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subject:"Shock"
~isPartOf:"CAMA working paper series"
~subject:"Prognoseverfahren"
~subject:"SVAR"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Prognoseverfahren
SVAR
VAR model
114
VAR-Modell
114
Schock
47
Estimation
38
Schätzung
38
Theorie
28
Theory
28
Bayes-Statistik
27
Bayesian inference
27
USA
27
United States
27
Geldpolitik
22
Monetary policy
22
Business cycle
20
Konjunktur
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Oil price
20
Volatility
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Volatilität
20
Ölpreis
20
Risiko
19
Risk
19
Time series analysis
19
Zeitreihenanalyse
19
Impact assessment
18
Wirkungsanalyse
18
Forecasting model
15
Welt
14
World
14
Stochastic process
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Stochastischer Prozess
11
Economic growth
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9
Australia
8
Australien
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Bruttoinlandsprodukt
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Estimation theory
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English
62
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Chan, Joshua
8
Fry-McKibbin, Renée
6
Kang, Wensheng
6
Ratti, Ronald A.
6
Castelnuovo, Efrem
5
Caggiano, Giovanni
4
Vespignani, Joaquin
4
Bao Hoang Nguyen
3
Haque, Qazi
3
Jacobi, Liana
3
Koop, Gary
3
Mohaddes, Kamiar
3
Paccagnini, Alessia
3
Poon, Aubrey
3
Yoon, Kyung Hwan
3
Zhu, Dan
3
Chudik, Alexander
2
Comunale, Mariarosaria
2
Cross, Jamie L.
2
Dungey, Mardi H.
2
Görtz, Christoph
2
Hou, Chenghan
2
Karagedikli, Özer
2
Magnusson, Leandro M.
2
Pagan, Adrian R.
2
Parla, Fabio
2
Pesaran, M. Hashem
2
Raghavan, Mala
2
Raissi, Mehdi
2
Ryan, Michael
2
Souza, Rodrigo da Silva
2
Trung Duc Tran
2
Volkov, V. V.
2
Aljabri, Salwa
1
Andreasen, Martin Møller
1
Bhattarai, Saroj
1
Bloom, Nicholas
1
Burrell, Hamish
1
Cashin, Paul A.
1
Chatterjee, Arpita
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CAMA working paper series
Working paper
93
Economic modelling
91
Applied economics
88
Energy economics
87
International journal of forecasting
84
Working paper series / European Central Bank
84
Economics letters
70
CESifo working papers
66
Discussion paper / Centre for Economic Policy Research
66
Discussion papers / CEPR
60
Journal of international money and finance
59
Journal of macroeconomics
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of economic dynamics & control
50
ECB Working Paper
43
Journal of applied econometrics
43
Journal of monetary economics
40
Journal of forecasting
39
Applied economics letters
38
International review of economics & finance : IREF
38
NBER working paper series
38
Discussion papers / Deutsches Institut für Wirtschaftsforschung
37
Journal of econometrics
37
Macroeconomic dynamics
37
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34
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33
IMF working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
European economic review : EER
31
Working paper / National Bureau of Economic Research, Inc.
31
Working paper series
31
Journal of money, credit and banking : JMCB
28
The North American journal of economics and finance : a journal of financial economics studies
27
International Journal of Energy Economics and Policy : IJEEP
26
Temi di discussione / Banca d'Italia
23
Working paper series / Czech National Bank
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Federal Reserve Bank of Cleveland working paper series
22
Finance research letters
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ECONIS (ZBW)
62
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1
Dynamic effects of weather shocks on production in European economies
Colombo, Daniele
;
Ferrara, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014519065
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2
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
-
2023
Persistent link: https://www.econbiz.de/10014266763
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3
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
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4
Revisiting the monetary transmission mechanism through an industry-level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014517169
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5
What drives inventory accumulation? : news on rates of return and marginal costs
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
-
2022
Persistent link: https://www.econbiz.de/10013478647
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6
Shock persistence, uncertainty and news-driven business cycles
Lee, Kevin
;
Shields, Kalvinder K.
;
Turnip, Guido
-
2022
Persistent link: https://www.econbiz.de/10013465756
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7
Effect of remittances on the macroeconomy : a structural VAR study of Nepal
Dahal, Sudyumna
-
2022
Persistent link: https://www.econbiz.de/10013466052
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8
Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller
;
Caggiano, Giovanni
; …
-
2021
Persistent link: https://www.econbiz.de/10012664059
Saved in:
9
Oil prices and fiscal policy in an oil-exporter country : empirical evidence from Oman
Aljabri, Salwa
;
Raghavana, Mala
;
Vespignani, Joaquin
-
2021
Persistent link: https://www.econbiz.de/10012664106
Saved in:
10
How do oil shocks transmit through the U.S. economy? : evidence from a large BVAR model with stochasticvolatility
Fry-McKibbin, Renée
;
Zhu, Beili
-
2021
Persistent link: https://www.econbiz.de/10012585905
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