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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The quarterly journal of economics"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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United States
VAR model
Wirkungsanalyse
Estimation
336
Schätzung
332
Theorie
157
Theory
157
USA
99
Business cycle
51
Konjunktur
51
Monetary policy
51
Geldpolitik
50
Schock
47
Shock
47
VAR-Modell
39
Volatility
33
Volatilität
33
Time series analysis
31
Zeitreihenanalyse
31
Bayes-Statistik
29
Bayesian inference
29
Welt
25
World
25
Dynamic equilibrium
23
Dynamisches Gleichgewicht
23
Inflation
22
Capital income
21
Kapitaleinkommen
21
Börsenkurs
19
Forecasting model
19
Prognoseverfahren
19
Risk
19
Share price
19
Impact assessment
18
Portfolio selection
17
Portfolio-Management
17
Risikoprämie
17
Risk premium
17
State space model
17
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Undetermined
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1
Type of publication
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Article
141
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
141
Language
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English
141
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Bernanke, Ben
2
Gentzkow, Matthew Aaron
2
Glaeser, Edward L.
2
Goolsbee, Austan
2
Ireland, Peter N.
2
Jón Steinsson
2
Lütkepohl, Helmut
2
Meisenzahl, Ralf R.
2
Nakamura, Emi
2
Poutineau, Jean-Christophe
2
Sacerdote, Bruce
2
Shapiro, Jesse M.
2
Agan, Amanda
1
Aghion, Philippe
1
Akerman, Anders
1
Albis, Hippolyte d’
1
Altonji, Joseph G.
1
Alvarez, Fernando
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Angrist, Joshua D.
1
Arezki, Rabah
1
Athey, Susan
1
Atkeson, Andrew
1
Autor, David H.
1
Baker, George
1
Baker, Malcolm
1
Bali, Turan G.
1
Barsky, Robert B.
1
Basu, Susanto
1
Bateman, Ian
1
Baumeister, Christiane
1
Bayer, Patrick J.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Benmelech, Efraim
1
Bennett, Paul
1
Berger, Tino
1
Bhattarai, Saroj
1
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Journal of economic dynamics & control
The quarterly journal of economics
Applied economics
355
Applied economics letters
200
The review of economics and statistics
175
The American economic review
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Economic modelling
148
The journal of finance : the journal of the American Finance Association
146
Economics letters
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Journal of applied econometrics
120
Journal of international money and finance
119
Applied financial economics
101
Journal of money, credit and banking : JMCB
99
The review of financial studies
99
Energy economics
97
Journal of macroeconomics
91
Journal of monetary economics
89
American economic journal : a journal of the American Economic Association
88
The journal of futures markets
86
Journal of econometrics
83
International review of economics & finance : IREF
80
Journal of political economy
79
The North American journal of economics and finance : a journal of financial economics studies
79
Journal of banking & finance
76
Journal of financial and quantitative analysis : JFQA
76
Macroeconomic dynamics
71
Journal of public economics
70
Southern economic journal
69
Journal of labor economics
65
Finance research letters
64
European economic review : EER
62
Economic inquiry : journal of the Western Economic Association International
55
Journal of financial economics
55
Journal of international economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of human resources : JHR
53
Labour economics : official journal of the European Association of Labour Economists
51
Economics of education review
50
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ECONIS (ZBW)
141
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1
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10
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141
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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
Oil price shocks and the hedging benefit of airline investments
Güntner, Jochen
;
Öhlinger, Peter
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539512
Saved in:
10
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
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