//--> //--> //-->
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"
~subject:"Geldpolitik"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
VAR model
165
VAR-Modell
165
Theorie
59
Theory
59
Estimation
57
Schätzung
57
Schock
54
Shock
54
Monetary policy
36
Time series analysis
31
Zeitreihenanalyse
31
Business cycle
26
Konjunktur
26
USA
24
United States
24
Estimation theory
21
Schätztheorie
21
Impact assessment
19
Wirkungsanalyse
19
Cointegration
16
Kointegration
16
Volatility
16
Volatilität
16
Forecasting model
15
Prognoseverfahren
15
Risiko
15
Risk
15
VAR
12
Bayes-Statistik
11
Bayesian inference
11
Inflation
11
EU countries
10
EU-Staaten
10
Economic growth
9
Euro area
9
Eurozone
9
Markov chain
9
Markov-Kette
9
Oil price
9
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Caraiani, Petre
2
Kim, So-yŏng
2
Kriwoluzky, Alexander
2
Ahn, Jihye
1
Albuquerque, Bruno
1
Ali, Syed Zahid
1
Anwar, Sajid
1
Benati, Luca
1
Berger, Helge
1
Chang, Pao-li
1
Chatziantoniou, Ioannis
1
Cheng, Chak Hung Jack
1
Cheng, Kai
1
Chiu, Ching Wai Jeremy
1
Colombo, Valentina
1
Conti, Antonio M.
1
Correa-López, Mónica
1
Călin, Adrian Cantemir
1
Darvas, Zsolt M.
1
De Nora, Giorgia
1
Duţescu, Adriana
1
Enders, Almira
1
Enders, Zeno
1
Ettmeier, Stephanie
1
Evgenidis, Anastasios
1
Fasianos, Apostolos
1
Gabauer, David
1
Girardi, Alessandro
1
Hankins, William B.
1
Hoinaru, Răzvan
1
Iseringhausen, Martin
1
Jang, Woon Wook
1
Jansen, Dennis W.
1
Jiang, Yu
1
Jinnai, Ryo
1
Keating, John William
1
Kelly, Logan J.
1
Kilian, Lutz
1
Kliem, Martin
1
Krusec, Dejan
1
more ...
less ...
Published in...
All
Economics letters
Economic modelling
52
Journal of international money and finance
50
Working paper series / European Central Bank
50
Working paper
44
CESifo working papers
39
Applied economics
37
Discussion paper / Centre for Economic Policy Research
37
Journal of monetary economics
33
Journal of economic dynamics & control
30
Journal of macroeconomics
30
Applied economics letters
28
Discussion paper
27
IMF working papers
26
Discussion papers / CEPR
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
ECB Working Paper
23
Macroeconomic dynamics
23
Working paper / National Bureau of Economic Research, Inc.
23
CAMA working paper series
22
NBER working paper series
21
NBER Working Paper
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Working paper / Norges Bank
18
International journal of central banking : IJCB
17
IMF Working Paper
16
Journal of money, credit and banking : JMCB
16
International review of economics & finance : IREF
15
Sveriges Riksbank working paper series
15
European economic review : EER
14
Open economies review
13
IMF working paper
12
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
12
Journal of international economics
12
Staff working papers / Bank of England
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Czech National Bank
12
Journal of applied econometrics
11
Journal of banking & finance
11
Bank of Finland research discussion papers
10
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
36
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
2
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
3
Modelling monetary policy's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
4
Exploring the trade-off between leaning against credit and stabilizing economic activity
Benati, Luca
- In:
Economics letters
223
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014234173
Saved in:
5
Delayed overshooting can still be a puzzle after the 1980s
Ahn, Jihye
;
Kim, So-yŏng
- In:
Economics letters
199
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012605870
Saved in:
6
Interest rate swaps and the transmission mechanism of monetary policy : a quantile connectedness approach
Chatziantoniou, Ioannis
;
Gabauer, David
;
Stenfors, Alexis
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607795
Saved in:
7
Regional effects of monetary policy in the U.S. : an empirical re-assessment
Pizzuto, Pietro
- In:
Economics letters
190
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012228117
Saved in:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
The effect of monetary policy shocks on macroeconomic variables : evidence from the Eurozone
Murgia, Lucia M.
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012500680
Saved in:
15
Same, but different? : testing monetary policy shock measures
Ettmeier, Stephanie
;
Kriwoluzky, Alexander
- In:
Economics letters
184
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304742
Saved in:
16
The effects of monetary policy on stock market bubbles at zero lower bound : Revisiting the evidence
Caraiani, Petre
;
Călin, Adrian Cantemir
- In:
Economics letters
169
(
2018
),
pp. 55-58
Persistent link: https://www.econbiz.de/10012019551
Saved in:
17
Fiscal stimulus and systematic monetary policy : postwar evidence for the United States
Rüth, Sebastian
- In:
Economics letters
173
(
2018
),
pp. 92-96
Persistent link: https://www.econbiz.de/10012022925
Saved in:
18
Uncertainty and the real effects of monetary policy shocks in the Euro area
Pellegrino, Giovanni
- In:
Economics letters
162
(
2018
),
pp. 177-181
Persistent link: https://www.econbiz.de/10011939831
Saved in:
19
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:
20
Second-round effects after oil-price shocks : evidence for the euro area and Germany
Enders, Almira
;
Enders, Zeno
- In:
Economics letters
159
(
2017
),
pp. 208-213
Persistent link: https://www.econbiz.de/10011903520
Saved in:
21
The time varying effect of monetary policy on stock returns
Jansen, Dennis W.
;
Zervou, Anastasia
- In:
Economics letters
160
(
2017
),
pp. 54-58
Persistent link: https://www.econbiz.de/10011903742
Saved in:
22
Can exchange rate pass-through explain the price puzzle?
Ali, Syed Zahid
;
Anwar, Sajid
- In:
Economics letters
145
(
2016
),
pp. 56-59
Persistent link: https://www.econbiz.de/10011618197
Saved in:
23
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:
24
Effects of the Bank of Japan's current quantitative and qualitative easing
Matsuki, Takashi
;
Sugimoto, Kimiko
;
Satoma, Katsuhiko
- In:
Economics letters
133
(
2015
),
pp. 112-116
Persistent link: https://www.econbiz.de/10011432065
Saved in:
25
Does money matter in the euro area? : evidence from a new Divisia index
Darvas, Zsolt M.
- In:
Economics letters
133
(
2015
),
pp. 123-126
Persistent link: https://www.econbiz.de/10011432082
Saved in:
26
Solving the price puzzle with an alternative indicator of monetary policy
Keating, John William
;
Kelly, Logan J.
;
Valcarcel, Victor J.
- In:
Economics letters
124
(
2014
)
2
,
pp. 188-194
Persistent link: https://www.econbiz.de/10010493160
Saved in:
27
Expectations and macroeconomic fluctuations in the euro area
Girardi, Alessandro
- In:
Economics letters
125
(
2014
)
2
,
pp. 315-318
Persistent link: https://www.econbiz.de/10010505294
Saved in:
28
Economic policy uncertainty in the US : does it matter for the Euro area?
Colombo, Valentina
- In:
Economics letters
121
(
2013
)
1
,
pp. 39-42
Persistent link: https://www.econbiz.de/10010187095
Saved in:
29
How have inflation-targeting central banks responded to supply shocks?
Tachibana, Minoru
- In:
Economics letters
121
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10010187155
Saved in:
30
News shocks and inflation
Jinnai, Ryo
- In:
Economics letters
119
(
2013
)
2
,
pp. 176-179
Persistent link: https://www.econbiz.de/10009745777
Saved in:
31
Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Kliem, Martin
;
Kriwoluzky, Alexander
- In:
Economics letters
121
(
2013
)
2
,
pp. 247-251
Persistent link: https://www.econbiz.de/10010346313
Saved in:
32
Inflation-regime dependent effects of monetary policy shocks : evidence from threshold vector autoregressions
Mandler, Martin
- In:
Economics letters
116
(
2012
)
3
,
pp. 422-425
Persistent link: https://www.econbiz.de/10009674305
Saved in:
33
The "price puzzle" in the monetary transmission VARs with long-run restrictions
Krusec, Dejan
- In:
Economics letters
106
(
2010
)
3
,
pp. 147-150
Persistent link: https://www.econbiz.de/10003952035
Saved in:
34
Does money still matter for US output?
Berger, Helge
;
Österholm, Pär
- In:
Economics letters
102
(
2009
)
3
,
pp. 143-146
Persistent link: https://www.econbiz.de/10003833008
Saved in:
35
Effects of monetary policy shocks on the trade balance in small open European countries
Kim, So-yŏng
- In:
Economics letters
71
(
2001
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10001569103
Saved in:
36
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->