//--> //--> //-->
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:"Documento de trabajo"
~subject:"Wirkungsanalyse"
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
Wirkungsanalyse
VAR model
178
VAR-Modell
178
Estimation
66
Schätzung
66
Schock
65
Shock
65
Theorie
61
Theory
61
Time series analysis
37
Zeitreihenanalyse
37
Geldpolitik
36
Monetary policy
36
Business cycle
33
Konjunktur
33
Impact assessment
27
Estimation theory
26
Schätztheorie
26
USA
24
United States
24
Volatility
24
Volatilität
24
Risiko
19
Risk
19
Cointegration
17
Kointegration
17
Bayes-Statistik
15
Bayesian inference
15
Forecasting model
15
Prognoseverfahren
15
Inflation
12
Stochastic process
12
Stochastischer Prozess
12
VAR
12
EU countries
10
EU-Staaten
10
Markov chain
10
Markov-Kette
10
Economic growth
9
Euro area
9
more ...
less ...
Online availability
All
Undetermined
17
Free
8
Type of publication
All
Article
19
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
26
Spanish
1
Author
All
Rodriguez, Gabriel
5
Vicondoa, Alejandro
2
Alessandri, Piergiorgio
1
Aquilante, Tommaso
1
Caggiano, Giovanni
1
Caraiani, Petre
1
Castelnuovo, Efrem
1
Cheng, Chak Hung Jack
1
Cheng, Kai
1
Chiu, Ching Wai Jeremy
1
Christou, Christina
1
Chávez, Paulo
1
Colombo, Valentina
1
Călin, Adrian Cantemir
1
De Nora, Giorgia
1
Di Pace, Federico
1
Enders, Almira
1
Enders, Zeno
1
Ettmeier, Stephanie
1
Evgenidis, Anastasios
1
Fasianos, Apostolos
1
Figueres, Juan Manuel
1
Ganiko, Gustavo
1
Gazzan, Andrea
1
Gazzani, Andrea
1
Guevara, Carlos
1
Gupta, Rangan
1
Hachula, Michael
1
Hankins, William B.
1
Jiménez, Alvaro
1
Kriwoluzky, Alexander
1
Mandler, Martin
1
Martínez, Jefferson
1
Masolo, Riccardo M.
1
Murgia, Lucia M.
1
Nautz, Dieter
1
Nilavongse, Rachatar
1
Nyakabawo, Wendy
1
Ojeda Cunya, Junior Alex
1
Ong, Kian
1
more ...
less ...
Published in...
All
Economics letters
Documento de trabajo
Economic modelling
27
Energy economics
27
Working paper
27
Applied economics
22
Journal of international money and finance
19
CAMA working paper series
18
Applied economics letters
16
Journal of macroeconomics
16
CESifo working papers
15
International review of economics & finance : IREF
15
Working paper series / European Central Bank
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Finance research letters
12
Journal of economic dynamics & control
12
European economic review : EER
11
Temi di discussione / Banca d'Italia
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International Journal of Energy Economics and Policy : IJEEP
9
Discussion paper / Centre for Economic Policy Research
8
Macroeconomic dynamics
8
NBER working paper series
8
Cogent economics & finance
7
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
7
Discussion papers / CEPR
7
Emerging markets, finance and trade : EMFT
7
Finance and economics discussion series
7
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
7
NBER Working Paper
7
Working paper series / Czech National Bank
7
Working papers
7
Discussion paper / Tinbergen Institute
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Document de travail
6
Journal of applied econometrics
6
Journal of international economics
6
Ruhr economic papers
6
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
27
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR
Ganiko, Gustavo
;
Jiménez, Alvaro
-
2023
-
Primera edición
Persistent link: https://www.econbiz.de/10014321477
Saved in:
3
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
4
The real effects of financial uncertainty shocks: a daily identification approach
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2021
Persistent link: https://www.econbiz.de/10012583879
Saved in:
5
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
6
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:
7
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:
8
Macroeconomic effects of loan supply shocks: empirical evidence for Peru
Martínez, Jefferson
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435634
Saved in:
9
Bridge Proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency
Vicondoa, Alejandro
;
Gazzan, Andrea
-
2020
Persistent link: https://www.econbiz.de/10012252220
Saved in:
10
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
11
The role of loan supply shocks in Pacific Alliance countries: a TVP-VAR-SV
Guevara, Carlos
;
Rodriguez, Gabriel
-
2018
Persistent link: https://www.econbiz.de/10012055963
Saved in:
12
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:
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
Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
Nilavongse, Rachatar
;
Rubaszek, Michał
;
Uddin, …
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500366
Saved in:
15
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:
16
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
17
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:
18
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:
19
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:
20
Do fiscal spending news shocks generate financial spillovers?
Ong, Kian
- In:
Economics letters
164
(
2018
),
pp. 46-49
Persistent link: https://www.econbiz.de/10011939932
Saved in:
21
The dynamic impact of macroeconomic news on long-term inflation expectations
Hachula, Michael
;
Nautz, Dieter
- In:
Economics letters
165
(
2018
),
pp. 39-43
Persistent link: https://www.econbiz.de/10011973823
Saved in:
22
Economic policy uncertainty and unemployment in the United States : a nonlinear approach
Caggiano, Giovanni
;
Castelnuovo, Efrem
;
Figueres, Juan …
- In:
Economics letters
151
(
2017
),
pp. 31-34
Persistent link: https://www.econbiz.de/10011742127
Saved in:
23
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:
24
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:
25
Estimating the effects of macroprudential policy shocks : a Qual VAR approach
Tillmann, Peter
- In:
Economics letters
135
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011434720
Saved in:
26
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:
27
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->