//--> //--> //--> //-->
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:"Macroeconomic dynamics"
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
79
VAR-Modell
79
Schock
32
Shock
32
Theorie
32
Theory
32
Estimation
30
Schätzung
30
Geldpolitik
23
Monetary policy
23
Business cycle
22
Konjunktur
22
USA
13
United States
13
Volatility
12
Volatilität
12
Oil price
11
Ölpreis
11
Bayes-Statistik
10
Bayesian inference
10
Time series analysis
10
Welt
10
World
10
Zeitreihenanalyse
10
Technischer Fortschritt
9
Technological change
9
Impact assessment
8
Wirkungsanalyse
8
Bruttoinlandsprodukt
7
Cointegration
7
Gross domestic product
7
Kointegration
7
Structural VAR
7
ARCH model
6
ARCH-Modell
6
Geldpolitische Transmission
6
Monetary transmission
6
Deutschland
5
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
more ...
less ...
Online availability
All
Undetermined
46
Free
7
Type of publication
All
Article
79
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Bibliografie enthalten
1
Bibliography included
1
Interview
1
Language
All
English
79
Author
All
Serletis, Apostolos
5
Atems, Bebonchu
2
Huber, Florian
2
Jawadi, Fredj
2
Lovcha, Yuliya
2
Perez-Laborda, Alejandro
2
Sims, Christopher A.
2
Arouri, Mohamed
1
Bacchiocchi, Emanuele
1
Balabanova, Zlatina
1
Bastianin, Andrea
1
Benkwitz, Alexander
1
Bennani, Hamza
1
Berg, Tim Oliver
1
Blagov, Boris
1
Blankenau, William
1
Bonam, Dennis
1
Branch, William A.
1
Breitenlechner, Max
1
Brüggemann, Ralf
1
Burgard, Jan Pablo
1
Bussière, Matthieu
1
Canova, Fabio
1
Carrera, César
1
Castelnuovo, Efrem
1
Cenesizoglu, Tolga
1
Chang, Dongfeng
1
Charles, Amélie
1
Choi, Sangyup
1
Chwee, Victor
1
Creel, Jérôme
1
Darné, Olivier
1
Davig, Troy
1
Dijk, Dick van
1
Dueker, Michael
1
Dybowski, Tom Philipp
1
Elder, John
1
Elstner, Steffen
1
Estrella, Arturo
1
Fanelli, Luca
1
more ...
less ...
Published in...
All
Macroeconomic dynamics
Applied economics
193
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
156
Discussion paper / Centre for Economic Policy Research
154
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
113
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
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)
79
Showing
1
-
50
of
79
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Monetary policy announcements, consumers' inflation expectations, and readiness to spend
Breitenlechner, Max
;
Geiger, Martin
;
Scharler, Johann
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 277-298
Persistent link: https://www.econbiz.de/10014485303
Saved in:
2
A note on international spillovers of economic policy uncertainty across business cycles : evidence from OECD countries
Popp, Aaron
;
Zhang, Fang
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10014465384
Saved in:
3
The financial accelerator in the euro area : new evidence using a mixture VAR model
Bennani, Hamza
;
Burgard, Jan Pablo
;
Neuenkirch, Matthias
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1893-1931
Persistent link: https://www.econbiz.de/10014364406
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
6
The effects of fiscal policy at the effective lower bound
Bonam, Dennis
;
Haan, Jakob de
;
Soederhuizen, Beau
- In:
Macroeconomic dynamics
26
(
2022
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10013166210
Saved in:
7
"Time-release" output responses to public education expenditures
Atems, Bebonchu
;
Blankenau, William
- In:
Macroeconomic dynamics
26
(
2022
)
6
,
pp. 1483-1521
Persistent link: https://www.econbiz.de/10013469741
Saved in:
8
The time-varying and volatile macroeconomic effects of immigration
Li, Huachen
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10014247349
Saved in:
9
Mortgage debt and time-varying monetary policy transmission
Finck, David
;
Schmidt, Jörg
;
Tillmann, Peter
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 506-531
Persistent link: https://www.econbiz.de/10014247539
Saved in:
10
The consequences of US technology changes for productivity in advanced economies
Elstner, Steffen
;
Rujin, Svetlana
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 718-742
Persistent link: https://www.econbiz.de/10014247548
Saved in:
11
What accounts for the German labor market miracle? : a structural VAR approach
Klein, Mathias
;
Schiman, Stefan
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 794-825
Persistent link: https://www.econbiz.de/10014247555
Saved in:
12
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
13
News shocks and the effects of monetary policy
Zhang, Ren
- In:
Macroeconomic dynamics
26
(
2022
)
7
,
pp. 1923-1963
Persistent link: https://www.econbiz.de/10013469780
Saved in:
14
Labor market dynamics under technology shocks : the role of subsistence consumption
Choi, Sangyup
;
Shim, Myungkyu
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 1965-1993
Persistent link: https://www.econbiz.de/10013469782
Saved in:
15
Unequal exchange rate pass-through across income groups
Yilmazkuday, Hakan
- In:
Macroeconomic dynamics
26
(
2022
)
3
,
pp. 682-725
Persistent link: https://www.econbiz.de/10013187243
Saved in:
16
Government spending multipliers in good times and bad times : the case of emerging markets
Gomes, Fábio A.
;
Sakurai, Sergio Naruhiko
;
Soave, Gian …
- In:
Macroeconomic dynamics
26
(
2022
)
3
,
pp. 726-768
Persistent link: https://www.econbiz.de/10013187246
Saved in:
17
Identifying technology shocks at the business cycle via spectral variance decompositions
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1966-1992
Persistent link: https://www.econbiz.de/10012704932
Saved in:
18
The likelihood of effective lower bound events
Franta, Michal
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 2058-2079
Persistent link: https://www.econbiz.de/10012704939
Saved in:
19
Current account dynamics and the real exchange rate : disentangling the evidence
Bussière, Matthieu
;
Karadimitropoulou, Aikaterini E.
; …
- In:
Macroeconomic dynamics
25
(
2021
)
1
,
pp. 28-58
Persistent link: https://www.econbiz.de/10012437225
Saved in:
20
When does monetary measurement matter (most)?
Shagi, Makram el-
- In:
Macroeconomic dynamics
25
(
2021
)
1
,
pp. 240-256
Persistent link: https://www.econbiz.de/10012437235
Saved in:
21
Technology shocks and hours worked : a cross-country analysis
Thomet, Jacqueline
;
Wegmueller, Philipp
- In:
Macroeconomic dynamics
25
(
2021
)
4
,
pp. 1020-1052
Persistent link: https://www.econbiz.de/10012523210
Saved in:
22
Identifying news shocks with forecast data
Hirose, Yasuo
;
Kurozumi, Takushi
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1442-1471
Persistent link: https://www.econbiz.de/10012618220
Saved in:
23
Investigating the role of money in the identification of monetary policy behavior : a Bayesian DSGE perspective
Li, Bing
;
Liu, Qing
;
Pei, Pei
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1495-1537
Persistent link: https://www.econbiz.de/10012618224
Saved in:
24
International housing markets, unconventional monetary policy, and the zero lower bound
Huber, Florian
;
Punzi, Maria Teresa
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 774-806
Persistent link: https://www.econbiz.de/10012241012
Saved in:
25
The Janus-faced nature of debt : results from a data-driven cointegrated svar approach
Guerini, Mattia
;
Moneta, Alessio
;
Napoletano, Mauro
; …
- In:
Macroeconomic dynamics
24
(
2020
)
1
,
pp. 24-54
Persistent link: https://www.econbiz.de/10012163577
Saved in:
26
Transmission of monetary policy shocks : do input-output interactions matter?
Singh, Aarti
;
Tornielli Di Crestvolant, Stefano
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1881-1903
Persistent link: https://www.econbiz.de/10012404214
Saved in:
27
Effects of US quantitative easing on Latin American economies
Carrera, César
;
Ramírez-Rondán, Nelson R.
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1989-2011
Persistent link: https://www.econbiz.de/10012404224
Saved in:
28
Energy in a model of firm entry
Patra, Soma
- In:
Macroeconomic dynamics
24
(
2020
)
2
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012193879
Saved in:
29
How does the macroeconomy respond to stock market fluctuations? : the role of sentiment
Pan, Wei-Fong
- In:
Macroeconomic dynamics
24
(
2020
)
2
,
pp. 421-446
Persistent link: https://www.econbiz.de/10012193903
Saved in:
30
Patterns of unemployment dynamics in Germany
Rahn, Daniela
;
Weber, Enzo
- In:
Macroeconomic dynamics
23
(
2019
)
1
,
pp. 322-357
Persistent link: https://www.econbiz.de/10012126558
Saved in:
31
The role of US-based FDI flows for global output dynamics
Huber, Florian
;
Fischer, Manfred M.
;
Piribauer, Philipp
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 943-973
Persistent link: https://www.econbiz.de/10012126658
Saved in:
32
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
33
Business uncertainty and the effectiveness of fiscal policy in Germany
Berg, Tim Oliver
- In:
Macroeconomic dynamics
23
(
2019
)
4
,
pp. 1442-1470
Persistent link: https://www.econbiz.de/10012127160
Saved in:
34
Monetary policy and exchange rates : a balanced two-country cointegrated var model approach
Heinlein, Reinhold
;
Krolzig, Hans-Martin
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1838-1874
Persistent link: https://www.econbiz.de/10012127247
Saved in:
35
The anchoring of inflation expectations in the short and in the long run
Nautz, Dieter
;
Strohsal, Till
;
Netšunajev, Aleksei
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1959-1977
Persistent link: https://www.econbiz.de/10012127256
Saved in:
36
Do global crude oil market shocks have differential effects on US regions?
Atems, Bebonchu
;
Melichar, Mark
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1978-2008
Persistent link: https://www.econbiz.de/10012127258
Saved in:
37
The regime-dependent evolution of credibility : a fresh look at Hong Kong's linked exchange rate system
Blagov, Boris
;
Funke, Michael
- In:
Macroeconomic dynamics
23
(
2019
)
6
,
pp. 2434-2468
Persistent link: https://www.econbiz.de/10012127353
Saved in:
38
The conventional monetary policy and term structure of interest rates during the financial crisis
Cenesizoglu, Tolga
;
Larocque, Denis
;
Normandin, Michel
- In:
Macroeconomic dynamics
22
(
2018
)
8
,
pp. 2032-2069
Persistent link: https://www.econbiz.de/10012127572
Saved in:
39
Overleveraging, financial fragility, and the banking-macro link : theory and empirical evidence
Mittnik, Stefan
;
Semmler, Willi
- In:
Macroeconomic dynamics
22
(
2018
)
1
,
pp. 4-32
Persistent link: https://www.econbiz.de/10011914950
Saved in:
40
Oil, uncertainty, and gasoline prices
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 546-561
Persistent link: https://www.econbiz.de/10011916647
Saved in:
41
Oil price shocks, inventories, and macroeconomic dynamics
Herrera, Ana María
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 620-639
Persistent link: https://www.econbiz.de/10011916664
Saved in:
42
Oil price volatility : industrial production and special aggregates
Elder, John
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 640-653
Persistent link: https://www.econbiz.de/10011916668
Saved in:
43
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
44
How does stock market volatility react to oil price shocks?
Bastianin, Andrea
;
Manera, Matteo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 666-682
Persistent link: https://www.econbiz.de/10011916698
Saved in:
45
150 years of boom and bust : what drives mineral commodity prices?
Stuermer, Martin
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 702-717
Persistent link: https://www.econbiz.de/10011916710
Saved in:
46
Tracing the role of foresight in the effects of U.S. tax policy : evidence from a time-varying structural vector autoregression
Dybowski, Tom Philipp
- In:
Macroeconomic dynamics
22
(
2018
)
4
,
pp. 754-778
Persistent link: https://www.econbiz.de/10011916734
Saved in:
47
Gimme a break! : identification and estimation of the macroeconomic effects of monetary policy shocks in the United States
Bacchiocchi, Emanuele
;
Castelnuovo, Efrem
;
Fanelli, Luca
- In:
Macroeconomic dynamics
22
(
2018
)
6
,
pp. 1613-1651
Persistent link: https://www.econbiz.de/10011916999
Saved in:
48
External information and monetary policy transmission in new eu member states : results from favar models
Balabanova, Zlatina
;
Brüggemann, Ralf
- In:
Macroeconomic dynamics
21
(
2017
)
2
,
pp. 311-335
Persistent link: https://www.econbiz.de/10011686273
Saved in:
49
International synchronization and changes in long-term inflation uncertainty
Henzel, Steffen
;
Wieland, Elisabeth
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 918-946
Persistent link: https://www.econbiz.de/10011805416
Saved in:
50
On the macroeconomic and wealth effects of unconventional monetary policy
Jawadi, Fredj
;
Sousa, Ricardo M.
;
Traverso, Raffaella
- In:
Macroeconomic dynamics
21
(
2017
)
5
,
pp. 1189-1204
Persistent link: https://www.econbiz.de/10011805458
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->