//--> //--> //--> //-->
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:"IMF working paper"
~isPartOf:"Journal of money, credit and banking : JMCB"
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 autoregressive model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
VAR model
82
VAR-Modell
82
Schock
29
Shock
29
Geldpolitik
28
Monetary policy
28
USA
24
United States
24
Estimation
16
Inflation
16
Schätzung
16
Theorie
11
Theory
11
Bayes-Statistik
10
Bayesian inference
10
Business cycle
10
Konjunktur
10
Geldpolitische Transmission
8
Monetary transmission
8
Business cycle synchronization
7
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
EU countries
7
EU-Staaten
7
Forecasting model
7
Konjunkturzusammenhang
7
Prognoseverfahren
7
Bruttoinlandsprodukt
6
Euro area
6
Eurozone
6
Gross domestic product
6
Volatility
6
Volatilität
6
Japan
5
Phillips curve
5
Phillips-Kurve
5
Spillover effect
5
Spillover-Effekt
5
Welt
5
World
5
more ...
less ...
Online availability
All
Free
34
Undetermined
6
Type of publication
All
Article
45
Book / Working Paper
37
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Arbeitspapier
33
Working Paper
33
Graue Literatur
32
Non-commercial literature
32
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
82
Author
All
Berger, Helge
4
Mumtaz, Haroon
4
Österholm, Pär
4
Peersman, Gert
3
Bayoumi, Tamim A.
2
Choi, Woon Gyu
2
Eickmeier, Sandra
2
Gambetti, Luca
2
Lanne, Markku
2
Matheron, Julien
2
Stavrev, Emil
2
Straub, Roland
2
Swiston, Andrew
2
Tanner, Evan
2
Wen, Yi
2
Abbate, Angela
1
Abrego, Lisandro E.
1
Almounsor, Abdullah
1
Alturki, Fahad
1
Avouyi-Dovi, Sanvi
1
Barakchian, S. Mahdi
1
Barrera, Natalia
1
Belongia, Michael T.
1
Benati, Luca
1
Bokil, Madhavi
1
Bordon, Anna Rose
1
Born, Benjamin
1
Bouakez, Hafedh
1
Brunner, Allan D.
1
Buch, Claudia M.
1
Bui, Trung
1
Canova, Fabio
1
Carriero, Andrea
1
Cashin, Paul A.
1
Chang, Yongsung
1
Cheng, Kevin C.
1
Christofides, Charalambos A.
1
Christofides, Charlambos A.
1
Ciccarelli, Matteo
1
Cover, James Peery
1
more ...
less ...
Institution
All
Internationaler Währungsfonds / European Department <1>
1
Published in...
All
IMF working paper
Journal of money, credit and banking : JMCB
Applied economics
193
Economic modelling
193
Working paper
179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
157
Discussion paper / Centre for Economic Policy Research
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
Journal of economic dynamics & control
99
Working paper / National Bureau of Economic Research, Inc.
90
International journal of forecasting
89
Journal of macroeconomics
86
Applied economics letters
85
NBER working paper series
85
ECB Working Paper
83
Macroeconomic dynamics
80
Discussion papers / CEPR
77
Journal of applied econometrics
75
International Journal of Energy Economics and Policy : IJEEP
73
NBER Working Paper
69
Discussion papers / Deutsches Institut für Wirtschaftsforschung
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
Discussion paper
67
International review of economics & finance : IREF
67
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
52
Finance research letters
48
IMF Working Paper
48
Journal of forecasting
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
47
Working paper / Norges Bank
45
more ...
less ...
Source
All
ECONIS (ZBW)
82
Showing
1
-
50
of
82
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
Saved in:
2
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
3
Population aging and international monetary transmission
Kim, Myunghyun
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 279-304
Persistent link: https://www.econbiz.de/10014483213
Saved in:
4
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
Saved in:
5
News shocks, business cycles, and the disinflation puzzle
Bouakez, Hafedh
;
Kemoe, Laurent
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2115-2151
Persistent link: https://www.econbiz.de/10014436139
Saved in:
6
Heterogeneity in euro area monetary policy transmission : results from a large multicountry BVAR model
Mandler, Martin
;
Scharnagl, Michael
;
Volz, Ute
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 627-649
Persistent link: https://www.econbiz.de/10013167491
Saved in:
7
Expectation-driven cycles and the changing dynamics of unemployment
D'Agostino, Antonello
;
Mendicino, Caterina
;
Puglisi, …
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
7
,
pp. 2173-2191
Persistent link: https://www.econbiz.de/10013466627
Saved in:
8
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
9
House prices and government spending shocks
Khan, Hashmat
;
Reza, Abeer
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1247-1271
Persistent link: https://www.econbiz.de/10011946596
Saved in:
10
The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela
;
Eickmeier, Sandra
;
Lemke, Wolfgang
; …
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
4
,
pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
Saved in:
11
Money and output : Friedman and Schwartz revisited
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1223-1266
Persistent link: https://www.econbiz.de/10011707922
Saved in:
12
Inflation dynamics in Yemen : an empirical analysis
Almounsor, Abdullah
-
2010
Persistent link: https://www.econbiz.de/10008666094
Saved in:
13
Spillovers to Central America in light of the crisis : what a difference a year makes
Swiston, Andrew
-
2010
Persistent link: https://www.econbiz.de/10003963204
Saved in:
14
Monetary policy transmission in Mauritius using a VAR analysis
Tsangarides, Charalambos
-
2010
Persistent link: https://www.econbiz.de/10003963208
Saved in:
15
Monetary policy matters : new evidence bases on a new shock measure
Barakchian, S. Mahdi
;
Crowe, Christopher
-
2010
Persistent link: https://www.econbiz.de/10009405453
Saved in:
16
The transmission mechanism in Armenia : new evidence from a regime switching VAR analysis
Bordon, Anna Rose
;
Weber, Anke
-
2010
Persistent link: https://www.econbiz.de/10009405998
Saved in:
17
Deconstructing the international business cycle : why does a U.S. sneeze give the rest of the world a cold?
Bayoumi, Tamim A.
;
Bui, Trung
-
2010
Persistent link: https://www.econbiz.de/10009406837
Saved in:
18
The linkage between the oil and the non-oil sectors : a panel VAR approach
Klein, Nir
-
2010
Persistent link: https://www.econbiz.de/10003989372
Saved in:
19
The impact of the global crisis on Canada : what do macro-financial linkages tell us?
Duttagupta, Rupa
;
Barrera, Natalia
-
2010
Persistent link: https://www.econbiz.de/10003949618
Saved in:
20
Inflation in Tajikistan : forecasting analysis and monetary policy challenges
Alturki, Fahad
;
Vtyurina, Svetlana
-
2010
Persistent link: https://www.econbiz.de/10003949755
Saved in:
21
Dissecting Taylor rules in a structural VAR
Choi, Woon Gyu
;
Wen, Yi
-
2010
Persistent link: https://www.econbiz.de/10003949762
Saved in:
22
The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Carriero, Andrea
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
6
,
pp. 1223-1238
Persistent link: https://www.econbiz.de/10011345073
Saved in:
23
Regional financial spillovers across Europe : a global VAR analysis
Galesi, Alessandro
;
Sgherri, Silvia
-
2009
Persistent link: https://www.econbiz.de/10003830918
Saved in:
24
Macroeconomic fluctuations in the Caribbean : the role of climatic and external shocks
Sosa, Sebastián
;
Cashin, Paul A.
-
2009
Persistent link: https://www.econbiz.de/10003884397
Saved in:
25
The role of financial variables in predicting economic activity in the euro area
Espinoza, Raphael
;
Fornari, Fabio
;
Lombardi, Marco
-
2009
Persistent link: https://www.econbiz.de/10003920376
Saved in:
26
Does money growth Granger-cause inflation in the Euro area? : evidence from out-of-sample forecasts using Bayesian VARs
Berger, Helge
;
Österholm, Pär
-
2008
Persistent link: https://www.econbiz.de/10003700837
Saved in:
27
Credit cyclicality in Chile : a cross-country perspective
Söderling, Ludvig
-
2008
Persistent link: https://www.econbiz.de/10003700859
Saved in:
28
Does money matter for U.S. inflation? : evidence from Bayesian VARs
Berger, Helge
;
Österholm, Pär
-
2008
Persistent link: https://www.econbiz.de/10003701249
Saved in:
29
Spillovers to Ireland
Kanda, Daniel
-
2008
Persistent link: https://www.econbiz.de/10003667552
Saved in:
30
External linkages and economic growth in Colombia : insights from a Bayesian VAR model
Abrego, Lisandro E.
;
Österholm, Pär
-
2008
Persistent link: https://www.econbiz.de/10003674705
Saved in:
31
The information content of money in forecasting euro area inflation
Berger, Helge
;
Stavrev, Emil
-
2008
Persistent link: https://www.econbiz.de/10003751762
Saved in:
32
The ECB's monetary analysis revisited
Berger, Helge
;
Harjes, Thomas
;
Stavrev, Emil
-
2008
Persistent link: https://www.econbiz.de/10003751793
Saved in:
33
Analyzing determinants of inflation when there are data limitations : the case of Sierra Leone
Gottschalk, Jan
;
Kalonji, Kadima
;
Miyajima, Ken
-
2008
Persistent link: https://www.econbiz.de/10003821898
Saved in:
34
Credit indicators as predictors of economic activity : a real-time VAR analysis
Kishor, N. Kundan
;
Koenig, Evan F.
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 545-564
Persistent link: https://www.econbiz.de/10010464063
Saved in:
35
The effects of oil price uncertainty on global real economic activity
Jo, Soojin
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1113-1135
Persistent link: https://www.econbiz.de/10010466643
Saved in:
36
The effectiveness of unconventional monetary policy at the zero lower bound : a cross-country analysis
Gambacorta, Leonardo
;
Hofmann, Boris
;
Peersman, Gert
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
4
,
pp. 615-642
Persistent link: https://www.econbiz.de/10010466747
Saved in:
37
Macroeconomic factors and microlevel bank behavior
Buch, Claudia M.
;
Eickmeier, Sandra
;
Prieto, Esteban
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
4
,
pp. 715-751
Persistent link: https://www.econbiz.de/10010466885
Saved in:
38
Fiskal stimulus in times of high debt : reconsidering multipliers and twin deficits
Nickel, Christiane
;
Tudyka, Andreas
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
7
,
pp. 1313-1344
Persistent link: https://www.econbiz.de/10010468728
Saved in:
39
The effect of external conditions on growth in Latin America
Österholm, Pär
;
Zettelmeyer, Jeromin
-
2007
Persistent link: https://www.econbiz.de/10003538777
Saved in:
40
Foreign entanglements : estimating the source and size of spillovers across industrial countries
Bayoumi, Tamim A.
;
Swiston, Andrew
-
2007
Persistent link: https://www.econbiz.de/10003538858
Saved in:
41
Asset prices, news shocks, and the trade balance
Fratzscher, Marcel
;
Straub, Roland
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1211-1251
Persistent link: https://www.econbiz.de/10010197469
Saved in:
42
How to solve the price puzzle? : a meta-analysis
Rusnak, Marek
;
Havránek, Tomáš
;
Horváth, Roman
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10009715116
Saved in:
43
Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions
Jang, Kyungho
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
2/3
,
pp. 465-476
Persistent link: https://www.econbiz.de/10009759303
Saved in:
44
The impact of the volatility of monetary policy shocks
Mumtaz, Haroon
;
Zanetti, Francesco
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 535-558
Persistent link: https://www.econbiz.de/10009759999
Saved in:
45
The bank lending channel : a FAVAR analysis
Dave, Chetan
;
Dressler, Scott J.
;
Zhang, Lei
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
8
,
pp. 1705-1720
Persistent link: https://www.econbiz.de/10010344561
Saved in:
46
The role of seasonality and monetary policy in inflation forecasting
Kumah, Francis Y.
-
2006
Persistent link: https://www.econbiz.de/10003370836
Saved in:
47
Putting the new Keynesian model to a test
Peersman, Gert
;
Straub, Roland
-
2006
Persistent link: https://www.econbiz.de/10003348261
Saved in:
48
Probabilistic sustainability of public debt : a vector autoregression approach for Brazil, Mexico and Turkey
Tanner, Evan
;
Samake, Issouf
-
2006
Persistent link: https://www.econbiz.de/10003415910
Saved in:
49
Three attempts at inflation forecasting in Pakistan
Bokil, Madhavi
;
Schimmelpfennig, Axel
-
2005
Persistent link: https://www.econbiz.de/10003091433
Saved in:
50
Government spending shocks in quarterly and annual time series
Born, Benjamin
;
Müller, Gernot J.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
2/3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10009575284
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->