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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"
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United States
VAR model
Estimation
343
Schätzung
339
Theorie
159
Theory
159
USA
98
Business cycle
52
Konjunktur
52
Monetary policy
51
Geldpolitik
50
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Shock
50
VAR-Modell
41
Time series analysis
33
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29
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Welt
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134
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Article in journal
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134
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English
134
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Lütkepohl, Helmut
3
Bernanke, Ben
2
Gentzkow, Matthew Aaron
2
Glaeser, Edward L.
2
Goolsbee, Austan
2
Ireland, Peter N.
2
Jón Steinsson
2
Meisenzahl, Ralf R.
2
Moneta, Alessio
2
Nakamura, Emi
2
Sacerdote, Bruce
2
Shapiro, Jesse M.
2
Agan, Amanda
1
Aghion, Philippe
1
Albis, Hippolyte d’
1
Altonji, Joseph G.
1
Alvarez, Fernando
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
Angrist, Joshua D.
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
Bianchi, Francesco
1
Bianchi, Giada
1
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Journal of economic dynamics & control
The quarterly journal of economics
Applied economics
307
The review of economics and statistics
170
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
120
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
Energy economics
79
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
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
52
Journal of human resources : JHR
50
European economic review : EER
49
Journal of public economics
49
Journal of financial economics
48
Journal of urban economics
48
American journal of agricultural economics
47
Finance research letters
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
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ECONIS (ZBW)
134
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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-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:
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
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
5
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
6
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:
7
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:
8
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:
9
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:
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
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