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subject:"Shock"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Vector autoregressive model"
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Shock
VAR model
371
VAR-Modell
371
Schock
126
Estimation
114
Schätzung
114
Geldpolitik
103
Monetary policy
103
USA
69
United States
69
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64
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64
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58
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58
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53
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53
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46
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46
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36
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36
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34
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34
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32
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32
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30
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29
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Bashar, Omar Haider Mohammad Nazmul
3
Beaudry, Paul
3
Gupta, Rangan
3
Hur, Joonyoung
3
Allegret, Jean-Pierre
2
Catik, A. Nazif
2
De, Kuhelika
2
Dungey, Mardi H.
2
Eichenbaum, Martin S.
2
Filis, George
2
Gimet, Céline
2
Gomes, Fábio A.
2
Kwon, Dohyoung
2
Portier, Franck
2
Salisu, Afees A.
2
Sims, Eric R.
2
Soave, Gian Paulo
2
Stock, James H.
2
Watson, Mark W.
2
Abeysinghe, Tilak
1
Abid, Ilyes
1
Adibpour, Mehdi
1
Akbar, Farhan
1
Alfonso, António
1
Ali Ahmed, Huson Joher
1
Amir Ahmadi, Pooyan
1
An, Zhen
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Arampatzidis, Ioannis
1
Araújo, Eurilton
1
Atems, Bebonchu
1
Babeckij, Jan
1
Bacchiocchi, Emanuele
1
Bachmann, Ruediger
1
Badinger, Harald
1
Barakchian, S. Mahdi
1
Barros Júnior, Fernando Antônio de
1
Barsky, Robert B.
1
Bastianin, Andrea
1
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Applied economics letters
Economic modelling
Working paper / National Bureau of Economic Research, Inc.
Energy economics
74
Applied economics
68
Working paper
68
Working paper series / European Central Bank
59
Journal of international money and finance
56
Economics letters
54
CESifo working papers
53
Discussion papers / CEPR
49
CAMA working paper series
47
Journal of economic dynamics & control
46
Journal of macroeconomics
45
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42
Journal of monetary economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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35
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32
International review of economics & finance : IREF
31
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Journal of international economics
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Finance research letters
19
International Journal of Energy Economics and Policy : IJEEP
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Open economies review
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Temi di discussione / Banca d'Italia
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Working paper series / Czech National Bank
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Bank of England Working Paper
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ECONIS (ZBW)
126
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1
Intensity of labor shocks behind the changes in Brazilian hours worked during the pandemic
Silva, Nelson da
;
Caetano, Sidney Martins
- In:
Economic modelling
131
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014451199
Saved in:
2
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
3
The propagation of public health spending shocks
Atems, Bebonchu
;
Mette, Jehu
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 102-106
Persistent link: https://www.econbiz.de/10014448251
Saved in:
4
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
5
Sources of emerging market business cycles : an open-economy factor-augmented VAR approach
Hwang, Sun Ho
;
Kwon, Dohyoung
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1129-1135
Persistent link: https://www.econbiz.de/10014558723
Saved in:
6
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
7
The confidence channel of US financial uncertainty : evidence from industry-level data
Karaki, Mohamad B.
;
Rangaraju, Sandeep Kumar
- In:
Economic modelling
129
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014472145
Saved in:
8
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
9
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
10
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
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