//--> //--> //--> //-->
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
type:"book"
type_genre:"Working Paper"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"VAR model"
~subject:"Volatility"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Volatility
Estimation
73
Schätzung
73
Italien
27
Italy
27
Theorie
18
Theory
18
VAR-Modell
14
Business cycle
12
Konjunktur
12
Schock
12
Shock
12
Forecasting model
11
Prognoseverfahren
11
Geldpolitik
9
Impact assessment
9
Monetary policy
9
Wirkungsanalyse
9
EU countries
8
EU-Staaten
8
Risiko
8
Risk
8
Capital income
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Volatilität
6
Bank lending
5
Bayes-Statistik
5
Bayesian inference
5
Financial crisis
5
Finanzkrise
5
Household
5
Inflation
5
Kreditgeschäft
5
Privater Haushalt
5
Time series analysis
5
Zeitreihenanalyse
5
business cycle
5
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Language
All
English
17
Author
All
Anzuini, Alessio
3
Corsello, Francesco
2
Delle Monache, Davide
2
Gazzani, Andrea
2
Marcellino, Massimiliano
2
Petrella, Ivan
2
Venditti, Fabrizio
2
Vicondoa, Alejandro
2
Alessandri, Piergiorgio
1
Brusa, Francesca
1
Cardani, Roberta
1
Carriero, Andrea
1
Conti, Antonio M.
1
De Polis, Andrea
1
Destefanis, Sergio
1
Di Giacinto, Valter
1
Giordano, Raffaela
1
Grasso, Adriana
1
Infante, Luigi
1
Kapetanios, George
1
Landi, Valerio Nispi
1
Lilla, Francesca
1
Momigliano, Sandro
1
Natoli, Filippo
1
Neri, Stefano
1
Nobili, Andrea
1
Paccagnini, Alessia
1
Pericoli, Marcello
1
Perotti, Roberto
1
Rossi, Luca
1
Signoretti, Federico M.
1
Tommasino, Pietro
1
Vercelli, Francesco
1
Villa, Stefania
1
more ...
less ...
Published in...
All
Temi di discussione / Banca d'Italia
Working paper
116
CESifo working papers
105
Working paper / National Bureau of Economic Research, Inc.
96
Discussion paper / Centre for Economic Policy Research
72
Discussion paper / Tinbergen Institute
69
Discussion papers / CEPR
51
Discussion paper
43
Working paper series / European Central Bank
41
SFB 649 discussion paper
35
Working papers
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
CFS working paper series
32
Kiel working paper
31
Finance and economics discussion series
29
Discussion paper series / IZA
28
IMF working papers
26
CREATES research paper
24
Econometric Institute research papers
24
Research paper series / Swiss Finance Institute
24
Department of Economics working paper series
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Discussion paper / Deutsche Bundesbank
22
Working paper series
22
Discussion papers of interdisciplinary research project 373
19
Staff reports / Federal Reserve Bank of New York
19
Staff working papers / Bank of England
19
Sveriges Riksbank working paper series
19
CAMA working paper series
18
International finance discussion papers
18
Kieler Arbeitspapiere
17
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
16
Documentos de trabajo / Banco de España
14
Economics and finance working paper series
14
Federal Reserve Bank of Cleveland working paper series
14
IES working paper
14
Ruhr economic papers
14
IWH-Diskussionspapiere
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Working papers / Bank for International Settlements
13
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of the pandemic on households’ financial savings : a Bayesian structural VAR analysis
Infante, Luigi
;
Lilla, Francesca
;
Vercelli, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014483587
Saved in:
2
EU structural funds and GDP per capita : spatial var evidence for the European regions
Destefanis, Sergio
;
Di Giacinto, Valter
-
2023
Persistent link: https://www.econbiz.de/10014293875
Saved in:
3
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2021
Persistent link: https://www.econbiz.de/10012612441
Saved in:
4
Bridge proxy-SVAR : estimating the macroeconomic effects of shocks identified at high-frequency
Gazzani, Andrea
;
Vicondoa, Alejandro
-
2020
Persistent link: https://www.econbiz.de/10012212393
Saved in:
5
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2020
Persistent link: https://www.econbiz.de/10012299985
Saved in:
6
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
7
Uncertainty matters : evidence from a high-frequency identification strategy
Alessandri, Piergiorgio
;
Gazzani, Andrea
;
Vicondoa, …
-
2020
Persistent link: https://www.econbiz.de/10012301136
Saved in:
8
The non-linear effects of the Fed's asset purchases
Anzuini, Alessio
-
2020
Persistent link: https://www.econbiz.de/10012301827
Saved in:
9
Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta
;
Paccagnini, Alessia
;
Villa, Stefania
-
2019
Persistent link: https://www.econbiz.de/10012140422
Saved in:
10
Labor market and financial shocks : a time varying analysis
Corsello, Francesco
;
Landi, Valerio Nispi
-
2018
Persistent link: https://www.econbiz.de/10011941825
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->