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subject:"Shock"
~isPartOf:"CAMA working paper series"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Prognoseverfahren
VAR model
114
VAR-Modell
114
Schock
47
Estimation
38
Schätzung
38
Theorie
28
Theory
28
Bayes-Statistik
27
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22
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Oil price
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19
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Welt
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Chan, Joshua
8
Kang, Wensheng
6
Ratti, Ronald A.
6
Castelnuovo, Efrem
5
Fry-McKibbin, Renée
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
Görtz, Christoph
2
Hou, Chenghan
2
Karagedikli, Özer
2
Magnusson, Leandro M.
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
Aljabri, Salwa
1
Andreasen, Martin Møller
1
Bhattarai, Saroj
1
Bloom, Nicholas
1
Burrell, Hamish
1
Cashin, Paul A.
1
Chatterjee, Arpita
1
Choi, Sangyup
1
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1
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CAMA working paper series
Working paper
97
Applied economics
86
Economic modelling
86
Energy economics
86
International journal of forecasting
84
Working paper series / European Central Bank
83
Economics letters
69
CESifo working papers
66
Discussion paper / Centre for Economic Policy Research
66
Discussion papers / CEPR
60
Journal of international money and finance
58
Journal of economic dynamics & control
53
Journal of macroeconomics
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
ECB Working Paper
43
Journal of applied econometrics
43
Journal of monetary economics
40
Journal of forecasting
39
Applied economics letters
37
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37
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37
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36
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36
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34
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32
European economic review : EER
31
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31
Working paper series
30
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
Finance research letters
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Temi di discussione / Banca d'Italia
23
Working paper series / Czech National Bank
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
22
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
23
News shocks under financial frictions
Görtz, Christoph
;
Tsoukalas, John D.
;
Zanetti, Francesco
-
2020
Persistent link: https://www.econbiz.de/10012534285
Saved in:
24
Fiscal policy shocks and international spillovers
Ilori, Ayobami E.
;
Paez-Farrell, Juan
;
Thoenissen, Christoph
-
2020
Persistent link: https://www.econbiz.de/10012534293
Saved in:
25
Uncertainty shocks and inflation dynamics inthe U.S.
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012534337
Saved in:
26
Three questions regarding impulse responses and their interpretation found from sign restrictions
Ouliaris, Sam
;
Pagan, Adrian R.
-
2020
Persistent link: https://www.econbiz.de/10012542273
Saved in:
27
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
28
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
29
Uncertainty and sign-dependent effects of oil market shocks
Bao Hoang Nguyen
;
Okimoto, Tatsuyoshi
;
Trung Duc Tran
-
2019
Persistent link: https://www.econbiz.de/10012223673
Saved in:
30
An analysis of the global oil market using SVARMA models
Raghavan, Mala
-
2019
Persistent link: https://www.econbiz.de/10012223759
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