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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
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Search: subject_exact:"VARMA model"
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VAR model
6
VAR-Modell
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Cointegration
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Deutschland
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Estimation
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Germany
5
Kointegration
5
Schätzung
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Schock
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Shock
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Theorie
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1978-1998
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IS-LM model
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common trend model
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Carstensen, Kai
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Neumann, Thorsten
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Applied economics
195
Economic modelling
194
Working paper
182
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
159
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
138
Journal of international money and finance
132
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
102
International journal of forecasting
92
Working paper / National Bureau of Economic Research, Inc.
90
Journal of macroeconomics
88
NBER working paper series
88
Applied economics letters
87
ECB Working Paper
83
Discussion papers / CEPR
81
Macroeconomic dynamics
80
Journal of applied econometrics
77
International Journal of Energy Economics and Policy : IJEEP
75
International review of economics & finance : IREF
72
Discussion paper
70
Discussion papers / Deutsches Institut für Wirtschaftsforschung
70
NBER Working Paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper series
54
Finance research letters
53
Journal of forecasting
52
IMF Working Paper
48
European economic review : EER
47
Journal of banking & finance
47
Working papers
47
Journal of money, credit and banking : JMCB
45
Working paper / Norges Bank
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ECONIS (ZBW)
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1
Inflationary shocks in a small monetary model of Germany
Carstensen, Kai
;
Gottschalk, Jan
-
2001
Persistent link: https://www.econbiz.de/10001644194
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2
Inflationäre Schocks in Deutschland : eine Common Trends Analyse
Carstensen, Kai
;
Hansen, Gerd
-
2001
Persistent link: https://www.econbiz.de/10001644198
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3
Generalized impulse responses of vector autoregressions with time-varying coefficients
Neumann, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10001598268
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4
Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai
-
1999
-
(Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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5
Cointegration and common trends on the German labour market
Carstensen, Kai
;
Hansen, Gerd
-
1998
Persistent link: https://www.econbiz.de/10001410618
Saved in:
6
Geldmenge und Inflation in Deutschland : eine Common Trends Analyse
Carstensen, Kai
;
Hansen, Gerd
-
1998
Persistent link: https://www.econbiz.de/10001410630
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