//--> //--> //--> //-->
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:"Journal of applied econometrics"
~language:"eng"
~subject:"VAR model"
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:"Vector autoregression"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
VAR model
VAR-Modell
77
Theorie
28
Theory
28
Estimation
23
Schätzung
23
Forecasting model
22
Prognoseverfahren
22
Schock
21
Shock
21
USA
20
United States
20
Bayes-Statistik
17
Bayesian inference
17
Geldpolitik
12
Monetary policy
12
Time series analysis
11
Zeitreihenanalyse
11
Business cycle
10
Konjunktur
10
Economic forecast
9
Welt
9
Wirtschaftsprognose
9
World
9
Impact assessment
7
Wirkungsanalyse
7
Euro area
6
Eurozone
6
Modellierung
6
Scientific modelling
6
Volatility
6
Volatilität
6
Cointegration
5
EU countries
5
EU-Staaten
5
Frühindikator
5
Kointegration
5
Leading indicator
5
Financial crisis
4
Finanzkrise
4
more ...
less ...
Online availability
All
Undetermined
31
Free
7
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
Author
All
Marcellino, Massimiliano
8
Carriero, Andrea
5
Clark, Todd E.
5
Galvão, Ana Beatriz C.
3
Huber, Florian
3
Koop, Gary
3
Billio, Monica
2
Caggiano, Giovanni
2
Casarin, Roberto
2
Castelnuovo, Efrem
2
Foroni, Claudia
2
Gambetti, Luca
2
McCracken, Michael W.
2
Pesaran, M. Hashem
2
Warne, Anders
2
Wickens, Michael R.
2
Aastveit, Knut Are
1
Ahelegbey, Daniel Felix
1
Altissimo, Filippo
1
Artis, Michael J.
1
Assenmacher-Wesche, Katrin
1
Bai, Yu
1
Banerjee, Anindya
1
Bao Hoang Nguyen
1
Basistha, Arabinda
1
Benati, Luca
1
Boer, Lukas
1
Budnik, Katarzyna
1
Campolieti, Michele
1
Canova, Fabio
1
Chan, Joshua
1
Chavleishvili, Sulkhan
1
Christoffel, Kai
1
Cipollini, Fabrizio
1
Clements, Michael P.
1
Coenen, Günter
1
Corsello, Francesco
1
Crespo Cuaresma, Jesús
1
Cross, Jamie
1
Cúrdia, Vasco
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Applied economics
195
Economic modelling
194
Working paper
182
Working paper series / European Central Bank
177
Economics letters
165
Energy economics
159
Discussion paper / Centre for Economic Policy Research
155
CESifo working papers
138
Journal of international money and finance
132
Journal of econometrics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
CAMA working paper series
114
IMF working papers
112
Journal of economic dynamics & control
102
International journal of forecasting
92
Working paper / National Bureau of Economic Research, Inc.
90
Journal of macroeconomics
88
Applied economics letters
87
NBER working paper series
87
ECB Working Paper
83
Discussion papers / CEPR
81
Macroeconomic dynamics
80
International Journal of Energy Economics and Policy : IJEEP
75
International review of economics & finance : IREF
72
Discussion paper
70
Discussion papers / Deutsches Institut für Wirtschaftsforschung
70
NBER Working Paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of monetary economics
68
The North American journal of economics and finance : a journal of financial economics studies
60
Finance research letters
54
Working paper series
54
Journal of forecasting
52
IMF Working Paper
48
European economic review : EER
47
Journal of banking & finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Working papers
47
Journal of money, credit and banking : JMCB
45
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
2
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
3
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.
;
McNeil, James
;
Smith, Gregor W.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Saved in:
4
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
5
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
6
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
7
The multifaceted impact of US trade policy on financial markets
Boer, Lukas
;
Menkhoff, Lukas
;
Rieth, Malte
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 388-406
Persistent link: https://www.econbiz.de/10014287995
Saved in:
8
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
9
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
10
Identifying factor-augmented
vector
autoregression
models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->