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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working paper series / Czech National Bank"
~subject:"Geldpolitische Transmission"
~subject:"Time series analysis"
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Search: subject_exact:"Vector autoregressive model"
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Geldpolitische Transmission
Time series analysis
VAR model
122
VAR-Modell
122
Schock
66
Shock
66
Geldpolitik
39
Monetary policy
39
Estimation
35
Schätzung
35
Theorie
35
Theory
35
Bayesian inference
34
Bayes-Statistik
33
Monetary transmission
23
Czech Republic
20
Tschechien
20
Business cycle
19
Forecasting model
19
Konjunktur
19
Prognoseverfahren
19
Impact assessment
14
Wirkungsanalyse
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Risk
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Zeitreihenanalyse
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Estimation theory
12
Schätztheorie
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12
United States
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Volatility
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12
Euro area
11
Eurozone
11
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10
Welt
9
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9
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8
EU-Staaten
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Working Paper
36
Graue Literatur
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30
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English
36
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Marcellino, Massimiliano
6
Clark, Todd E.
4
Rusnák, Marek
4
Carriero, Andrea
3
Franta, Michal
3
Havránek, Tomáš
3
Horváth, Roman
3
Babeckaja-Kucharcǔk, Oksana A.
2
Canova, Fabio
2
Huber, Florian
2
Lenza, Michele
2
Malovaná, Simona
2
Pfarrhofer, Michael
2
Schorfheide, Frank
2
Arnoštová, Kateřina
1
Bachmann, Ruediger
1
Bai, Yu
1
Bajzík, Josef
1
Bauer, Michael D.
1
Bergholt, Drago
1
Borys, Magdalena Morgese
1
Bořek, Vašíček
1
Burjack, Rafael
1
Caballero, Ricardo J.
1
Cesa-Bianchi, Ambrogio
1
Chang, Minsu
1
Cimadomo, Jacopo
1
Claeys, Peter
1
Di Giovanni, Julian
1
Eickmeier, Sandra
1
Faia, Ester
1
Ferrero, Andrea
1
Ferroni, Filippo
1
Forni, Mario
1
Frait, Jan
1
Furlanetto, Francesco
1
Gambetti, Luca
1
Georgiadis, Georgios
1
Giannone, Domenico
1
Hale, Galina
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Discussion papers / CEPR
Working paper series / Czech National Bank
Journal of econometrics
51
Economic modelling
41
Economics letters
36
International journal of forecasting
35
Working paper
31
Working paper series / European Central Bank
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
CESifo working papers
28
CAMA working paper series
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Applied economics
24
Journal of economic dynamics & control
24
Journal of international money and finance
23
Discussion paper / Centre for Economic Policy Research
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of forecasting
18
Journal of macroeconomics
18
Econometrics : open access journal
17
IMF working papers
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Macroeconomic dynamics
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NBER working paper series
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Applied economics letters
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ECB Working Paper
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European economic review : EER
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CAMA Working Paper
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Discussion paper
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Discussion papers / Department of Economics, University of Copenhagen
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Federal Reserve Bank of Cleveland working paper series
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
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CREATES research paper
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Discussion paper / Tinbergen Institute
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Energy economics
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Staff working papers / Bank of England
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Monetary policy has a long-lasting impact on credit : evidence from 91 VAR studies
Bajzík, Josef
;
Janků, Jan
;
Malovaná, Simona
; …
-
2023
Persistent link: https://www.econbiz.de/10014521195
Saved in:
2
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
3
What drives the recent surge in inflation : the historical decomposition roller coaster
Bergholt, Drago
;
Canova, Fabio
;
Furlanetto, Francesco
; …
-
2024
Persistent link: https://www.econbiz.de/10014526227
Saved in:
4
Time-varying volatility, financial intermediation and monetary policy
Eickmeier, Sandra
;
Metiu, Norbert
;
Prieto, Esteban
-
2023
Persistent link: https://www.econbiz.de/10014329932
Saved in:
5
A monetary policy asset pricing model
Caballero, Ricardo J.
;
Simsek, Alp
-
2023
Persistent link: https://www.econbiz.de/10014331559
Saved in:
6
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
7
On the effects of monetary policy shocks on earnings and consumption heterogeneity
Chang, Minsu
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012820000
Saved in:
8
A reassessment of monetary policy surprises and high-frequency identification
Bauer, Michael D.
;
Swanson, Eric T.
-
2022
Persistent link: https://www.econbiz.de/10013161717
Saved in:
9
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
Saved in:
10
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
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