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subject:"Shock"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~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
416
VAR-Modell
416
Schock
153
Monetary policy
129
Geldpolitik
128
Estimation
121
Schätzung
121
USA
81
United States
81
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74
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74
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57
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57
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56
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52
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46
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43
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38
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38
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34
Time series analysis
32
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32
Bayes-Statistik
31
Bayesian inference
31
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Kointegration
30
Oil price
29
Risiko
29
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126
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Bashar, Omar Haider Mohammad Nazmul
3
Beaudry, Paul
3
De, Kuhelika
3
Hur, Joonyoung
3
Allegret, Jean-Pierre
2
Catik, A. Nazif
2
Crespo Cuaresma, Jesús
2
Davidson, Sharada Nia
2
Dungey, Mardi H.
2
Eichenbaum, Martin S.
2
Filis, George
2
Fisher, Lance A.
2
Gimet, Céline
2
Hamilton, James D.
2
Huh, Hyeon-seung
2
Lastrapes, William Dean
2
Mallick, Sushanta Kumar
2
Portier, Franck
2
Serati, Massimiliano
2
Sims, Eric R.
2
Stock, James H.
2
Venegoni, Andrea
2
Watson, Mark W.
2
Aastveit, Knut Are
1
Abeysinghe, Tilak
1
Abid, Ilyes
1
Adibpour, Mehdi
1
Akbar, Farhan
1
Ali Ahmed, Huson Joher
1
Amir Ahmadi, Pooyan
1
An, Lian
1
Antonakakis, Nikolaos
1
Arampatzidis, Ioannis
1
Araújo, Eurilton
1
Artis, Michael J.
1
Asdrubali, Pierfederico
1
Babeckij, Jan
1
Bacchiocchi, Emanuele
1
Bachmann, Ruediger
1
Badinger, Harald
1
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Economic modelling
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
Energy economics
74
Applied economics
68
Working paper
68
Working paper series / European Central Bank
59
Economics letters
54
CESifo working papers
53
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49
CAMA working paper series
47
Journal of economic dynamics & control
46
Journal of macroeconomics
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39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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Macroeconomic dynamics
32
International review of economics & finance : IREF
31
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IMF working papers
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Journal of money, credit and banking : JMCB
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Journal of applied econometrics
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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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CFM discussion paper series
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
153
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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
Constructing quarterly Chinese time series usable for macroeconomic analysis
Chen, Kaiji
;
Higgins, Patrick
;
Zha, Tao
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551371
Saved in:
3
Commodity currencies revisited : the role of global commodity price uncertainty
Bermpei, Theodora
;
Ferrara, Laurent
;
Karadimitropoulou, …
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014551403
Saved in:
4
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:
5
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:
6
Monetary policy and information shocks in a block-recursive SVAR
Keweloh, Sascha Alexander
;
Hetzenecker, Stephan
;
Seepe, …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478082
Saved in:
7
Stock market evidence on the international transmission channels of US monetary policy surprises
Maurer, Tim D.
;
Nitschka, Thomas
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014332348
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
The cross-industry effects of monetary policy : new evidence from Bangladesh
Roy, Ripon
;
Bashar, Omar Haider Mohammad Nazmul
; …
- In:
Economic modelling
127
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014464123
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