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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly journal of economics"
~subject:"VAR model"
~type_genre:"Bibliography included"
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United States
VAR model
Estimation
1,507
Schätzung
1,503
Theorie
326
Theory
326
USA
239
Welt
149
World
149
Börsenkurs
132
Share price
132
Business cycle
110
Konjunktur
110
Volatility
110
Volatilität
110
Capital income
107
Kapitaleinkommen
107
Time series analysis
107
Zeitreihenanalyse
107
Kaufkraftparität
103
Purchasing power parity
103
Cointegration
101
Kointegration
101
Economic growth
95
Monetary policy
95
Panel
95
Panel study
95
Wirtschaftswachstum
95
Geldpolitik
94
Aktienmarkt
90
Stock market
90
Schock
78
Shock
78
Forecasting model
75
Prognoseverfahren
75
Einheitswurzeltest
73
Unit root test
73
Estimation theory
71
Schätztheorie
71
EU countries
70
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Undetermined
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2
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Article
301
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
301
Language
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English
301
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Chang, Tsangyao
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Bahmani-Oskooee, Mohsen
3
Goel, Rajeev K.
3
Beltratti, Andrea
2
Bernanke, Ben
2
Bhaskara Rao, Buddhavarapu
2
Cai, Yifei
2
Caporale, Guglielmo Maria
2
Gentzkow, Matthew Aaron
2
Glaeser, Edward L.
2
Gomes, Fábio A.
2
Goolsbee, Austan
2
Haley, M. Ryan
2
Huang, Ho-chuan
2
Ireland, Peter N.
2
Jawadi, Fredj
2
Jón Steinsson
2
Liu, Dingming
2
Lütkepohl, Helmut
2
McKenzie, Jordi
2
Meisenzahl, Ralf R.
2
Morley, Bruce
2
Nakamura, Emi
2
Nieh, Chien-chung
2
Sacerdote, Bruce
2
Shagi, Makram el-
2
Shapiro, Jesse M.
2
Sheng, Xin
2
Tobing, Elwin
2
Urasawa, Satoshi
2
Yeh, Chih-chuan
2
Yoon, Gawon
2
Aadland, David
1
Acharya, Ram N.
1
Acquaye, Ivy K.
1
Agan, Amanda
1
Aghion, Philippe
1
Ajilore, Olugbenga
1
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Applied economics letters
Journal of economic dynamics & control
The quarterly journal of economics
Applied economics
307
The review of economics and statistics
169
The American economic review
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
The journal of finance : the journal of the American Finance Association
146
Economic modelling
122
Economics letters
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of applied econometrics
111
Journal of international money and finance
109
Applied financial economics
100
The review of financial studies
93
Journal of money, credit and banking : JMCB
91
Journal of macroeconomics
86
The journal of futures markets
86
American economic journal : a journal of the American Economic Association
78
Journal of monetary economics
78
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
Energy economics
73
Journal of econometrics
72
Journal of banking & finance
67
International review of economics & finance : IREF
66
The North American journal of economics and finance : a journal of financial economics studies
66
Southern economic journal
65
Journal of labor economics
61
Macroeconomic dynamics
59
Economic inquiry : journal of the Western Economic Association International
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
European economic review : EER
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of financial economics
48
Journal of urban economics
48
American journal of agricultural economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Review of quantitative finance and accounting
46
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ECONIS (ZBW)
301
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1
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301
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
4
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
5
Measuring growth in consumer welfare with income-dependent preferences : nonparametric methods and estimates for the United States
Jaravel, Xavier
;
Lashkari, Danial
- In:
The quarterly journal of economics
139
(
2024
)
1
,
pp. 477-532
Persistent link: https://www.econbiz.de/10014528123
Saved in:
6
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
7
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
8
Time-varying causal impacts of the continental US weather risks on food price
Cai, Yifei
;
Chang, Hao Wen
;
Chang, Tsangyao
;
Țăran, …
- In:
Applied economics letters
31
(
2024
)
14
,
pp. 1298-1304
Persistent link: https://www.econbiz.de/10014558853
Saved in:
9
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
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