//--> //--> //--> //-->
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"
~subject:"Estimation theory"
~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
Estimation theory
Shock
United States
Wirkungsanalyse
VAR model
217
VAR-Modell
217
Theorie
86
Theory
86
Estimation
68
Schätzung
68
Schock
55
Forecasting model
53
Prognoseverfahren
53
Time series analysis
49
Zeitreihenanalyse
49
Geldpolitik
40
Monetary policy
40
USA
31
Business cycle
28
Konjunktur
28
Bayes-Statistik
25
Bayesian inference
25
Schätztheorie
25
Cointegration
24
Kointegration
24
Impact assessment
23
Volatility
22
Volatilität
22
Inflation
18
EU countries
16
EU-Staaten
16
Euro area
16
Eurozone
16
Risiko
16
Risk
16
VAR
15
Economic forecast
14
Wirtschaftsprognose
14
Dynamic equilibrium
11
Dynamisches Gleichgewicht
11
more ...
less ...
Online availability
All
Undetermined
60
Free
4
Type of publication
All
Article
101
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
Language
All
English
101
Author
All
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
Kurita, Takamitsu
2
Lütkepohl, Helmut
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
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Caggiano, Giovanni
1
Carlsson, Mikael
1
Carriero, Andrea
1
Cavicchioli, Maddalena
1
Chan, Wai-Sum
1
Chang, Pao-li
1
Chang, Yongsung
1
Chatziantoniou, Ioannis
1
Chen, Wenjuan
1
Cheng, Chak Hung Jack
1
Cheng, Kai
1
Cheung, Siu-hung
1
Chiu, Ching Wai Jeremy
1
Choi, Chi-young
1
more ...
less ...
Published in...
All
Economics letters
Journal of forecasting
Working paper
106
Economic modelling
98
Applied economics
94
Energy economics
91
Working paper series / European Central Bank
90
Discussion paper / Centre for Economic Policy Research
89
Journal of international money and finance
77
CESifo working papers
76
CAMA working paper series
73
Journal of economic dynamics & control
68
Journal of macroeconomics
61
Discussion papers / CEPR
58
Working paper / National Bureau of Economic Research, Inc.
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of econometrics
53
Journal of monetary economics
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
49
Macroeconomic dynamics
46
NBER working paper series
46
International review of economics & finance : IREF
44
Applied economics letters
42
Journal of applied econometrics
40
Discussion paper
39
European economic review : EER
39
IMF working papers
39
ECB Working Paper
35
NBER Working Paper
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of money, credit and banking : JMCB
34
The North American journal of economics and finance : a journal of financial economics studies
29
Working paper series
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International Journal of Energy Economics and Policy : IJEEP
27
Finance research letters
26
Working papers
25
Discussion paper / Tinbergen Institute
24
Journal of international economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Temi di discussione / Banca d'Italia
24
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Modeling the effects of Brexit on the British economy
Minford, Patrick
;
Zhu, Zheyi
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10014554065
Saved in:
6
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
7
Modelling monetary policy's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
8
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:
9
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
10
Exploring the trade-off between leaning against credit and stabilizing economic activity
Benati, Luca
- In:
Economics letters
223
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014234173
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->