//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Shock"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregressive model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Shock
Zeitreihenanalyse
VAR model
306
VAR-Modell
306
Theorie
79
Theory
79
Estimation
72
Schätzung
72
Geldpolitik
52
Monetary policy
52
Schock
52
USA
45
United States
45
Forecasting model
37
Prognoseverfahren
37
Cointegration
32
Kointegration
32
Time series analysis
31
EU countries
28
EU-Staaten
28
Geldpolitische Transmission
27
Monetary transmission
27
Business cycle
25
Euro area
25
Eurozone
25
Konjunktur
25
Volatility
20
Volatilität
20
Bayes-Statistik
19
Bayesian inference
19
Deutschland
19
Germany
19
Impact assessment
18
Wirkungsanalyse
18
Welt
17
World
17
Economic growth
16
Wirtschaftswachstum
16
Inflation
14
ARCH model
13
more ...
less ...
Online availability
All
Undetermined
23
Free
3
Type of publication
All
Article
75
Book / Working Paper
6
Type of publication (narrower categories)
All
Aufsatz im Buch
Bibliography included
Article in journal
2,368
Aufsatz in Zeitschrift
2,368
Graue Literatur
1,867
Non-commercial literature
1,867
Working Paper
1,818
Arbeitspapier
1,817
Book section
74
Hochschulschrift
52
Thesis
30
Conference paper
26
Konferenzbeitrag
26
Collection of articles written by one author
20
Sammlung
20
Konferenzschrift
14
Aufsatzsammlung
13
Collection of articles of several authors
13
Sammelwerk
13
Amtliche Publikation
10
Lehrbuch
8
Bibliografie enthalten
7
Amtsdruckschrift
6
Government document
6
Textbook
6
Handbook
3
Handbuch
3
Forschungsbericht
2
Case study
1
Fallstudie
1
Festschrift
1
Interview
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
80
German
1
Author
All
Lütkepohl, Helmut
6
Altig, David
2
Chan, Joshua
2
Christiano, Lawrence J.
2
Eichenbaum, Martin S.
2
Havránek, Tomáš
2
Horváth, Roman
2
Lindé, Jesper
2
Pfaff, Bernhard
2
Aarle, Bas van
1
Adebiyi, Michel Adebayo
1
Akkaya, Murat
1
Amano, Robert A.
1
Anderson, Heather M.
1
Avramovich, Maria Cecilia
1
Balcilar, Mehmet
1
Baranova, Vasilisa
1
Basso, Martín
1
Basu, Deepankar
1
Binner, Jane M.
1
Bohdalová, Maria
1
Bouhaddioui, Chafik
1
Brüggemann, Ralf
1
Callot, Laurent A. F.
1
Canova, Fabio
1
Carpay, Matthijs
1
Chau, K. W.
1
Chen, Chen
1
Chen, Hongyi
1
Chen, Pu
1
Chocholatá, Michaela
1
Choy, Keen-Meng
1
Chudik, Alexander
1
DeLint, Christel Rendu
1
Djoudad, Ramdane
1
Duemmler, Tobias
1
Dufour, Jean-Marie
1
Dungey, Mardi H.
1
Eissrich, Daniel
1
Elger, Thomas
1
more ...
less ...
Published in...
All
Essays in honour of Fabio Canova
5
Essays in honor of Cheng Hsiao
2
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Essays in nonlinear time series econometrics
2
Global linkages and economic rebalancing in East Asia
2
Macroeconomic forecasting in the era of big data : theory and practice
2
Money, monetary policy, and transmission mechanisms : proceedings of a conference held by the Bank of Canada, November 1999
2
New directions in macromodelling
2
Swiss National Bank - Fed Cleveland Workshop on Monetary Economics : wissenschaftliche Tagungen ; die Schweizerische Nationalbank hat am 2. und 3. Juli 2002 in Zürich gemeinsam mit der Federal Reserve Bank of Cleveland eine Konferenz über monetäre Ökonomie durchgeführt
2
Use R!
2
30 Jahre Fachhochschule der Deutschen Bundesbank : Festschrift
1
Advances in applied business research : the L.A.B.S. initiative
1
Advances in applied economics, business and development
1
Advances in economics and econometrics ; Volume 2
1
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applications of artificial intelligence in finance and economics
1
Applied economics, business and development
1
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
1
Conflict, demand and economic development : essays in honour of Amit Bhaduri
1
Curbing the global economic downturn : Southeast Asian macroeconomic policy
1
DSGE models in macroeconomics : estimation, evaluation, and new developments
1
Econometric analyses of international housing markets
1
Econometric techniques and macroeconomics
1
Economic issues in SAARC context
1
Emerging topics in macroeconomics
1
Essays in honor of Aman Ullah
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in monetary economics and applied econometrics
1
Essays on financial structure and monetary transmission in Europe
1
External vulnerability and preventive policies
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Financial markets and the macroeconomy
1
Fiscal indicators : papers presented at the Banca d'Italia Workshop held in Perugia, 30 March - 1 April, 2006
1
Global shocks and the new global and regional financial architecture : Asian perspectives
1
Growth and cycle in the Euro-zone
1
Handbook of applied econometrics and statistical inference
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of marketing and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
Saved in:
3
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
4
Monetary policy across space and time
Liu, Laura
;
Matthes, Christian
;
Petrova, Katerina
- In:
Essays in honour of Fabio Canova
,
(pp. 37-64)
.
2022
Persistent link: https://www.econbiz.de/10013443906
Saved in:
5
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
6
The effect of news shocks and monetary policy
Gambetti, Luca
;
Görtz, Christoph
;
Korobilis, Dimitris
; …
- In:
Essays in honour of Fabio Canova
,
(pp. 139-164)
.
2022
Persistent link: https://www.econbiz.de/10013445140
Saved in:
7
Statistical identification of economic shocks by signs in structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Essays in honour of Fabio Canova
,
(pp. 165-175)
.
2022
Persistent link: https://www.econbiz.de/10013445154
Saved in:
8
Skewed SVARS : tracking the structural sources of macroeconomic tail risks
Montes-Galdón, Carlos
;
Ortega, Eva
- In:
Essays in honour of Fabio Canova
,
(pp. 177-210)
.
2022
Persistent link: https://www.econbiz.de/10013445157
Saved in:
9
The relationship between US stock, commodity and virtual markets during COVID-19 forced crisis
Osman, Myriam Ben
;
Naoui, Kamel
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 11-23)
.
2022
Persistent link: https://www.econbiz.de/10013198538
Saved in:
10
Multi-step forecasting with large vector autoregressions
Pick, Andreas
;
Carpay, Matthijs
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 73-98)
.
2022
Persistent link: https://www.econbiz.de/10013201812
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->