//--> //--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
VAR model
13,266
VAR-Modell
13,266
Schock
3,921
Shock
3,920
Estimation
3,621
Schätzung
3,621
Theorie
2,986
Theory
2,986
Geldpolitik
2,918
Monetary policy
2,912
USA
1,718
United States
1,713
Zeitreihenanalyse
1,487
Time series analysis
1,486
Impact assessment
1,441
Wirkungsanalyse
1,441
Prognoseverfahren
1,370
Forecasting model
1,368
Bayesian inference
1,307
Bayes-Statistik
1,304
Kointegration
1,304
Cointegration
1,300
Business cycle
1,291
Konjunktur
1,291
Volatility
1,175
Volatilität
1,174
Geldpolitische Transmission
975
Monetary transmission
975
Welt
964
World
964
Oil price
928
Ölpreis
928
EU countries
919
EU-Staaten
919
Inflation
840
Euro area
790
Eurozone
788
Estimation theory
767
Schätztheorie
767
Börsenkurs
697
more ...
less ...
Online availability
All
Free
6,127
Undetermined
2,978
Type of publication
All
Book / Working Paper
6,682
Article
6,585
Type of publication (narrower categories)
All
Article in journal
6,291
Aufsatz in Zeitschrift
6,291
Graue Literatur
4,396
Non-commercial literature
4,396
Arbeitspapier
4,270
Working Paper
4,270
Aufsatz im Buch
291
Book section
291
Hochschulschrift
153
Thesis
116
Conference paper
61
Konferenzbeitrag
61
Collection of articles written by one author
53
Sammlung
53
Konferenzschrift
27
Collection of articles of several authors
24
Sammelwerk
24
Amtliche Publikation
17
Aufsatzsammlung
17
Amtsdruckschrift
16
Government document
16
Bibliografie enthalten
14
Bibliography included
14
Case study
8
Fallstudie
8
Lehrbuch
8
Systematic review
8
Übersichtsarbeit
8
Forschungsbericht
7
Textbook
6
Handbook
4
Handbuch
4
Interview
2
Bibliografie
1
Book review
1
Conference proceedings
1
Elektronischer Datenträger
1
Festschrift
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
13,032
German
59
French
58
Spanish
43
Portuguese
19
Polish
13
Czech
11
Italian
9
Croatian
6
Russian
5
Romanian
4
Slovak
4
Slovenian
3
Lithuanian
2
Swedish
2
Albanian
1
Ukrainian
1
more ...
less ...
Author
All
Lütkepohl, Helmut
157
Pesaran, M. Hashem
120
Mumtaz, Haroon
98
Marcellino, Massimiliano
96
Gupta, Rangan
93
Gambetti, Luca
83
Castelnuovo, Efrem
81
Kilian, Lutz
79
Koop, Gary
78
Huber, Florian
71
Carriero, Andrea
69
Canova, Fabio
67
Caggiano, Giovanni
65
Clark, Todd E.
65
Schorfheide, Frank
60
Theodoridis, Konstantinos
59
Chudik, Alexander
58
Giannone, Domenico
56
Fève, Patrick
51
Österholm, Pär
49
Korobilis, Dimitris
48
Kim, So-yŏng
47
Jusélius, Katarina
45
Kapetanios, George
45
Saikkonen, Pentti
45
Benati, Luca
44
Johansen, Søren
43
Baumeister, Christiane
42
Belke, Ansgar
41
Nielsen, Morten Ørregaard
40
Smith, L. Vanessa
40
Feldkircher, Martin
37
Lenza, Michele
37
Chan, Joshua
36
Forni, Mario
36
Peersman, Gert
36
Sala, Luca
35
Bjørnland, Hilde Christiane
34
Mohaddes, Kamiar
33
Rubio-Ramírez, Juan Francisco
33
more ...
less ...
Institution
All
National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
European University Institute / Department of Economics
16
European University Institute / Department of Law
13
Federal Reserve Bank of St. Louis
11
Københavns Universitet / Økonomisk Institut
8
International Monetary Fund
7
University of Strathclyde / Department of Economics
6
School of Finance and Business Economics <Perth, Western Australia>
5
University of Southampton / Department of Economics
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Narodna Banka na Republika Makedonija
4
Task Force on Low Inflation (LIFT)
4
University of Leicester / Department of Economics
4
Center for Economic Research <Tilburg>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
National Institute of Economic and Social Research
3
Nuffield College
3
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
3
University of California Davis / Department of Economics
3
University of Glasgow / Department of Economics
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Institut für Weltwirtschaft
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
Instituto Valenciano de Investigaciones Económicas
2
Konjunkturinstitutet <Stockholm>
2
Nationaløkonomiske Instituttet <Århus>
2
Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
2
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
2
Robert Schuman Centre for Advanced Studies
2
Rutgers University / Department of Economics
2
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
2
Svenska Handelshögskolan <Helsinki>
2
Türkiye Cumhuriyet Merkez Bankası
2
more ...
less ...
Published in...
All
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
Macroeconomic dynamics
79
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)
13,266
RePEc
1
Showing
4,101
-
4,150
of
13,267
Sort
Relevance
Date (newest first)
Date (oldest first)
4101
Measuring China's monetary policy uncertainty and its impact on the real economy
Li, Li
;
Tang, Yao
;
Xiang, Jingjie
- In:
Emerging markets review
44
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012414946
Saved in:
4102
Global factors driving inflation and monetary policy : a global VAR assessment
Feldkircher, Martin
;
Tondl, Gabriele
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 225-247
Persistent link: https://www.econbiz.de/10012415215
Saved in:
4103
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
4104
Does investor attention to Islamic finance create spillover?
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
52
(
2020
)
59
,
pp. 6448-6452
Persistent link: https://www.econbiz.de/10012416007
Saved in:
4105
Is fiscal policy effective in Brazil? : an empirical analysis
Holland, Márcio
;
Marçal, Emerson Fernandes
;
Prince, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 40-52
Persistent link: https://www.econbiz.de/10012416059
Saved in:
4106
Price connectedness between green bond and financial markets
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
Economic modelling
88
(
2020
),
pp. 25-38
Persistent link: https://www.econbiz.de/10012416836
Saved in:
4107
Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang
;
Chaiechi, Taha
;
Eagle, Lynne C.
;
Low, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
Saved in:
4108
Inflation dynamics in India : a revisit with New Keynesian Philips Curve approach
Kalluru, Siva Reddy
;
Aiman, Altamash
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 765-774
Persistent link: https://www.econbiz.de/10012596757
Saved in:
4109
Trade effects of silver price fluctuations in 19th-century China : a macro approach
Shagi, Makram el-
;
Zhang, Lin
- In:
China economic review : an international journal
63
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012596997
Saved in:
4110
Current account behavior, real exchange rate adjustment and relative output in Nigeria
Sule, Ibrahim K.
;
Shuaibu, Mohammed Isa
- In:
Journal of economic development
45
(
2020
)
3
,
pp. 77-99
Persistent link: https://www.econbiz.de/10012603283
Saved in:
4111
Initial coin offerings (ICOs) : market cycles and relationship with bitcoin and ether
Masiak, Christian
;
Block, Jörn
;
Masiak, Tobias
; …
- In:
Small business economics : an international journal
55
(
2020
)
4
,
pp. 1113-1130
Persistent link: https://www.econbiz.de/10012304810
Saved in:
4112
Is the exchange rate a shock absorber or a source of shocks? : evidence from the US
De, Kuhelika
;
Sun, Wei
- In:
Economic modelling
89
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012425897
Saved in:
4113
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
4114
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
4115
Structural analysis with mixed-frequency data : a model of US capital flows
Bacchiocchi, Emanuele
;
Bastianin, Andrea
;
Missale, …
- In:
Economic modelling
89
(
2020
),
pp. 427-443
Persistent link: https://www.econbiz.de/10012426146
Saved in:
4116
Macro-uncertainty and financial stress spillovers in the Eurozone
Cipollini, Andrea
;
Mikaliunaite, Ieva
- In:
Economic modelling
89
(
2020
),
pp. 546-558
Persistent link: https://www.econbiz.de/10012426244
Saved in:
4117
Exploring GDP growth volatility spillovers across countries
Abosedra, Salah S.
;
Araissi, Mahmoud
;
Ben Sita, Bernard
; …
- In:
Economic modelling
89
(
2020
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012426246
Saved in:
4118
Oil prices and stock markets during the 2014-16 oil price slump : asymmetries and speed of adjustment in GCC and oil-importing countries
Siddiqui, Anjum
;
Mahmood, Haider
;
Margaritis, Dimitris
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3678-3708
Persistent link: https://www.econbiz.de/10012423680
Saved in:
4119
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
Polbin, Andrej
;
Skrobotov, Anton
;
Zubarev, Andrej
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3732-3745
Persistent link: https://www.econbiz.de/10012423687
Saved in:
4120
Spillovers in Sub-Saharan Africa's sovereign eurobond yields
Senga, Christian
;
Cassimon, Danny
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3746-3762
Persistent link: https://www.econbiz.de/10012423688
Saved in:
4121
Modeling the real exchange rate : looking for evidence of the wage-share effect
Jesús, Verónica de
;
López Gallardo, Julio
- In:
Review of Keynesian economics
8
(
2020
)
2
,
pp. 178-194
Persistent link: https://www.econbiz.de/10012423765
Saved in:
4122
A study on currency anchor effect of Chinese Yuan
Li, Zihao
- In:
Modern economy
11
(
2020
)
2
,
pp. 261-272
Persistent link: https://www.econbiz.de/10012424351
Saved in:
4123
How do Bitcoin price fluctuations affect crude oil markets?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
;
Sahut, …
- In:
Revue Gestion 2000 : management & prospective
37
(
2020
)
1/2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012372792
Saved in:
4124
Foreign shocks as granular fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2020
Persistent link: https://www.econbiz.de/10012372983
Saved in:
4125
Do bubbles alter contributions to price discovery? : evidence from the Chinese soybean futures and spot markets
Li, Miao
;
Xiong, Tao
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
15
,
pp. 3417-3432
Persistent link: https://www.econbiz.de/10012211165
Saved in:
4126
The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin
Dong, Hao
;
Chen, Liming
;
Zhang, Xinyi
;
Failler, Pierre
; …
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10012211636
Saved in:
4127
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
4128
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
4129
Government spending and heterogeneous consumption dynamics
Laumer, Sebastian
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012502562
Saved in:
4130
Monetary policy shocks and exchange rates in Asian countries
Kim, Jihae
;
Kim, So-yŏng
;
Park, Donghyun
- In:
Japan and the world economy : international journal of …
56
(
2020
)
Persistent link: https://www.econbiz.de/10012502593
Saved in:
4131
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
4132
Risk aversion, uncertainty, and monetary policy : structural vector autoregressions identified with high-frequency external instruments
Jang, Woon Wook
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504117
Saved in:
4133
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504123
Saved in:
4134
The long-term impact of the Covid-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
-
2020
Persistent link: https://www.econbiz.de/10012504192
Saved in:
4135
Economic and business cycles with time varying in India : evidence from ICT sectors
Chukiat Chaiboonsri
;
Satawat Wannapan
;
Cerulli, Giovanni
- In:
International journal of computational economics and …
10
(
2020
)
4
,
pp. 366-379
Persistent link: https://www.econbiz.de/10012507536
Saved in:
4136
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4137
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
4138
Investigating the impact of trade shocks on production in Iranian manufacturing industries
Parsva, Parham
- In:
International journal of economics and business …
20
(
2020
)
4
,
pp. 391-406
Persistent link: https://www.econbiz.de/10012508600
Saved in:
4139
Production network structure and the impact of the monetary policy shocks : evidence from the OECD
Caraiani, Petre
;
Duţescu, Adriana
;
Hoinaru, Răzvan
; …
- In:
Economics letters
193
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509070
Saved in:
4140
The global effects of Covid-19-induced uncertainty
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Kima, Richard
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509346
Saved in:
4141
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
4142
Monopoly power in the oil market and the macroeconomy
Branger, Nicole
;
Flacke, René Marian
;
Gräber, Nikolai
- In:
Energy economics
85
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012509608
Saved in:
4143
Inflation expectations in euro area Phillips curves
Álvarez, Luis J.
;
Correa-López, Mónica
- In:
Economics letters
195
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509986
Saved in:
4144
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4145
Monetary policy and US housing expansions : the case of time-varying supply elasticities
Albuquerque, Bruno
;
Iseringhausen, Martin
;
Opitz, Frederic
- In:
Economics letters
195
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012510057
Saved in:
4146
What drives commodity price booms and busts?
Jacks, David S.
;
Stürmer, Martin
- In:
Energy economics
85
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012510236
Saved in:
4147
Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
Saved in:
4148
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
Saved in:
4149
Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai
;
Yang, Yang
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
Saved in:
4150
Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
Saved in:
First
Prev
79
80
81
82
83
84
85
86
87
88
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->