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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly journal of economics"
~isPartOf:"The review of economics and statistics"
~subject:"VAR model"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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United States
VAR model
Estimation
625
Schätzung
621
USA
268
Theorie
267
Theory
267
Monetary policy
59
Business cycle
58
Geldpolitik
58
Konjunktur
58
Schock
57
Shock
57
Welt
53
World
53
Time series analysis
43
Zeitreihenanalyse
43
VAR-Modell
41
Volatility
38
Volatilität
38
Estimation theory
37
Schätztheorie
37
Bayes-Statistik
31
Bayesian inference
31
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31
Wirkungsanalyse
31
Risk
30
Forecasting model
28
Inflation
28
Prognoseverfahren
28
Capital income
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24
Dynamisches Gleichgewicht
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1
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Article
302
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
302
Language
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English
302
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Blundell, Richard W.
3
Glaeser, Edward L.
3
Angrist, Joshua D.
2
Appelbaum, Elie
2
Bernanke, Ben
2
Carroll, Chris
2
Chavas, Jean-Paul
2
Currie, Janet M.
2
Evans, William N.
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Gentzkow, Matthew Aaron
2
Goolsbee, Austan
2
Gruber, Jonathan
2
Haltiwanger, John C.
2
Hamermesh, Daniel S.
2
Hong, Yongmiao
2
Ireland, Peter N.
2
Jappelli, Tullio
2
Jón Steinsson
2
Kilian, Lutz
2
Lanne, Markku
2
Levitt, Steven D.
2
Lütkepohl, Helmut
2
Maddala, Gangadharrao S.
2
Malley, James R.
2
Meisenzahl, Ralf R.
2
Mertens, Elmar
2
Moretti, Enrico
2
Morley, James C.
2
Müller, Gernot J.
2
Nakamura, Emi
2
Paulson, Anna Louise
2
Sacerdote, Bruce
2
Shapiro, Jesse M.
2
Siegel, Donald S.
2
Steigerwald, Douglas G.
2
Stephens, Melvin
2
Abadie, Alberto
1
Abowd, John M.
1
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Journal of economic dynamics & control
The quarterly journal of economics
The review of economics and statistics
Applied economics
307
Applied economics letters
168
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)
302
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
Estimation of a heterogeneous demand function with Berkson errors
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 877-889
Persistent link: https://www.econbiz.de/10013407545
Saved in:
10
Choosing your pond : location choices and relative income
Bottan, Nicolas L.
;
Perez-Truglia, Ricardo
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 1010-1027
Persistent link: https://www.econbiz.de/10013407608
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