? : prudential regulation and crises : evidence from the Italian market
Leardi, Alessandro - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 121-144
Persistent link: https://www.econbiz.de/10012795673
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The entrepreneurial ecosystem of inclusive finance and entrepreneurship : a theoretical and empirical test in China
Cao, Guo-Hua; Zhang, Jing - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1547-1568
Persistent link: https://www.econbiz.de/10012815109
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Systemic risk of China's financial industry during the spread of the COVID-19 epidemic and the breakdown of crude oil negotiation
Zhang, Xiaoming; Zhou, Hegang; Lee, Chien-Chiang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10012802041
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Estimation of large dimensional time varying VARs using copulas
Tsionas, Efthymios G.; Izzeldin, Marwan; Trapani, Lorenzo - In: European economic review : EER 141 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013348585
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World oil price impacts on country-specific fuel markets : evidence of a muted global rebound effect
Wood, Dallas; Larson, Justin; Jones, Jason; Galperin, Diana - In: Energy economics 111 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013350001
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The dynamics of India's major exchange rates
Bhattacharyya, Ranajoy; Datta, Radhika Prosad - In: Global business review 23 (2022) 5, pp. 1081-1097
Persistent link: https://www.econbiz.de/10013387268
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Does COVID-19 influence the maturity management of industrial sectors? : evidence from global data
Khakan Najaf; Rashid, Abdul; Ko, Young Kyung; Suppiah, … - In: Journal of global operations and strategic sourcing 15 (2022) 4, pp. 628-646
Persistent link: https://www.econbiz.de/10013483639
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Multiple time series analysis for organizational research
Colicev, Anatoli; Pauwels, Koen - In: Long range planning : LRP ; international journal of … 55 (2022) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10013198240
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Impact of India's diesel subsidy reforms and pricing policy on growth and inflation
Ghosh, Probal P. - In: Energy economics 113 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013540343
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