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Year of publication
Subject
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VAR model 17 VAR-Modell 17 Schock 15 Shock 15 Theorie 10 Theory 10 Bayes-Statistik 9 Bayesian inference 9 Geldpolitik 9 Monetary policy 9 SVAR 9 Bayesian VAR 8 Sign and Zero Restrictions 8 sign and zero restrictions 6 zero restrictions 6 sign restrictions 5 DSGE 4 Deposit Rate 4 Excess Reserves 4 Financial Intermediation 4 Geldpolitische Transmission 4 Kleine offene Volkswirtschaft 4 Monetary transmission 4 Precautionary Liquidity Shock 4 Risk 4 Sign and zero restrictions 4 Small open economy 4 Business cycle 3 Credit 3 Estimation 3 Finanzpolitik 3 Fiscal policy 3 Konjunktur 3 Schätzung 3 Turkey 3 Türkei 3 extraordinary events 3 inflation 3 monetary policy 3 set identification 3
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Online availability
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Free 31 CC license 2
Type of publication
All
Book / Working Paper 26 Article 5
Type of publication (narrower categories)
All
Working Paper 20 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article in journal 4 Aufsatz in Zeitschrift 4 Article 1 Preprint 1
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Language
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English 26 Undetermined 5
Author
All
Büyükbaşaran, Tayyar 4 Theodoridis, Konstantinos 4 Bratsiotis, George 3 Dvořáková, Natálie 3 Yılmaz, Erdal 3 Šestořád, Tomáš 3 Anderson, Heather M. 2 Benati, Luca 2 Diegel, Max 2 Dumrongrittikul, Taya 2 Herwartz, Helmut 2 Nautz, Dieter 2 Read, Matthew 2 Tüzün, Gülnihal 2 Uhrin, Gábor B. 2 Çebi, Cem 2 Anghelescu, Cristina 1 Arias, Jonas E. 1 Binning, Andrew 1 Bratsiotis, George J. 1 Buzzigoli, Lucia 1 Can, Gökçe Karasoy 1 Carrera, César 1 E. Arias, Jonas 1 F. Rubio-Ramírez, Juan 1 F. Waggoner, Daniel 1 Forero, Fernando Pérez 1 Giusti, Antonio 1 Kim, Ki-Ho 1 Kupkovič, Patrik 1 Küçük, Hande 1 Maih, Junior 1 Ramírez-Rondán, Nelson 1 Rubio-Ramirez, Juan F. 1 Waggoner, Daniel F. 1 Çebİ, Cem 1
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Institution
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BBVA Research, Grupo BBVA 1 Department of Econometrics and Business Statistics, Monash Business School 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 Peruvian Economic Association - PEA 1 Türkiye Cumhuriyet Merkez Bankası 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Working paper / Türkiye Cumhuriyet Merkez Bankası 3 Central Bank review / Central Bank of the Republic of Turkey 2 Discussion Papers 2 BOK working paper 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 Cege discussion paper 1 Central Bank Review (CBR) 1 Discussion Paper 1 Discussion paper 1 Economics discussion paper series : EDP 1 IES Working Paper 1 IES working paper 1 International Finance Discussion Papers 1 MPRA Paper 1 Monash Econometrics and Business Statistics Working Papers 1 NBS working paper 1 Research discussion paper / Reserve Bank of Australia : RDP 1 Romanian journal of economic forecasting 1 The econometrics journal 1 Working Paper 1 Working Papers / BBVA Research, Grupo BBVA 1 Working Papers / Peruvian Economic Association - PEA 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working paper series / Czech National Bank 1 cege Discussion Papers 1
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Source
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ECONIS (ZBW) 17 EconStor 9 RePEc 5
Showing 1 - 10 of 31
Cover Image
A properly ordered zero sign restrictions on VARX for a small open economy
Kim, Ki-Ho - 2025
Persistent link: https://www.econbiz.de/10015328914
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Origins of post-COVID-19 inflation in Central European countries
Šestořád, Tomáš; Dvořáková, Natálie - 2024
, Poland, and Slovakia. For this purpose, a Bayesian structural vector autoregressive model with sign-zero restrictions and …
Persistent link: https://www.econbiz.de/10015130154
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Origins of post-COVID-19 inflation in Central European countries
Dvořáková, Natálie; Šestořád, Tomáš - 2024
Persistent link: https://www.econbiz.de/10015097429
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The importance of external shocks and global monetary conditions for a small-open economy : the case of Türkiye
Tüzün, Gülnihal - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 3, pp. 1-16
counterparts are estimated by employing a Bayesian Structural VAR model identified with sign and zero restrictions. After a US …
Persistent link: https://www.econbiz.de/10015076283
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Cover Image
Origins of post-COVID-19 inflation in Central European countries
Šestořád, Tomáš; Dvořáková, Natálie - 2024
, Poland, and Slovakia. For this purpose, a Bayesian structural vector autoregressive model with sign-zero restrictions and …
Persistent link: https://www.econbiz.de/10015075531
Saved in:
Cover Image
Credit supply or demand? : the changing role of structural market forces in bank fending
Kupkovič, Patrik - 2023
Persistent link: https://www.econbiz.de/10014301305
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Exploring the trade-off between leaning against credit and stabilizing real activity
Benati, Luca - 2022
Evidence from monetary VARs for ten countries points towards an unfavorable trade-off between leaning against credit fluctuations and stabilizing real economic activity. Results are robust both across countries, and based on two alternative approaches, i.e. either (i) focusing on the impact of...
Persistent link: https://www.econbiz.de/10013461488
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Shock-Dependent exchange rate pass-through into different measures of price indices in the case of Romania
Anghelescu, Cristina - In: Romanian journal of economic forecasting 25 (2022) 3, pp. 88-104
Persistent link: https://www.econbiz.de/10013414172
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The unit-effect normalisation in set-identified structural vector autoregressions
Read, Matthew - 2022
Persistent link: https://www.econbiz.de/10014317953
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Algorithms for inference in SVARs identified with sign and zero restrictions
Read, Matthew - In: The econometrics journal 25 (2022) 3, pp. 699-718
Persistent link: https://www.econbiz.de/10013399860
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