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subject:"Shock"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Energy economics"
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Spillover effect
Zeitreihenanalyse
VAR model
241
VAR-Modell
241
Schock
123
Oil price
118
Ölpreis
118
Estimation
74
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59
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Forni, Mario
7
Gambetti, Luca
7
Marcellino, Massimiliano
7
Sala, Luca
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Gupta, Rangan
6
Kilian, Lutz
5
Carriero, Andrea
4
Clark, Todd E.
4
Baumeister, Christiane
3
Kang, Wensheng
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3
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Rossi, Barbara
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Cai, Yifei
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Cross, Jamie
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Discussion papers / CEPR
Energy economics
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77
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71
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51
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ECONIS (ZBW)
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51
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
52
Identifying monetary policy shocks using the central bank's information set
Bachmann, Ruediger
;
Sims, Eric R.
;
Hanisch, Isabel Goedl
-
2021
Persistent link: https://www.econbiz.de/10013188632
Saved in:
53
Portfolio rebalancing in times of stress
Fischer, Andreas M.
;
Greminger, Rafael P.
;
Grisse, Christian
-
2021
Persistent link: https://www.econbiz.de/10012435600
Saved in:
54
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
-
2021
Persistent link: https://www.econbiz.de/10012484579
Saved in:
55
Downside and upside uncertainty shocks
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012490267
Saved in:
56
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
57
What moves treasury yields?
Mönch, Emanuel
;
Soofi-Siavash, Soroosh
-
2021
Persistent link: https://www.econbiz.de/10012498409
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58
Unraveling the productivity paradox : evidence for Germany
Schmidt, Christoph M.
;
Feld, Lars P.
;
Christofzik, …
-
2021
Persistent link: https://www.econbiz.de/10012516396
Saved in:
59
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
Persistent link: https://www.econbiz.de/10012543257
Saved in:
60
The power of open-mouth policies
Lepetyuk, Vadym
;
Maliar, Lilia
;
Maliar, Serguei
; …
-
2021
Persistent link: https://www.econbiz.de/10012544215
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