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~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Vector autoregression"
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Schätztheorie
United States
Wirkungsanalyse
VAR model
216
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216
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85
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85
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68
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55
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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
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2
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1
Albuquerque, Bruno
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economics letters
Journal of forecasting
Economic modelling
98
Applied economics
94
Energy economics
91
Journal of international money and finance
77
Journal of economic dynamics & control
68
Journal of macroeconomics
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of econometrics
53
Journal of monetary economics
50
Macroeconomic dynamics
46
International review of economics & finance : IREF
44
Applied economics letters
42
Journal of applied econometrics
40
European economic review : EER
38
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
Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international economics
24
Open economies review
23
Journal of banking & finance
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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Econometrics : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
18
Cogent economics & finance
17
Journal of Asian economics
17
Journal of international financial markets, institutions & money
17
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Quantitative economics : QE ; journal of the Econometric Society
17
International journal of forecasting
16
International journal of finance & economics : IJFE
14
Emerging markets, finance and trade : EMFT
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International journal of central banking : IJCB
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ECONIS (ZBW)
101
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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
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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
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