//--> //--> //-->
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:"Economics letters"
~isPartOf:"Applied economics"
~subject:"Bayes-Statistik"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
VAR model
358
VAR-Modell
358
Schock
121
Shock
121
Estimation
120
Schätzung
120
Theorie
84
Theory
84
Geldpolitik
73
Monetary policy
73
USA
53
United States
53
Business cycle
48
Konjunktur
48
Time series analysis
46
Zeitreihenanalyse
46
Cointegration
41
Impact assessment
41
Kointegration
41
Wirkungsanalyse
41
Volatility
40
Volatilität
40
Forecasting model
33
Prognoseverfahren
33
Oil price
31
Ölpreis
31
Risiko
29
Risk
29
Welt
25
World
25
Estimation theory
23
Inflation
23
Schätztheorie
23
Bayesian inference
22
EU countries
22
EU-Staaten
22
Economic growth
21
Euro area
21
Eurozone
21
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Österholm, Pär
3
Gupta, Rangan
2
Karlsson, Sune
2
Afonso, António
1
Anker, Peter
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Beckmann, Joscha
1
Chan, Joshua
1
Cheng, Chak Hung Jack
1
Chiu, Ching Wai Jeremy
1
Conti, Antonio M.
1
Czudaj, Robert
1
Eisenstat, Eric
1
Gefang, Deborah
1
Hanck, Christoph
1
Hankins, William B.
1
Jiang, Yu
1
Jiang, Yuanying
1
Koop, Gary
1
Langcake, Sean
1
Lütkepohl, Helmut
1
Ma, Xiyuan
1
Madhou, Ashwin
1
Meyer-Gohde, Alexander
1
Moosa, Imad A.
1
Neuhoff, Daniel
1
Nong, Hao
1
Poon, Aubrey
1
Prüser, Jan
1
Ramiah, Vikash
1
Robinson, Tim
1
Sewak, Tayushma
1
Soave, Gian Paulo
1
Sousa, Ricardo M.
1
Sun, Xiaojin
1
Van Eyden, Reneé
1
Waal, Annari de
1
Wu, Xianghua
1
Yin, Libo
1
more ...
less ...
Published in...
All
Economics letters
Applied economics
Working paper
33
International journal of forecasting
30
Journal of econometrics
29
Working paper series / European Central Bank
28
CAMA working paper series
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Discussion papers / CEPR
22
Federal Reserve Bank of Cleveland working paper series
19
CESifo working papers
18
Discussion paper / Centre for Economic Policy Research
18
Journal of applied econometrics
17
CAMA Working Paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
ECB Working Paper
15
Economic modelling
15
Discussion paper
14
Journal of economic dynamics & control
14
Journal of forecasting
13
IMF working papers
12
Discussion paper / Tinbergen Institute
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Macroeconomic dynamics
10
Strathclyde discussion papers in economics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working paper series
10
Working paper series / Czech National Bank
10
Discussion papers / Adam Smith Business School, University of Glasgow
9
Sveriges Riksbank working paper series
9
Documentos de trabajo / Banco de España
8
Econometric reviews
8
Energy economics
8
Journal of international money and finance
8
Serie de documentos de trabajo
8
Working papers
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
CESifo Working Paper Series
7
European economic review : EER
7
Journal of macroeconomics
7
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
22
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
2
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
3
The impact of COVID-19 on economic growth : evidence from a Bayesian Panel Vector Autoregressive (BPVAR) model
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics
53
(
2021
)
58
,
pp. 6739-6751
Persistent link: https://www.econbiz.de/10012697965
Saved in:
4
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
5
House prices and interest rates : Bayesian evidence from Germany
Hanck, Christoph
;
Prüser, Jan
- In:
Applied economics
52
(
2020
)
28
,
pp. 3073-3089
Persistent link: https://www.econbiz.de/10012221482
Saved in:
6
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
7
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:
8
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:
9
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:
10
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:
11
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
12
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
13
Forecasting the Australian economy with DSGE and BVAR models
Langcake, Sean
;
Robinson, Tim
- In:
Applied economics
50
(
2018
)
3
,
pp. 251-267
Persistent link: https://www.econbiz.de/10011846812
Saved in:
14
GDP nowcasting: application and constraints in a small open developing economy
Madhou, Ashwin
;
Sewak, Tayushma
;
Moosa, Imad A.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3880-3890
Persistent link: https://www.econbiz.de/10011819952
Saved in:
15
Has the FED Fallen behind the Curve? : evidence from VAR models
Conti, Antonio M.
- In:
Economics letters
159
(
2017
),
pp. 164-168
Persistent link: https://www.econbiz.de/10011903489
Saved in:
16
Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack
;
Hankins, William B.
;
Chiu, Ching …
- In:
Economics letters
138
(
2016
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011615495
Saved in:
17
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
18
Do we need a global VAR model to forecast inflation and output in South Africa?
Waal, Annari de
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2649-2670
Persistent link: https://www.econbiz.de/10010519635
Saved in:
19
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
20
The macroeconomic effects of fiscal policy
Afonso, António
;
Sousa, Ricardo M.
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4439-4454
Persistent link: https://www.econbiz.de/10009713411
Saved in:
21
A structural Bayesian VAR for model-based fan charts
Österholm, Pär
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1557-1569
Persistent link: https://www.econbiz.de/10003743029
Saved in:
22
ECB monetary policy and the DM-dollar exchange rate : evidence from a Bayesian VAR
Anker, Peter
- In:
Applied economics
33
(
2001
)
12
,
pp. 1553-1562
Persistent link: https://www.econbiz.de/10001620960
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->