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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~subject:"VAR-Modell"
~type_genre:"Hochschulschrift"
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VAR-Modell
Estimation
18,854
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18,813
Theorie
3,704
Theory
3,704
Volatility
2,610
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2,610
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2,568
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2,567
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2,309
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2,309
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2,100
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2,100
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1,739
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1,732
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1,705
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1,705
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1,594
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1,592
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1,514
Wirtschaftswachstum
1,510
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1,415
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1,412
Cointegration
1,391
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1,387
United States
1,308
USA
1,307
Estimation theory
1,158
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1,158
Deutschland
1,123
Germany
1,122
ARCH model
1,087
ARCH-Modell
1,087
Impact assessment
1,063
Wirkungsanalyse
1,063
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1,032
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1,031
VAR model
1,027
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989
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Gupta, Rangan
20
Lütkepohl, Helmut
7
Scharler, Johann
7
Balcilar, Mehmet
6
Huber, Florian
6
Marcellino, Massimiliano
6
Mumtaz, Haroon
6
Belke, Ansgar
5
Chan, Joshua
5
Ellington, Michael
5
Lau, Chi Keung
5
Moneta, Alessio
5
Paccagnini, Alessia
5
Poon, Aubrey
5
Rodriguez, Gabriel
5
Salisu, Afees A.
5
Wohar, Mark E.
5
Beckmann, Joscha
4
Breitenlechner, Max
4
Cai, Yifei
4
Caraiani, Petre
4
Chiu, Ching Wai Jeremy
4
Gambetti, Luca
4
Ghosh, Taniya
4
Gouriéroux, Christian
4
Hammoudeh, Shawkat
4
Huh, Hyeon-seung
4
Ji, Qiang
4
Koop, Gary
4
Lee, Chien-chiang
4
Liu, Dingming
4
Lovcha, Yuliya
4
Lucotte, Yannick
4
Matthes, Christian
4
Mignon, Valérie
4
Netšunajev, Aleksei
4
Nurudeen, Ibrahim
4
Perez-Laborda, Alejandro
4
Rüth, Sebastian
4
Serletis, Apostolos
4
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Economic modelling
52
Economics letters
49
Applied economics
40
Energy economics
36
Journal of economic dynamics & control
31
Journal of international money and finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Applied economics letters
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of macroeconomics
23
Macroeconomic dynamics
20
International review of economics & finance : IREF
19
Finance research letters
18
European economic review : EER
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Open economies review
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of applied econometrics
12
Journal of econometrics
12
Journal of international economics
12
International journal of forecasting
11
Journal of banking & finance
11
International journal of finance & economics : IJFE
10
Journal of quantitative economics
10
Economic systems
9
Journal of monetary economics
9
Research in international business and finance
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of international financial markets, institutions & money
8
The B.E. journal of macroeconomics
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Structural change and economic dynamics : SC+ED
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of financial analysis
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of Asian economics
6
Macroeconomics and finance in emerging market economies
6
Theoretical economics letters
6
Journal of empirical finance
5
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ECONIS (ZBW)
1,023
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1,023
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1
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
2
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
3
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
4
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
5
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh
;
Banerjee, Arindam
;
Ballaj, Hanane
; …
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014504672
Saved in:
6
Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets
Mateus, Cesario
;
Bagirov, Miramir
;
Mateus, Irina Bezhentseva
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10014507516
Saved in:
7
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
8
Financial and macroeconomic uncertainties and real estate markets
Gómez González, José Eduardo
;
Hirs-Garzón, Jorge
; …
- In:
Eastern economic journal : EEJ
50
(
2024
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10014512904
Saved in:
9
The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
Saved in:
10
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
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