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  • Search: subject:"VAR model"
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Year of publication
Subject
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VAR model 13,898 VAR-Modell 13,669 Schock 4,106 Shock 4,103 Schätzung 3,804 Estimation 3,794 Theorie 3,101 Theory 3,100 Geldpolitik 3,049 Monetary policy 3,039 USA 1,756 United States 1,748 Zeitreihenanalyse 1,558 Time series analysis 1,554 Wirkungsanalyse 1,527 Impact assessment 1,526 Prognoseverfahren 1,416 Forecasting model 1,412 Bayesian inference 1,351 Kointegration 1,348 Bayes-Statistik 1,345 Cointegration 1,337 Konjunktur 1,334 Business cycle 1,332 Volatility 1,255 Volatilität 1,254 Welt 1,039 World 1,037 Monetary transmission 1,019 Geldpolitische Transmission 1,016 Oil price 987 Ölpreis 982 EU-Staaten 970 EU countries 965 Inflation 907 Euro area 826 Eurozone 824 Schätztheorie 821 Estimation theory 820 Börsenkurs 743
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Online availability
All
Free 6,660 Undetermined 3,313
Type of publication
All
Article 7,144 Book / Working Paper 7,095 Other 3
Type of publication (narrower categories)
All
Article in journal 6,677 Aufsatz in Zeitschrift 6,677 Graue Literatur 4,516 Non-commercial literature 4,516 Working Paper 4,458 Arbeitspapier 4,386 Aufsatz im Buch 297 Book section 297 Hochschulschrift 174 Thesis 131 Conference paper 67 Konferenzbeitrag 67 Collection of articles written by one author 53 Sammlung 53 Konferenzschrift 29 Collection of articles of several authors 24 Sammelwerk 24 Article 21 Bibliografie enthalten 18 Bibliography included 18 Aufsatzsammlung 17 research-article 13 Dissertation u.a. Prüfungsschriften 11 Lehrbuch 9 Case study 8 Fallstudie 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Textbook 7 Amtsdruckschrift 6 Government document 6 Amtliche Publikation 4 Handbook 4 Handbuch 4 Interview 2 Bibliografie 1 Conference proceedings 1 Elektronischer Datenträger 1 Festschrift 1
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Language
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English 13,734 Undetermined 241 German 83 French 60 Spanish 46 Portuguese 20 Czech 15 Polish 14 Italian 9 Croatian 6 Russian 5 Slovak 5 Romanian 4 Lithuanian 2 Slovenian 2 Swedish 2 Albanian 1 Serbian 1 Ukrainian 1
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Author
All
Lütkepohl, Helmut 160 Pesaran, M. Hashem 120 Marcellino, Massimiliano 103 Gupta, Rangan 101 Mumtaz, Haroon 100 Gambetti, Luca 85 Castelnuovo, Efrem 82 Kilian, Lutz 82 Koop, Gary 80 Huber, Florian 71 Carriero, Andrea 70 Canova, Fabio 69 Caggiano, Giovanni 66 Clark, Todd E. 65 Schorfheide, Frank 62 Theodoridis, Konstantinos 59 Chudik, Alexander 58 Giannone, Domenico 57 Fève, Patrick 53 Österholm, Pär 49 Johansen, Søren 48 Korobilis, Dimitris 48 Kim, So-yŏng 47 Saikkonen, Pentti 47 Engsted, Tom 46 Jusélius, Katarina 45 Kapetanios, George 45 Benati, Luca 44 Nielsen, Morten Ørregaard 44 Baumeister, Christiane 42 Belke, Ansgar 42 Smith, L. Vanessa 40 Chan, Joshua 39 Forni, Mario 38 Lenza, Michele 38 Minford, Patrick 38 Feldkircher, Martin 37 Sala, Luca 37 Peersman, Gert 36 Bjørnland, Hilde Christiane 35
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Institution
All
National Bureau of Economic Research 90 International Monetary Fund (IMF) 33 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 24 International Monetary Fund 20 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 European University Institute / Department of Economics 16 European University Institute / Department of Law 13 School of Economics and Management, University of Aarhus 12 Federal Reserve Bank of St. Louis 11 Københavns Universitet / Økonomisk Institut 8 Leibniz-Institut für Wirtschaftsforschung Halle 6 University of Strathclyde / Department of Economics 6 School of Finance and Business Economics <Perth, Western Australia> 5 University of Southampton / Department of Economics 5 CESifo 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Federal Reserve Bank of San Francisco 4 Innocenzo Gasparini Institute for Economic Research <Mailand> 4 Narodna Banka na Republika Makedonija 4 Task Force on Low Inflation (LIFT) 4 University of Leicester / Department of Economics 4 Økonomisk Institut, Københavns Universitet 4 C.E.P.R. Discussion Papers 3 Center for Economic Research <Tilburg> 3 Department of Economics, Faculty of Economic and Management Sciences 3 Ekonomski Fakultet, Sveučilište u Zagrebu 3 Escola de Pós-Graduação em Economia <Rio de Janeiro> 3 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 3 National Institute of Economic and Social Research 3 Nuffield College 3 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 3 University of California Davis / Department of Economics 3 University of Glasgow / Department of Economics 3 Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 3 Banca d'Italia 2 Brown University / Department of Economics 2 Centre for Analytical Finance <Århus> 2 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 2 Christian-Albrechts-Universität zu Kiel 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2
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Published in...
All
Applied economics 202 Working paper 198 Economic modelling 196 Working paper series / European Central Bank 185 Energy economics 179 Economics letters 175 Discussion paper / Centre for Economic Policy Research 155 CESifo working papers 144 Journal of international money and finance 138 Journal of econometrics 127 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 117 IMF working papers 117 CAMA working paper series 114 Journal of economic dynamics & control 106 International journal of forecasting 92 Working paper / National Bureau of Economic Research, Inc. 91 Applied economics letters 90 Journal of macroeconomics 89 NBER working paper series 89 ECB Working Paper 87 Discussion papers / CEPR 85 Macroeconomic dynamics 81 International Journal of Energy Economics and Policy : IJEEP 80 Journal of applied econometrics 77 Finance research letters 75 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 75 Discussion paper 74 International review of economics & finance : IREF 74 Journal of monetary economics 74 Discussion papers / Deutsches Institut für Wirtschaftsforschung 72 NBER Working Paper 69 The North American journal of economics and finance : a journal of financial economics studies 61 European economic review : EER 58 Working paper series 53 Journal of forecasting 52 IMF Working Paper 48 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 48 Working papers 48 Journal of banking & finance 47 Journal of money, credit and banking : JMCB 45
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Source
All
ECONIS (ZBW) 13,809 RePEc 298 EconStor 95 USB Cologne (EcoSocSci) 14 Other ZBW resources 13 ArchiDok 8 BASE 5
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Showing 1 - 10 of 14,242
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Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global VAR approach
Blagov, Boris; Dirks, Maximilian W.; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical …
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Persistent link: https://www.econbiz.de/10014466941
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Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global VAR approach
Blagov, Boris; Dirks, Maximilian W.; Funke, Michael - 2024
Using Russia as a case study and a global VAR model as a methodological tool, we analyze how heightened geopolitical …
Persistent link: https://www.econbiz.de/10014452016
Saved in:
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - 2024
Persistent link: https://www.econbiz.de/10015047395
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Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period
Jiang, Yong; Al-Nassar, Nassar S.; Ren, Yi-Shuai; Ma, … - In: Research in international business and finance 70 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015056938
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Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
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Modelling inflation dynamics and global oil price shocks in OAPEC countries : TVP-VAR
Elsherif, Marwa - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 51-69
Persistent link: https://www.econbiz.de/10014532556
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Macroeconomic impacts of oil price shocks : evidence from Iraq by using vector autoregressive model
Rodhan, Maitham A. - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 162-170
Persistent link: https://www.econbiz.de/10014533156
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Public debt determinants : a time-varying analysis of core and peripheral Euro area countries
Di Serio, Mario - In: Finance research letters 69 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015079840
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Extreme connectedness and network across financial assets and commodity futures markets
Ozcelebi, Oguzhan; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014492088
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EU structural funds and GDP per capita : spatial var evidence for the European regions
Destefanis, Sergio; Di Giacinto, Valter - 2023
Persistent link: https://www.econbiz.de/10014293875
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