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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of time series econometrics"
~subject:"VAR-Modell"
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VAR-Modell
Estimation theory
246
Schätztheorie
246
Time series analysis
72
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72
Theorie
63
Theory
63
Estimation
53
Schätzung
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Production function
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ARCH model
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ARCH-Modell
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Yang, Minxian
2
Born, Benjamin
1
Demetrescu, Matei
1
Filippeli, Thomai
1
Lütkepohl, Helmut
1
Makieła, Kamil
1
Milunovich, George
1
Montes-Rojas, Gabriel
1
Osiewalski, Jacek
1
Quineche, Ricardo
1
Staszewska-Bystrova, Anna
1
Theodoridis, Konstantinos
1
Trenkler, Carsten
1
Weber, Enzo
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of time series econometrics
Journal of econometrics
41
Economics letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Econometrics : open access journal
15
CESifo working papers
11
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11
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Econometric reviews
9
Economic modelling
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International journal of forecasting
9
Journal of economic dynamics & control
9
Working paper / Department of Econometrics and Business Statistics, Monash University
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CAMA working paper series
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CREATES research paper
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DIW Berlin Discussion Paper
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Econometric theory
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The econometrics journal
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Discussion paper / Centre for Economic Policy Research
7
Federal Reserve Bank of Cleveland working paper series
7
SFB 649 discussion paper
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion paper / Tinbergen Institute
6
Discussion papers of interdisciplinary research project 373
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Quantitative economics : QE ; journal of the Econometric Society
6
Documento de trabajo
5
Oxford bulletin of economics and statistics
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
Applied economics letters
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEMFI working paper
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CFS working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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Journal of empirical finance
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1
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
2
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
3
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
4
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
5
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
6
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
7
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
8
DSGE priors for BVAR models
Filippeli, Thomai
;
Theodoridis, Konstantinos
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 627-656
Persistent link: https://www.econbiz.de/10011292826
Saved in:
9
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
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