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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Dynamic equilibrium"
~subject:"Schock"
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Search: subject_exact:"VARMA model"
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Dynamic equilibrium
Schock
VAR model
296
VAR-Modell
296
Shock
116
Estimation
106
Schätzung
106
Geldpolitik
85
Monetary policy
85
Theorie
77
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77
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40
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Lütkepohl, Helmut
4
Bashar, Omar Haider Mohammad Nazmul
3
Hur, Joonyoung
3
Le, Vo Phuong Mai
3
Minford, Patrick
3
Wickens, Michael R.
3
Allegret, Jean-Pierre
2
Benati, Luca
2
Catik, A. Nazif
2
Chaudourne, Jeremy
2
Chen, Yong
2
De, Kuhelika
2
Dungey, Mardi H.
2
Filis, George
2
Franta, Michal
2
Fève, Patrick
2
Gimet, Céline
2
Guay, Alain
2
Gupta, Rangan
2
Herwartz, Helmut
2
Juillard, Michel
2
Liu, Dingming
2
Meenagh, David
2
Wang, Shu
2
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1
Adibpour, Mehdi
1
Akbar, Farhan
1
Ali Ahmed, Huson Joher
1
Amir Ahmadi, Pooyan
1
Angelini, Giovanni
1
Antonakakis, Nikolaos
1
Arampatzidis, Ioannis
1
Araújo, Eurilton
1
Artuc, Erhan
1
Babeckij, Jan
1
Bacchiocchi, Emanuele
1
Bache, Ida Wolden
1
Bachmann, Ruediger
1
Badinger, Harald
1
Balcilar, Mehmet
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Economic modelling
Journal of economic dynamics & control
Energy economics
74
Working paper
72
Applied economics
70
Working paper series / European Central Bank
69
Journal of international money and finance
58
Economics letters
57
Discussion paper / Centre for Economic Policy Research
55
CESifo working papers
54
Discussion papers / CEPR
52
CAMA working paper series
49
Journal of macroeconomics
48
Journal of monetary economics
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
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ECB Working Paper
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Macroeconomic dynamics
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International review of economics & finance : IREF
31
European economic review : EER
30
NBER working paper series
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Applied economics letters
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IMF working papers
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NBER Working Paper
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Journal of money, credit and banking : JMCB
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Working paper series
25
Journal of applied econometrics
22
The North American journal of economics and finance : a journal of financial economics studies
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Journal of international economics
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Open economies review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Temi di discussione / Banca d'Italia
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Bank of England Working Paper
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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CFM discussion paper series
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
128
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1
Intensity of labor shocks behind the changes in Brazilian hours worked during the pandemic
Silva, Nelson da
;
Caetano, Sidney Martins
- In:
Economic modelling
131
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014451199
Saved in:
2
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
3
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
4
The confidence channel of US financial uncertainty : evidence from industry-level data
Karaki, Mohamad B.
;
Rangaraju, Sandeep Kumar
- In:
Economic modelling
129
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014472145
Saved in:
5
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-34
Persistent link: https://www.econbiz.de/10014478499
Saved in:
6
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
7
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
8
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
9
The cross-industry effects of monetary policy : new evidence from Bangladesh
Roy, Ripon
;
Bashar, Omar Haider Mohammad Nazmul
; …
- In:
Economic modelling
127
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014464123
Saved in:
10
Systematic monetary policy in a SVAR for Australia
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
Economic modelling
128
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464403
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