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Search: subject_exact:"Vector autoregression"
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Business cycle
VAR-Modell
13,432
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Castelnuovo, Efrem
49
Caggiano, Giovanni
43
Gambetti, Luca
24
Gupta, Rangan
21
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20
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18
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17
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14
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13
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13
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12
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11
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11
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10
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10
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10
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9
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9
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9
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9
Portier, Franck
9
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8
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Boivin, Jean
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CESifo working papers
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Economics letters
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Temi di discussione / Banca d'Italia
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
1,307
RePEc
2
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1
On the aggregate effects of global uncertainty : evidence from an emerging economy
Ahiadorme, Johnson
- In:
The South African journal of economics
90
(
2022
)
3
,
pp. 390-407
Persistent link: https://www.econbiz.de/10013401986
Saved in:
2
Sequencing the COVID-19 recession in the USA : what were the macroeconomic drivers?
Breitenlechner, Max
;
Geiger, Martin
;
Gründler, Daniel
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 119-136
Persistent link: https://www.econbiz.de/10014481362
Saved in:
3
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolò
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
1
,
pp. 5-33
Persistent link: https://www.econbiz.de/10014483200
Saved in:
4
A note on international spillovers of economic policy uncertainty across business cycles : evidence from OECD countries
Popp, Aaron
;
Zhang, Fang
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10014465384
Saved in:
5
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
6
Real activity and uncertainty shocks : the long and the short of it
Krogh, Mathias Sjøgreen
;
Pellegrino, Giovanni
-
2024
-
This version: February 14, 2024
Persistent link: https://www.econbiz.de/10014517579
Saved in:
7
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
8
How oil shocks propagate: evidence on the monetary policy channel
Miyamoto, Wataru
;
Nguyen, Thuy Lan
;
Sergeyev, Dmitriy
-
2024
Persistent link: https://www.econbiz.de/10014533433
Saved in:
9
Assessing the impact of Thailand’s government consumption and tax shocks with a non-recursive SVAR model
Kittichai Saelee
-
2024
-
Version: June 20th, 2024
Persistent link: https://www.econbiz.de/10014560385
Saved in:
10
Demand or supply? : an empirical exploration of the effects of climate change on the macroeconomy
Ciccarelli, Matteo
;
Marotta, Fulvia
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558867
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