//--> //--> //-->
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:"EUI working paper"
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:"Vector autoregression"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
31
VAR-Modell
31
Theorie
16
Theory
16
Cointegration
11
Kointegration
11
Schock
8
Shock
8
USA
7
United States
7
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
5
Markov chain
5
Markov-Kette
5
Prognoseverfahren
5
Time series analysis
5
Zeitreihenanalyse
5
Geldpolitik
4
Monetary policy
4
Autocorrelation
3
Autokorrelation
3
Arbeitslosigkeit
2
Business cycle
2
EU countries
2
EU-Staaten
2
Estimation
2
Exchange rate
2
Inflation
2
Konjunktur
2
Modellierung
2
Public expenditure
2
Schätzung
2
Scientific modelling
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Unemployment
2
Volatility
2
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Lütkepohl, Helmut
15
Lanne, Markku
5
Marcellino, Massimiliano
5
Carriero, Andrea
4
Kapetanios, George
3
Kascha, Christian
2
Kriwoluzky, Alexander
2
Maciejowska, Katarzyna
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
Bardsen, Gunnar
1
Brüggemann, Ralf
1
Claeys, Peter
1
Clark, Todd E.
1
Droumaguet, Matthieu
1
Galvão, Ana Beatriz C.
1
Herwartz, Helmut
1
Krolzig, Hans-Martin
1
Markun, Michal
1
Mertens, Karl
1
Netšunajev, Aleksei
1
Pedersen, Michael
1
Ravn, Morten O.
1
Schmitt-Grohé, Stephanie
1
Uribe, Martín
1
Woźniak, Tomasz
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
15
European University Institute / Department of Law
13
Published in...
All
EUI working paper
Applied economics
197
Working paper
196
Economic modelling
194
Working paper series / European Central Bank
177
Energy economics
167
Economics letters
165
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
140
Journal of international money and finance
132
Journal of econometrics
125
IMF working papers
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
Journal of economic dynamics & control
106
ECB Working Paper
96
International journal of forecasting
93
Working paper / National Bureau of Economic Research, Inc.
90
Applied economics letters
89
Journal of macroeconomics
88
NBER working paper series
87
Discussion papers / CEPR
83
Macroeconomic dynamics
81
International Journal of Energy Economics and Policy : IJEEP
78
Journal of applied econometrics
77
Discussion paper
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
International review of economics & finance : IREF
72
Discussion papers / Deutsches Institut für Wirtschaftsforschung
71
IMF Working Papers
69
NBER Working Paper
69
Journal of monetary economics
68
Finance research letters
64
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
54
Journal of forecasting
52
IMF Working Paper
48
Working papers
48
European economic review : EER
47
Journal of banking & finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
31
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
2
Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu
;
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764707
Saved in:
3
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009764709
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
5
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
6
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
7
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
8
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003960521
Saved in:
9
Endogenous monetary policy regimes and the great moderation
Galvão, Ana Beatriz C.
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960564
Saved in:
10
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
11
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
Saved in:
12
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
Saved in:
13
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
14
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
15
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
16
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003787656
Saved in:
17
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
18
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
Saved in:
19
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483076
Saved in:
20
Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003559378
Saved in:
21
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
22
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
23
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
24
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
25
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
26
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
27
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
28
Monetary and budgetary policy interaction : an SVAR analysis of stabilization policies in monetary union
Claeys, Peter
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002126961
Saved in:
29
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
30
Does the purchasing power parity hold within the US?
Pedersen, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
Saved in:
31
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->