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accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Bayes-Statistik"
~subject:"VAR model"
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Bayes-Statistik
VAR model
Estimation
556
Schätzung
555
Theorie
147
Theory
147
Welt
68
World
68
Geldpolitik
65
Monetary policy
65
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Benati, Luca
3
Bresson, Georges
2
Lacroix, Guy
2
Marcellino, Massimiliano
2
Matthes, Christian
2
Morley, James C.
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Piribauer, Philipp
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of applied econometrics
Journal of monetary economics
Economic modelling
74
Economics letters
59
Applied economics
48
Journal of economic dynamics & control
48
Energy economics
40
Discussion papers / CEPR
39
Journal of international money and finance
36
Journal of macroeconomics
35
Journal of econometrics
33
The North American journal of economics and finance : a journal of financial economics studies
33
Discussion paper / Centre for Economic Policy Research
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics letters
29
Macroeconomic dynamics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
European economic review : EER
23
Finance research letters
22
International review of economics & finance : IREF
22
International journal of forecasting
21
Journal of banking & finance
15
International journal of finance & economics : IJFE
14
Journal of international economics
14
Open economies review
14
International review of financial analysis
12
Journal of quantitative economics
12
Economic systems
11
Journal of international financial markets, institutions & money
11
Research in international business and finance
10
The B.E. journal of macroeconomics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Econometric reviews
9
Emerging markets, finance and trade : EMFT
9
Journal of empirical finance
9
Structural change and economic dynamics : SC+ED
9
Jahrbücher für Nationalökonomie und Statistik
8
Journal of Asian economics
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ECONIS (ZBW)
86
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1
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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2
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
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3
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
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4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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5
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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6
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
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7
Oil price shocks and US unemployment : evidence from disentangling the duration of unemployment spells in the labor market
Alsalman, Zeina
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 479-511
Persistent link: https://www.econbiz.de/10014329060
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8
Key market identification, mechanism transmission, and extreme shock during the risk spillover process : an empirical study of the G20 FOREX markets
Zhou, Wei
;
Guo, Jin
;
Chen, Ning
;
Lu, Shuai
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2549-2582
Persistent link: https://www.econbiz.de/10014388965
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9
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
Saved in:
10
The effect of monetary policy on output using sign restriction VAR : evidence from South Africa and South Korea
Ndou, Eliphas
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1979-2003
Persistent link: https://www.econbiz.de/10014253739
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