//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"VARMA model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
154
VAR-Modell
154
USA
60
United States
59
Theorie
47
Theory
47
Schock
42
Shock
42
Geldpolitik
37
Monetary policy
34
Forecasting model
27
Prognoseverfahren
27
Estimation
25
Schätzung
25
Bayes-Statistik
18
Bayesian inference
18
Vektor-autoregressives Modell
17
Business cycle
16
Konjunktur
16
Geldpolitische Transmission
15
Monetary transmission
15
Dynamic equilibrium
14
Dynamisches Gleichgewicht
14
Oil price
14
Ölpreis
14
Bruttoinlandsprodukt
12
Gross domestic product
12
Volatility
10
Volatilität
10
Welt
10
World
10
Economic forecast
8
Finanzpolitik
8
Fiscal policy
8
Impact assessment
8
Inflation
8
Technischer Fortschritt
8
Technological change
8
Wechselkurs
8
Wirkungsanalyse
8
more ...
less ...
Online availability
All
Undetermined
151
Type of publication
All
Book / Working Paper
154
Type of publication (narrower categories)
All
Arbeitspapier
154
Working Paper
154
Graue Literatur
151
Non-commercial literature
151
Bibliografie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
154
Author
All
Marcellino, Massimiliano
19
Canova, Fabio
15
Kilian, Lutz
14
Gambetti, Luca
12
Giannone, Domenico
10
Minford, Patrick
10
Wickens, Michael R.
8
Carriero, Andrea
7
Forni, Mario
7
Kapetanios, George
6
Reichlin, Lucrezia
6
Baumeister, Christiane
5
Favero, Carlo A.
5
Le, Vo Phuong Mai
5
Lenza, Michele
5
Clark, Todd E.
4
Sala, Luca
4
Campbell, John Y.
3
Ciccarelli, Matteo
3
Eickmeier, Sandra
3
Fratzscher, Marcel
3
Inoue, Atsushi
3
Meenagh, David
3
Pappa, Euē
3
Ravn, Morten O.
3
Rubio-Ramírez, Juan Francisco
3
Schorfheide, Frank
3
Viceira, Luis M.
3
Wolff, Christiaan Cornelis Petrus
3
Antolin-Diaz, Juan
2
Artis, Michael J.
2
Banerjee, Anindya
2
Bańbura, Marta
2
Beaudry, Paul
2
Galí, Jordi
2
Giacomini, Raffaella
2
Giavazzi, Francesco
2
Guerrón-Quintana, Pablo A.
2
Hamilton, James D.
2
Jarociński, Marek
2
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
Applied economics
193
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
156
CESifo working papers
137
Journal of international money and finance
126
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
99
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
ECB Working Paper
83
Macroeconomic dynamics
80
Discussion papers / CEPR
76
Journal of applied econometrics
75
International Journal of Energy Economics and Policy : IJEEP
73
NBER Working Paper
69
Discussion papers / Deutsches Institut für Wirtschaftsforschung
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
Discussion paper
67
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
52
Finance research letters
48
IMF Working Paper
48
Journal of forecasting
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
47
Journal of money, credit and banking : JMCB
45
Working paper / Norges Bank
45
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
50
of
154
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The transmission of monetary policy shocks
Miranda-Agrippino, Silvia
;
Ricco, Giovanni
-
2018
Persistent link: https://www.econbiz.de/10012111143
Saved in:
2
Protectionism and the business cycle
Barattieri, Alessandro
;
Cacciatore, Matteo
;
Ghironi, Fabio
-
2018
Persistent link: https://www.econbiz.de/10011884446
Saved in:
3
Structural scenario analysis with SVARs
Antolin-Diaz, Juan
;
Petrella, Ivan
;
Rubio-Remírez, …
-
2018
Persistent link: https://www.econbiz.de/10011860276
Saved in:
4
Real Keynesian models and sticky prices
Beaudry, Paul
;
Portier, Franck
-
2018
Persistent link: https://www.econbiz.de/10011860673
Saved in:
5
Deconstructing monetary policy surprises : the role of information shocks
Jarociński, Marek
;
Karadi, Peter
-
2018
Persistent link: https://www.econbiz.de/10011886166
Saved in:
6
Inference in structural vector autoregressions when the identifying assumptions are not fully believed : re-evaluating the role of monetary policy in economic fluctuations
Baumeister, Christiane
;
Hamilton, James D.
-
2018
Persistent link: https://www.econbiz.de/10011916341
Saved in:
7
Price stickiness along the income distribution and the effects of monetary policy
Levchenko, Andrei A.
;
Cravino, Javier
;
Lan, Ting
-
2018
Persistent link: https://www.econbiz.de/10011933792
Saved in:
8
The network effects of fiscal adjustments
Briganti, Edoardo
;
Favero, Carlo A.
;
Karamysheva, Madina
-
2018
Persistent link: https://www.econbiz.de/10011934400
Saved in:
9
Structural interpretation of vector autoregressions with incomplete information: revisiting the role of oil supply and demand shocks : comment
Kilian, Lutz
;
Zhou, Xiaoqing
-
2018
Persistent link: https://www.econbiz.de/10011974133
Saved in:
10
A note on news about the future : the impact on DSGE models and their var representation
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
-
2017
Persistent link: https://www.econbiz.de/10011619181
Saved in:
11
International credit supply shocks
Cesa-Bianchi, Ambrogio
;
Ferrero, Andrea
;
Rebucci, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011820201
Saved in:
12
Structural interpretation of vector autoregressions with imcomplete identification : revisiting the role of oil supply and demand shocks
Baumeister, Christiane
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011821229
Saved in:
13
The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach
Molteni, Francesco
;
Pappa, Euē
-
2017
Persistent link: https://www.econbiz.de/10011821276
Saved in:
14
Political distribution risk and aggregate fluctuations
Drautzburg, Thorsten
;
Fernández-Villaverde, Jesús
; …
-
2017
Persistent link: https://www.econbiz.de/10011715651
Saved in:
15
Are small scale vars useful for business cycle analysis? : revisiting non-fundamentalness
Canova, Fabio
;
Sahneh, Mehdi Hamidi
-
2016
Persistent link: https://www.econbiz.de/10011437217
Saved in:
16
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
17
Priors for the long run
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2016
Persistent link: https://www.econbiz.de/10011502293
Saved in:
18
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
19
Modelling portfolion capital flows in a global framework : multilateral implications of capital controls
Boero, Gianna
;
Mandalinci, Zeyyad
;
Taylor, Mark P.
-
2016
Persistent link: https://www.econbiz.de/10011609145
Saved in:
20
Narrative sign restrictions for SVARs
Antolin-Diaz, Juan
;
Rubio-Ramírez, Juan Francisco
-
2016
Persistent link: https://www.econbiz.de/10011550991
Saved in:
21
The systematic component of monetary policy in SVARs : an agnostic identification procedure
Arias, Jonas
;
Caldara, Dario
;
Rubio-Ramírez, Juan Francisco
-
2016
Persistent link: https://www.econbiz.de/10011586664
Saved in:
22
Mending the broken link : heterogeneous bank lending and monetary policy pass-through
Altavilla, Carlo
;
Canova, Fabio
;
Ciccarelli, Matteo
-
2016
Persistent link: https://www.econbiz.de/10011571261
Saved in:
23
Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011571313
Saved in:
24
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
25
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2016
Persistent link: https://www.econbiz.de/10011571327
Saved in:
26
Structural analysis with multivariate autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
27
Approximating time varying structural models with time invariant structures
Canova, Fabio
;
Ferroni, Filippo
;
Matthes, Christian
-
2015
Persistent link: https://www.econbiz.de/10011391930
Saved in:
28
How important are terms of trade shocks?
Schmitt-Grohé, Stephanie
;
Uribe, Martín
-
2015
Persistent link: https://www.econbiz.de/10011300226
Saved in:
29
Beggar-thy-neighbor? : the international effects of ECB unconventional monetary policy measures
Bluwstein, Kristina
;
Canova, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011399412
Saved in:
30
Shocking language : understanding the macroeconomic effects of central bank communication
Hansen, Stephen
;
McMahon, Michael
-
2015
Persistent link: https://www.econbiz.de/10011442849
Saved in:
31
When is nonfundamentalness in VARs a real problem? : an application to news shocks
Beaudry, Paul
;
Fève, Patrick
;
Guay, Alain
;
Portier, Franck
-
2015
Persistent link: https://www.econbiz.de/10011347432
Saved in:
32
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano
;
Sivec, Vasja
-
2015
Persistent link: https://www.econbiz.de/10011289242
Saved in:
33
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010465634
Saved in:
34
Inference about non-identified SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
-
2014
Persistent link: https://www.econbiz.de/10010465647
Saved in:
35
How good are out of sample forecasting tests on DSGE models?
Minford, Patrick
;
Xu, Yongdeng
;
Zhou, Peng
-
2014
Persistent link: https://www.econbiz.de/10010440121
Saved in:
36
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta
;
Giannone, Domenico
;
Lenza, Michele
-
2014
Persistent link: https://www.econbiz.de/10010363298
Saved in:
37
Joint confidence sets for structual impulse responses
Inoue, Atsushi
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010363307
Saved in:
38
Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2014
Persistent link: https://www.econbiz.de/10010363312
Saved in:
39
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
40
Inference based on SVAR identified with sign and zero restrictions : theory and applications
Arias, Jonas E.
;
Rubio-Ramírez, Juan Francisco
; …
-
2014
Persistent link: https://www.econbiz.de/10010342493
Saved in:
41
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
42
Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio
;
Forero, Fernando J. Pèrez
-
2014
Persistent link: https://www.econbiz.de/10010382052
Saved in:
43
How good are out of sample forecasting tests on DSGE models?
Minford, Patrick
;
Xu, Yongdeng
;
Zhou, Peng
-
2014
Persistent link: https://www.econbiz.de/10010409089
Saved in:
44
Government spending shocks in open economy VARs
Forni, Mario
;
Gambetti, Luca
-
2014
Persistent link: https://www.econbiz.de/10010409105
Saved in:
45
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
-
2013
Persistent link: https://www.econbiz.de/10010206763
Saved in:
46
Granger-causal-priority and choice of variables in vector autoregressions
Jarociński, Marek
;
Maćkowiak, Bartosz
-
2013
Persistent link: https://www.econbiz.de/10010206789
Saved in:
47
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10010188705
Saved in:
48
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
-
2013
Persistent link: https://www.econbiz.de/10009745642
Saved in:
49
Do DSGE models forecast more accurately out-of-sample than VAR models?
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Rossi, …
-
2013
Persistent link: https://www.econbiz.de/10009786267
Saved in:
50
Panel vector autoregressive models : a survey
Canova, Fabio
;
Ciccarelli, Matteo
-
2013
Persistent link: https://www.econbiz.de/10009734277
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->