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subject:"VAR model"
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Search: subject_exact:"Vector autoregression"
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VAR model
VAR-Modell
13,294
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Lütkepohl, Helmut
157
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120
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98
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96
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93
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83
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81
Kilian, Lutz
79
Koop, Gary
78
Huber, Florian
71
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69
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67
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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
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86
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13
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11
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8
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4
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4
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Svenska Handelshögskolan <Helsinki>
2
Türkiye Cumhuriyet Merkez Bankası
2
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193
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193
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179
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177
Economics letters
165
Energy economics
156
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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
114
IMF working papers
112
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99
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90
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89
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86
Applied economics letters
85
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85
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83
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80
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76
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75
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73
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69
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68
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68
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68
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67
International review of economics & finance : IREF
67
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60
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52
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48
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48
Journal of forecasting
48
European economic review : EER
47
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47
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47
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45
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ECONIS (ZBW)
13,275
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13201
Some empirical evidence on the effects of monetary policy shocks on exchange rates
Eichenbaum, Martin S.
-
1993
Persistent link: https://www.econbiz.de/10000857445
Saved in:
13202
Reexamining intraday simultaneity in stock index futures markets
Koch, Paul Douglas
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1191-1205
Persistent link: https://www.econbiz.de/10001156856
Saved in:
13203
Dinamica de la inflacion : Un analisis econometrico del ajuste heterodoxo mexicano
Arellano Cadena, Rogelio
- In:
Estudios económicos
8
(
1993
)
2
,
pp. 247-261
Persistent link: https://www.econbiz.de/10001159777
Saved in:
13204
Cointegration and time-varying parameters : a comment
Honohan, Patrick
- In:
European economic review : EER
37
(
1993
)
6
,
pp. 1279-1281
Persistent link: https://www.econbiz.de/10001146928
Saved in:
13205
Evolutionary economic reform and policy issues : a structural VAR approach
Blangiewicz, Maria
;
Charemza, Wojciech W.
-
1993
Persistent link: https://www.econbiz.de/10000142701
Saved in:
13206
VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Jusélius, Katarina
-
1993
Persistent link: https://www.econbiz.de/10000867747
Saved in:
13207
Inference in cointegrated var systems
Warne, Anders
-
1993
Persistent link: https://www.econbiz.de/10013359818
Saved in:
13208
Growth and trade liberalisation debate in Australia : a var analysis
Karunaratne, N. D.
-
1992
Persistent link: https://www.econbiz.de/10000136199
Saved in:
13209
BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Uhlig, Harald
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000844109
Saved in:
13210
How important are monetary and fiscal policy in explaining postwar aggregate US data? : A vector autoregressive approach
Kretzmer, Peter E.
-
1992
Persistent link: https://www.econbiz.de/10000845720
Saved in:
13211
Growth and trade liberalisation debate in Australia : a VAR analysis
Karunaratne, Neil Dias
-
1992
Persistent link: https://www.econbiz.de/10000848428
Saved in:
13212
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.
;
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000853659
Saved in:
13213
Forecasting the Swedish unemployment rate : VAR vs. tranfer function modelling
Edlund, Per-Olov
;
Karlsson, Sune
-
1992
Persistent link: https://www.econbiz.de/10000835356
Saved in:
13214
Forecasting exchange rate for the Australian dollar vis-a-vis US dollar : time series vs structural models
Hoque, Asraul
;
Latif, Abdul
-
1992
Persistent link: https://www.econbiz.de/10000836573
Saved in:
13215
Forecasting the federal budget with time-series models
Baghestani, Hamid
- In:
Journal of forecasting
11
(
1992
)
2
,
pp. 127-139
Persistent link: https://www.econbiz.de/10001136598
Saved in:
13216
On the formation of expected inflation under various conditions : some survey evidence
Baghestani, Hamid
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001124146
Saved in:
13217
Dynamic relationships among regional and nationwide manufacturing
Wozniak, Gregory D.
- In:
Growth and change : a journal of urban and regional policy
23
(
1992
)
1
,
pp. 16-36
Persistent link: https://www.econbiz.de/10001124248
Saved in:
13218
Encompassing univariate models in multivariate time series : a case study
Maravall, Agustín
;
Mathis, Alexandre
-
1992
Persistent link: https://www.econbiz.de/10000142896
Saved in:
13219
Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419681
Saved in:
13220
Macroeconomic shocks, the ERM and tri-polarity
Bayoumi, Tamim A.
;
Taylor, Mark P.
-
1992
Persistent link: https://www.econbiz.de/10013421658
Saved in:
13221
Inference in vector autoregressions with integrated time series
Warne, Anders
-
1991
Persistent link: https://www.econbiz.de/10000108889
Saved in:
13222
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000829595
Saved in:
13223
Inference in vector autoregression with integrated time series
Warne, Anders
-
1991
Persistent link: https://www.econbiz.de/10000813953
Saved in:
13224
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
13225
Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín
;
Mathis, Alexandre
-
1991
Persistent link: https://www.econbiz.de/10000825970
Saved in:
13226
Vector autoregression and causality
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828076
Saved in:
13227
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
13228
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828952
Saved in:
13229
Predicting the monthly and annual current account balance from provisional data
Bewley, Ronald A.
- In:
The economic record : er
67
(
1991
)
199
,
pp. 317-330
Persistent link: https://www.econbiz.de/10001118325
Saved in:
13230
Osservazione empirica e analisi economica : esperienze di indagine sulle fluttuazioni cicliche
Onofri, Paolo
- In:
Politica economica : rivista di studi e ricerche per la …
7
(
1991
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10001125816
Saved in:
13231
Defence spending and economic performance in the United States : some structural VAR evidence
Paek, Ŭng-gi
- In:
Defence economics : the political economy of defence …
2
(
1991
)
3
,
pp. 251-264
Persistent link: https://www.econbiz.de/10001154979
Saved in:
13232
Codependence in a VAR framework
Kugler, Peter
;
Schwendener, Peter
-
1990
-
rev
Persistent link: https://www.econbiz.de/10000129212
Saved in:
13233
Employment in UK manufacturing : a vector autoregression
MacDonald, Ronald
;
Murphy, P. D.
-
1990
Persistent link: https://www.econbiz.de/10000130983
Saved in:
13234
A variance decomposition for stock returns
Campbell, John Y.
-
1990
Persistent link: https://www.econbiz.de/10000784199
Saved in:
13235
Codependence in a VAR framework
Kugler, Peter
;
Schwendener, Peter
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000810459
Saved in:
13236
Exchange rate volatility and US multilateral trade flows
Lastrapes, William Dean
- In:
Journal of macroeconomics
12
(
1990
)
3
,
pp. 341-362
Persistent link: https://www.econbiz.de/10001088907
Saved in:
13237
Manufacturing output indexes for a metropolitan area : a look at new economic indicators
Wozniak, Gregory D.
- In:
Growth and change : a journal of urban and regional policy
21
(
1990
)
3
,
pp. 61-76
Persistent link: https://www.econbiz.de/10001094006
Saved in:
13238
Forecasting with Bayesian vector autoregressions
Kadiyala, K. Rao
;
Karlsson, Sune
-
1989
Persistent link: https://www.econbiz.de/10000789198
Saved in:
13239
Estimating sources of fluctuations in the Australian wool market : an application of VAR methods
Myers, Robert J.
;
Piggott, Ronald Roy
;
Tomek, William G.
-
1989
Persistent link: https://www.econbiz.de/10000793740
Saved in:
13240
The determinants of fixed investment over the business cycle : some time series evidence
Abdullah, Dewan A.
- In:
Journal of macroeconomics
11
(
1989
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001089324
Saved in:
13241
International transmission of stock market movements
Eun, Cheol S.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10001067209
Saved in:
13242
Oil and the macroeconomy when prices go up and down : an extension of Hamilton's results
Mork, Knut Anton
- In:
Journal of political economy
97
(
1989
)
3
,
pp. 740-744
Persistent link: https://www.econbiz.de/10001067307
Saved in:
13243
An empirical analysis of interregional price linkages
Mjelde, James W.
- In:
Journal of regional science
29
(
1989
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10001067711
Saved in:
13244
Time series analysis of Japanese manufacturing industry
Miyashita, Hiroshi
- In:
KSU economic and business review
16
(
1989
),
pp. 23-34
Persistent link: https://www.econbiz.de/10001075972
Saved in:
13245
Predicting the monthly and annual current account balance from provisional data
Bewley, Ronald
;
Fisher, Lance
;
Parry, Thomas
-
1988
Persistent link: https://www.econbiz.de/10000127255
Saved in:
13246
VAR forecasting models of the Australian economy : a preliminary analysis
Trevor, Robert G.
;
Thorp, Susan
-
1988
Persistent link: https://www.econbiz.de/10000751919
Saved in:
13247
Predicting the monthly and annual current account balance : from provisional data
Bewley, Ronald A.
;
Fisher, Lance A.
;
Parry, Thomas T.
-
1988
Persistent link: https://www.econbiz.de/10000758921
Saved in:
13248
A var analysis of economic interdependence : Canada, the United States and the rest of the world
Kuszczak, John
;
Murray, John D.
-
1987
Persistent link: https://www.econbiz.de/10000082962
Saved in:
13249
Vector autoregressions and reality
Runkle, David E.
-
1987
Persistent link: https://www.econbiz.de/10000723646
Saved in:
13250
An examination of farm sector real asset dynamics : 1910 - 85
Featherstone, Allen M.
- In:
American journal of agricultural economics
69
(
1987
)
3
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001034844
Saved in:
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