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~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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Search: subject:"Vector autoregression"
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VAR model
Zeitreihenanalyse
VAR-Modell
269
Schock
89
Shock
89
USA
88
United States
87
Theorie
75
Theory
75
Estimation
63
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63
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59
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56
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46
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46
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42
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42
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37
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37
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34
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34
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30
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30
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26
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25
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24
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24
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Marcellino, Massimiliano
19
Canova, Fabio
15
Chan, Joshua
15
Kilian, Lutz
14
Gambetti, Luca
12
Minford, Patrick
11
Giannone, Domenico
10
Ratti, Ronald A.
10
Wickens, Michael R.
9
Castelnuovo, Efrem
8
Kapetanios, George
8
Carriero, Andrea
7
Forni, Mario
7
Kang, Wensheng
7
Caggiano, Giovanni
6
Fry-McKibbin, Renée
6
Reichlin, Lucrezia
6
Baumeister, Christiane
5
Eisenstat, Eric
5
Favero, Carlo A.
5
Koop, Gary
5
Le, Vo Phuong Mai
5
Lenza, Michele
5
Wong, Benjamin
5
Bao Hoang Nguyen
4
Clark, Todd E.
4
Haque, Qazi
4
Meenagh, David
4
Mohaddes, Kamiar
4
Sala, Luca
4
Strachan, Rodney W.
4
Vespignani, Joaquin
4
Vespignani, Joaquin L.
4
Bjørnland, Hilde Christiane
3
Campbell, John Y.
3
Chudik, Alexander
3
Ciccarelli, Matteo
3
Eickmeier, Sandra
3
Fratzscher, Marcel
3
Hou, Chenghan
3
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CAMA working paper series
Discussion paper / Centre for Economic Policy Research
Applied economics
193
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193
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179
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
156
CESifo working papers
137
Journal of international money and finance
126
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
IMF working papers
112
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101
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90
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90
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86
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75
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74
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69
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68
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International review of economics & finance : IREF
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60
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47
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47
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ECONIS (ZBW)
269
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1
Impact of excess reserves on monetary policy transmission in Papua New Guinea
Wangi, Thomas
-
2024
Persistent link: https://www.econbiz.de/10014520077
Saved in:
2
Dynamic effects of weather shocks on production in European economies
Colombo, Daniele
;
Ferrara, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014519065
Saved in:
3
The long-run Phillips Curve is... a curve
Ascari, Guido
;
Bonomolo, Paolo
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014432088
Saved in:
4
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
-
2023
Persistent link: https://www.econbiz.de/10014266763
Saved in:
5
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
6
Oil and the stock market revisited : a mixed functional VAR approach
Bjørnland, Hilde Christiane
;
Chang, Yoosoon
;
Cross, Jamie
-
2023
Persistent link: https://www.econbiz.de/10014266827
Saved in:
7
Revisiting the monetary transmission mechanism through an industry-level differential approach
Choi, Sangyup
;
Willems, Tim
;
Yoo, Seung Yong
-
2023
Persistent link: https://www.econbiz.de/10014517169
Saved in:
8
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
9
What drives inventory accumulation? : news on rates of return and marginal costs
Görtz, Christoph
;
Gunn, Christopher M.
;
Lubik, Thomas A.
-
2022
Persistent link: https://www.econbiz.de/10013478647
Saved in:
10
Testing the effectiveness of unconventional monetary policy in Japan and the United States
Ikeda, Daisuke
;
Li, Shangshang
;
Mavroeidis, Sophocles
; …
-
2022
Persistent link: https://www.econbiz.de/10013478815
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