//--> //--> //--> //-->
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"
~subject:"Kointegration"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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 autoregressive process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Wirkungsanalyse
Zeitreihenanalyse
VAR model
165
VAR-Modell
165
Theorie
59
Theory
59
Estimation
57
Schätzung
57
Schock
54
Shock
54
Geldpolitik
36
Monetary policy
36
Time series analysis
31
Business cycle
26
Konjunktur
26
USA
24
United States
24
Estimation theory
21
Schätztheorie
21
Impact assessment
19
Cointegration
16
Volatility
16
Volatilität
16
Forecasting model
15
Prognoseverfahren
15
Risiko
15
Risk
15
VAR
12
Bayes-Statistik
11
Bayesian inference
11
Inflation
11
EU countries
10
EU-Staaten
10
Economic growth
9
Euro area
9
Eurozone
9
Markov chain
9
Markov-Kette
9
Oil price
9
more ...
less ...
Online availability
All
Undetermined
43
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
61
Author
All
Lütkepohl, Helmut
4
Weber, Enzo
3
Cavicchioli, Maddalena
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Kurita, Takamitsu
2
Österholm, Pär
2
Ali, Faek Menla
1
Aquilante, Tommaso
1
Arai, Yoichi
1
Barrio Castro, Tomás del
1
Beckmann, Joscha
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Burbidge, John B.
1
Caggiano, Giovanni
1
Camacho, Maximo
1
Camba-Méndez, Gonzalo
1
Caraiani, Petre
1
Castelnuovo, Efrem
1
Chan, Joshua
1
Cheah, Eng-Tuck
1
Chen, Wenjuan
1
Cheng, Chak Hung Jack
1
Cheng, Kai
1
Chiu, Ching Wai Jeremy
1
Choi, Chi-young
1
Christou, Christina
1
Chudik, Alexander
1
Colombo, Valentina
1
Czudaj, Robert
1
Călin, Adrian Cantemir
1
De Nora, Giorgia
1
Di Pace, Federico
1
Do, Hung Xuan
1
Eisenstat, Eric
1
Enders, Almira
1
Enders, Zeno
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
74
Economic modelling
61
Working paper
61
Applied economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Energy economics
48
International journal of forecasting
39
CAMA working paper series
38
International Journal of Energy Economics and Policy : IJEEP
37
Journal of economic dynamics & control
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
CESifo working papers
32
Discussion papers / Department of Economics, University of Copenhagen
32
Journal of international money and finance
31
CREATES research paper
29
Journal of macroeconomics
29
Working paper series / European Central Bank
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Journal of forecasting
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Applied economics letters
26
International review of economics & finance : IREF
24
Macroeconomic dynamics
23
Journal of applied econometrics
22
Econometrics : open access journal
21
Discussion paper / Tinbergen Institute
20
Discussion papers / CEPR
19
Finance research letters
19
Discussion paper
18
Econometric theory
18
NBER working paper series
18
Discussion paper / Centre for Economic Policy Research
17
Working paper / National Bureau of Economic Research, Inc.
17
Econometric reviews
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
European economic review : EER
16
Federal Reserve Bank of Cleveland working paper series
16
The econometrics journal
16
Discussion papers of interdisciplinary research project 373
15
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
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
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:
3
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:
4
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:
5
Exchange-rate and news : evidence from the COVID pandemic
Aquilante, Tommaso
;
Di Pace, Federico
;
Masolo, Riccardo M.
- In:
Economics letters
213
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013442144
Saved in:
6
Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai
;
Yang, Yang
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
Saved in:
7
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
8
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:
9
Economic policy uncertainty shocks, economic activity, and exchange rate adjustments
Nilavongse, Rachatar
;
Rubaszek, Michał
;
Uddin, …
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500366
Saved in:
10
The time-varying effect of fiscal policy on inflation : evidence from historical US data
Klein, Mathias
;
Linnemann, Ludger
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500641
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->