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subject:"Shock"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Causality analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Causality analysis
VAR model
66
VAR-Modell
66
Theorie
32
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32
Time series analysis
25
Zeitreihenanalyse
25
Bayes-Statistik
23
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23
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20
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15
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Mumtaz, Haroon
2
Theodoridis, Konstantinos
2
Bai, Jushan
1
Boivin, Jean
1
Braun, Robin
1
Brüggemann, Ralf
1
Bäurle, Gregor
1
Casarin, Roberto
1
Chudik, Alexander
1
Georgiadis, Georgios
1
Giacomini, Raffaella
1
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1
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1
Gospodinov, Nikolaj
1
Kitagawa, Toru
1
Lanne, Markku
1
Li, Kunpeng
1
Liu, Keyan
1
Liu, Philip
1
Lu, Lina
1
Luoto, Jani
1
Maynard, Alex
1
Pesavento, Elena
1
Rai͏̈ssi, Hamdi
1
Read, Matthew
1
Sartore, Domenico
1
Shin, Minchul
1
Stevanović, Dalibor
1
Tronzano, Marco
1
Tschernig, Rolf
1
Volpicella, Alessio
1
Weber, Enzo
1
Weigand, Roland
1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
80
Energy economics
79
Economic modelling
78
Working paper
64
Working paper series / European Central Bank
62
Economics letters
60
Journal of international money and finance
57
CESifo working papers
55
Discussion papers / CEPR
49
Journal of economic dynamics & control
46
Discussion paper / Centre for Economic Policy Research
45
Journal of macroeconomics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International Journal of Energy Economics and Policy : IJEEP
40
Journal of monetary economics
39
Macroeconomic dynamics
35
Applied economics letters
34
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
European economic review : EER
30
International review of economics & finance : IREF
29
Working paper / National Bureau of Economic Research, Inc.
28
Discussion paper
27
IMF working papers
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Journal of money, credit and banking : JMCB
24
The North American journal of economics and finance : a journal of financial economics studies
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Working paper series
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Journal of applied econometrics
21
Journal of international economics
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Finance research letters
20
Journal of econometrics
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Open economies review
18
Temi di discussione / Banca d'Italia
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Working paper series / Czech National Bank
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Working papers
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CFM discussion paper series
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Discussion paper / Tinbergen Institute
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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1
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Narrative restrictions and proxies
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
Saved in:
4
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1077-1089
Persistent link: https://www.econbiz.de/10014448551
Saved in:
5
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Chudik, Alexander
;
Georgiadis, Georgios
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 965-979
Persistent link: https://www.econbiz.de/10013539400
Saved in:
6
Dynamic effects of credit shocks in a data-rich environment
Boivin, Jean
;
Giannoni, Marc Paolo
;
Stevanović, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10012262465
Saved in:
7
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
8
Changing macroeconomic dynamics at the zero lower bound
Liu, Philip
;
Theodoridis, Konstantinos
;
Mumtaz, Haroon
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 391-404
Persistent link: https://www.econbiz.de/10012178183
Saved in:
9
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
10
The changing transmission of uncertainty shocks in the U.S.
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10011894695
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