//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~person:"Lütkepohl, Helmut"
~subject:"Shock"
~subject:"United States"
~subject:"Wirkungsanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Vector autoregression"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Shock
United States
Wirkungsanalyse
VAR model
5
VAR-Modell
5
Theorie
4
Theory
4
Cointegration
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Kointegration
2
Schock
2
Schätzung
2
Structural vector autoregression
2
Time series analysis
2
Zeitreihenanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Crude oil market
1
Heteroskedastic VAR
1
Identification through heteroskedasticity
1
Multivariate Analyse
1
Multivariate analysis
1
Oil market
1
Oil price
1
Proxy VAR
1
Statistical test
1
Statistischer Test
1
Structural shocks
1
Welt
1
World
1
Ölmarkt
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lütkepohl, Helmut
Österholm, Pär
3
Caraiani, Petre
2
Castelnuovo, Efrem
2
Colombo, Valentina
2
Fève, Patrick
2
Gupta, Rangan
2
Kim, So-yŏng
2
Kriwoluzky, Alexander
2
Mandler, Martin
2
Ahn, Jihye
1
Albuquerque, Bruno
1
Alexius, Annika
1
Ali, Faek Menla
1
Apostolakis, George N.
1
Aquilante, Tommaso
1
Baghestani, Hamid
1
Beckmann, Joscha
1
Benati, Luca
1
Berger, Helge
1
Bessler, David A.
1
Bivin, David G.
1
Bruns, Martin
1
Caggiano, Giovanni
1
Carlsson, Mikael
1
Carriero, Andrea
1
Chang, Pao-li
1
Chang, Yongsung
1
Chatziantoniou, Ioannis
1
Chen, Wenjuan
1
Cheng, Chak Hung Jack
1
Cheng, Kai
1
Chiu, Ching Wai Jeremy
1
Choi, Chi-young
1
Christopulos, Dēmētrēs K.
1
Christou, Christina
1
Chua, Chew Lian
1
Chudik, Alexander
1
Czudaj, Robert
1
Călin, Adrian Cantemir
1
more ...
less ...
Published in...
All
Economics letters
Journal of forecasting
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
EUI working paper
5
Journal of economic dynamics & control
5
CESifo working papers
4
DIW Berlin Discussion Paper
3
SFB 649 discussion paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Essays in nonlinear time series econometrics
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of money, credit and banking : JMCB
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->