//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of applied econometrics"
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
A vector autoregressive analys...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
87
VAR-Modell
87
Theorie
42
Theory
42
Schock
32
Shock
32
Estimation
29
Schätzung
29
USA
29
United States
29
Forecasting model
26
Prognoseverfahren
26
Macroeconometrics
23
Makroökonometrie
23
Bayes-Statistik
18
Bayesian inference
18
Oil price
15
Ölpreis
15
Geldpolitik
14
Monetary policy
14
Volatility
13
Volatilität
13
Estimation theory
12
Schätztheorie
12
Time series analysis
12
Welt
12
World
12
Zeitreihenanalyse
12
Economic forecast
10
Großbritannien
10
Impact assessment
10
United Kingdom
10
Wirkungsanalyse
10
Wirtschaftsprognose
10
Business cycle
9
Konjunktur
9
Oil market
8
Ölmarkt
8
Cointegration
6
Inflation
6
more ...
less ...
Online availability
All
Undetermined
41
Free
11
CC license
1
Type of publication
All
Article
120
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
121
Author
All
Marcellino, Massimiliano
8
Carriero, Andrea
5
Clark, Todd E.
5
Huber, Florian
4
Kilian, Lutz
4
Koop, Gary
4
Pesaran, M. Hashem
4
Galvão, Ana Beatriz C.
3
Aastveit, Knut Are
2
Baumeister, Christiane
2
Billio, Monica
2
Bjørnland, Hilde Christiane
2
Caggiano, Giovanni
2
Casarin, Roberto
2
Castelnuovo, Efrem
2
D'Agostino, Antonello
2
Davis, E. Philip
2
Foroni, Claudia
2
Gambetti, Luca
2
Giannone, Domenico
2
Hall, Stephen G.
2
Lanne, Markku
2
Lubik, Thomas A.
2
Luoto, Jani
2
McCracken, Michael W.
2
Peersman, Gert
2
Shin, Yongcheol
2
Surico, Paolo
2
Wallis, Kenneth Frank
2
Warne, Anders
2
Wickens, Michael R.
2
Wolters, Maik H.
2
Adebayo, Samson B.
1
Ahelegbey, Daniel Felix
1
Alquist, Ron
1
Altissimo, Filippo
1
Anttonen, Jetro
1
Anzuini, Alessio
1
Artis, Michael J.
1
Assenmacher, Katrin
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Energy economics
1,209
International Journal of Energy Economics and Policy : IJEEP
643
The Nigerian journal of economic and social studies
617
Economic modelling
543
Applied economics
371
Working paper
364
NBER working paper series
271
Discussion paper / Centre for Economic Policy Research
269
CESifo working papers
265
The energy journal
263
IMF working papers
261
Working paper series / European Central Bank
261
Economics letters
239
ECB Working Paper
238
NBER Working Paper
234
Working paper / National Bureau of Economic Research, Inc.
228
Finance research letters
196
Journal of international money and finance
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
195
Journal of policy modeling : JPMOD ; a social science forum of world issues
195
International journal of economics and financial issues : IJEFI
188
Journal of economic dynamics & control
181
International review of economics & finance : IREF
180
OPEC review : energy economics and related issues
172
The Indian journal of economics
168
CAMA working paper series
167
Applied economics letters
166
CBN journal of applied statistics
165
Journal of econometrics
164
International journal of economics and finance
159
OPEC energy review
154
Discussion papers / CEPR
151
Discussion paper
148
International journal of forecasting
144
Journal of macroeconomics
143
IMF working paper
135
The North American journal of economics and finance : a journal of financial economics studies
133
The Journal of energy and development
126
Macroeconomic dynamics
122
more ...
less ...
Source
All
ECONIS (ZBW)
121
Showing
1
-
10
of
121
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The shale oil boom and the US economy : spillovers and time-varying effects
Bjørnland, Hilde Christiane
;
Skretting, Julia
- In:
Journal of applied econometrics
39
(
2024
)
6
,
pp. 1000-1020
Persistent link: https://www.econbiz.de/10015156817
Saved in:
2
The shale oil revolution and the global oil supply curve
Foroni, Claudia
;
Stracca, Livio
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 370-387
Persistent link: https://www.econbiz.de/10014287993
Saved in:
3
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
4
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
5
The role of time-varying price elasticities in accounting for volatility changes in the crude oil market
Baumeister, Christiane
;
Peersman, Gert
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1087-1109
Persistent link: https://www.econbiz.de/10010351083
Saved in:
6
Macroeconomic effects of precautionary demand for oil
Anzuini, Alessio
;
Pagano, Patrizio
;
Pisani, Massimiliano
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 968-986
Persistent link: https://www.econbiz.de/10011431679
Saved in:
7
Disentangling demand and supply shocks in the crude oil market : how to check sign restrictions in structural VARs
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 479-496
Persistent link: https://www.econbiz.de/10010414883
Saved in:
8
Comparing SVARs and SEMs : two models of the UK economy
Jacobs, Jan
;
Wallis, Kenneth Frank
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 209-228
Persistent link: https://www.econbiz.de/10002729098
Saved in:
9
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->