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  • Search: subject:"vector autoregression."
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Year of publication
Subject
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VAR-Modell 16,130 VAR model 16,090 Schock 5,433 Shock 5,415 Schätzung 3,956 Estimation 3,938 Theorie 3,937 Theory 3,927 Monetary policy 3,479 Geldpolitik 3,454 Wirkungsanalyse 1,985 Impact assessment 1,980 USA 1,919 United States 1,896 Zeitreihenanalyse 1,852 Time series analysis 1,846 Prognoseverfahren 1,746 Forecasting model 1,737 Konjunktur 1,631 Business cycle 1,623 Bayesian inference 1,551 Bayes-Statistik 1,545 Volatility 1,543 Volatilität 1,539 Cointegration 1,475 Kointegration 1,450 Geldpolitische Transmission 1,341 Monetary transmission 1,339 Oil price 1,314 Ölpreis 1,312 Welt 1,287 World 1,283 Schätztheorie 1,234 Estimation theory 1,232 Inflation 1,118 EU-Staaten 1,051 EU countries 1,046 Euro area 944 Eurozone 942 Börsenkurs 914
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Online availability
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Free 8,565 Undetermined 4,259 CC license 445
Type of publication
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Book / Working Paper 8,768 Article 8,738 Other 9
Type of publication (narrower categories)
All
Article in journal 7,981 Aufsatz in Zeitschrift 7,981 Working Paper 5,197 Graue Literatur 5,032 Non-commercial literature 5,032 Arbeitspapier 4,917 Aufsatz im Buch 341 Book section 341 Hochschulschrift 159 Thesis 126 Conference paper 78 Konferenzbeitrag 78 Collection of articles written by one author 55 Sammlung 55 Article 50 Konferenzschrift 30 Collection of articles of several authors 26 Sammelwerk 26 Aufsatzsammlung 19 research-article 19 Bibliografie enthalten 14 Bibliography included 14 Lehrbuch 9 Amtsdruckschrift 8 Case study 8 Fallstudie 8 Government document 8 Systematic review 8 Übersichtsarbeit 8 Conference Paper 7 Forschungsbericht 7 Textbook 6 Amtliche Publikation 4 Handbook 4 Handbuch 4 Interview 2 Bibliografie 1 Book Part 1 Conference proceedings 1 Elektronischer Datenträger 1
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Language
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English 16,584 Undetermined 665 German 66 French 62 Spanish 48 Portuguese 22 Czech 15 Polish 13 Italian 9 Croatian 6 Russian 6 Romanian 4 Slovak 4 Lithuanian 3 Norwegian 2 Slovenian 2 Swedish 2 Turkish 2 Vietnamese 2 Hungarian 1 Japanese 1 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 230 Pesaran, M. Hashem 131 Gupta, Rangan 129 Marcellino, Massimiliano 127 Mumtaz, Haroon 103 Kilian, Lutz 102 Gambetti, Luca 96 Huber, Florian 89 Koop, Gary 88 Castelnuovo, Efrem 84 Canova, Fabio 78 Giannone, Domenico 74 Schorfheide, Frank 74 Carriero, Andrea 73 Clark, Todd E. 72 Chudik, Alexander 68 Caggiano, Giovanni 64 Theodoridis, Konstantinos 62 Jusélius, Katarina 61 Korobilis, Dimitris 58 Fève, Patrick 53 Österholm, Pär 53 Johansen, Søren 52 Lenza, Michele 52 Afonso, António 51 Feldkircher, Martin 50 Kapetanios, George 50 Kim, So-yŏng 50 Chan, Joshua 49 Saikkonen, Pentti 49 Minford, Patrick 48 Warne, Anders 48 Belke, Ansgar 47 Benati, Luca 47 Rubio-Ramírez, Juan Francisco 46 Inoue, Atsushi 45 Mohaddes, Kamiar 45 Nielsen, Morten Ørregaard 45 Bjørnland, Hilde Christiane 44 Baumeister, Christiane 43
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Institution
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National Bureau of Economic Research 118 International Monetary Fund (IMF) 64 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 56 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 Federal Reserve Bank of St. Louis 23 C.E.P.R. Discussion Papers 21 European Central Bank 21 European University Institute / Department of Economics 16 European University Institute / Department of Law 14 Department of Economics, Faculty of Economic and Management Sciences 13 EconWPA 13 Federal Reserve Bank of Atlanta 13 Federal Reserve Bank of San Francisco 11 CESifo 10 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 9 Federal Reserve Board (Board of Governors of the Federal Reserve System) 9 School of Economics and Management, University of Aarhus 9 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 9 Cowles Foundation for Research in Economics, Yale University 8 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 8 Institut für Weltwirtschaft (IfW) 7 International Monetary Fund 7 Agricultural and Applied Economics Association - AAEA 6 Department of Economics, Oxford University 6 Deutsche Bundesbank 6 Federal Reserve Bank of New York 6 Narodna Banka na Republika Makedonija 6 Schweizerische Nationalbank (SNB) 6 University of Strathclyde / Department of Economics 6 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 6 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 5 Department of Econometrics and Business Statistics, Monash Business School 5 Economics Group, Nuffield College, University of Oxford 5 Federal Reserve Bank of Minneapolis 5 School of Finance and Business Economics <Perth, Western Australia> 5 Sveriges Riksbank 5 Task Force on Low Inflation (LIFT) 5 University of Bonn, Germany 5 University of Southampton / Department of Economics 5
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Published in...
All
Economic modelling 240 Energy economics 234 Working paper 230 Applied economics 226 Working paper series / European Central Bank 206 Economics letters 201 CESifo working papers 175 Journal of international money and finance 159 Discussion paper / Centre for Economic Policy Research 156 Journal of econometrics 143 ECB Working Paper 129 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 128 Journal of economic dynamics & control 125 CAMA working paper series 122 IMF working papers 121 NBER working paper series 117 Discussion papers / CEPR 114 International Journal of Energy Economics and Policy : IJEEP 111 International journal of forecasting 109 Applied economics letters 106 Journal of macroeconomics 106 International review of economics & finance : IREF 96 NBER Working Paper 94 Finance research letters 92 Working paper / National Bureau of Economic Research, Inc. 92 Macroeconomic dynamics 88 Discussion paper 87 Journal of applied econometrics 87 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 86 Discussion papers / Deutsches Institut für Wirtschaftsforschung 81 Journal of monetary economics 81 IMF Working Papers 77 The North American journal of economics and finance : a journal of financial economics studies 72 Journal of forecasting 71 European economic review : EER 63 Working papers 62 Working paper series 60 Journal of international financial markets, institutions & money 59 MPRA Paper 57 IMF Working Paper 56
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Source
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ECONIS (ZBW) 16,198 RePEc 920 EconStor 339 BASE 31 Other ZBW resources 21 USB Cologne (business full texts) 6
Showing 51 - 60 of 17,515
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Spillover effects between oil, gold, stock, and exchange rate returns in Thailand : an extended joint connected TVP-VAR Approach
Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 62-72
Persistent link: https://www.econbiz.de/10015108231
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Specifying and estimating vector autoregressions using their essions using their Eigensystem representation
Krippner, Leo - 2024
Persistent link: https://www.econbiz.de/10014637511
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Drivers of inflationary shocks and spillovers between Europe and the United States
Sánchez-García, Javier; Galdeano-Gómez, Emilio; Cruz … - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015100739
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Time-varying investment dynamics in the USA
Mendieta-Muñoz, Ivan - 2024
We study the time-varying effects of Tobin's q and cash flow on investment dynamics in the USA using a vector … autoregression model with drifting parameters and stochastic volatilities estimated via Bayesian methods. We find significant …
Persistent link: https://www.econbiz.de/10014483612
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How certain are we about the role of uncertainty in the economy?
Herwartz, Helmut; Lange, Alexander - In: Economic inquiry 62 (2024) 1, pp. 126-149
Persistent link: https://www.econbiz.de/10014483714
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Striking a bargain : narrative identification of wage bargaining shocks
Žymantas, Budrys; Porqueddu, Mario; Sokol, Andrej - 2024
Persistent link: https://www.econbiz.de/10014484224
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Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
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The dynamic linkages among gold prices, stock prices, the exchange rate and interest rate in South Africa
Ndlovu, Thabang; Ndlovu, Nozibusiso Mavuso - In: Journal of Economics and Financial Analysis 8 (2024) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10014486916
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Applications of vector autoregressions in their scalar autoregressive component form
Krippner, Leo - 2024
Persistent link: https://www.econbiz.de/10015406893
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Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries
Jiang, Yanhui; Qu, Bo; Hong, Yun; Xiao, Xiyue - In: The quarterly review of economics and finance 95 (2024), pp. 111-125
Persistent link: https://www.econbiz.de/10014631376
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