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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:"VAR model"
~subject:"World"
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Search: subject_exact:"Estimation"
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VAR model
World
Estimation
556
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555
Theorie
147
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68
Geldpolitik
65
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65
Time series analysis
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Benati, Luca
4
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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
Discussion paper / Centre for Economic Policy Research
207
Energy economics
125
Economic modelling
118
Working paper / National Bureau of Economic Research, Inc.
112
Applied economics
104
Journal of international money and finance
98
Economics letters
91
Discussion papers / CEPR
83
International review of economics & finance : IREF
78
Finance research letters
73
Applied economics letters
69
The North American journal of economics and finance : a journal of financial economics studies
60
International review of financial analysis
44
Journal of international financial markets, institutions & money
42
Research in international business and finance
42
Journal of economic dynamics & control
39
Journal of macroeconomics
35
Open economies review
34
SpringerLink / Bücher
34
Journal of banking & finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
European economic review : EER
28
Economic systems
27
Journal of international economics
27
Macroeconomic dynamics
26
Emerging markets, finance and trade : EMFT
24
International journal of finance & economics : IJFE
23
Journal of empirical finance
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of forecasting
17
Journal of econometrics
17
Review of international economics
17
Structural change and economic dynamics : SC+ED
17
Defence and peace economics
16
European journal of political economy
16
International journal of economics and finance
16
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ECONIS (ZBW)
120
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
6
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
Saved in:
7
Does the shadow economy matter for tourism consumption? : new global evidence
Nguyen Phuc Canh
;
Binh Quang Nguyen
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 729-773
Persistent link: https://www.econbiz.de/10014329082
Saved in:
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
Saved in:
9
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:
10
The long-run determinants of redistribution : evidence from a panel of 47 countries in 1967-2014
Woo, Jaejoon
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1811-1860
Persistent link: https://www.econbiz.de/10014253726
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