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  • Search: subject:"Vector autoregressive"
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Year of publication
Subject
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VAR-Modell 13,659 VAR model 13,651 Schock 4,099 Shock 4,093 Schätzung 3,777 Estimation 3,770 Theorie 3,082 Theory 3,077 Geldpolitik 3,024 Monetary policy 3,020 USA 1,752 United States 1,741 Zeitreihenanalyse 1,563 Time series analysis 1,560 Impact assessment 1,513 Wirkungsanalyse 1,513 Prognoseverfahren 1,413 Forecasting model 1,410 Cointegration 1,368 Bayesian inference 1,357 Bayes-Statistik 1,351 Kointegration 1,334 Konjunktur 1,330 Business cycle 1,328 Volatility 1,236 Volatilität 1,236 Welt 1,025 World 1,025 Geldpolitische Transmission 1,010 Monetary transmission 1,010 Oil price 973 Ölpreis 970 EU-Staaten 965 EU countries 958 Inflation 904 Euro area 832 Eurozone 826 Estimation theory 820 Schätztheorie 820 Börsenkurs 733
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Online availability
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Free 6,709 Undetermined 3,323
Type of publication
All
Book / Working Paper 7,147 Article 7,109 Other 5
Type of publication (narrower categories)
All
Article in journal 6,638 Aufsatz in Zeitschrift 6,638 Graue Literatur 4,509 Non-commercial literature 4,509 Working Paper 4,490 Arbeitspapier 4,381 Aufsatz im Buch 296 Book section 296 Hochschulschrift 154 Thesis 117 Conference paper 67 Konferenzbeitrag 67 Collection of articles written by one author 53 Sammlung 53 Article 31 Konferenzschrift 28 Collection of articles of several authors 24 Sammelwerk 24 Aufsatzsammlung 17 Bibliografie enthalten 14 Bibliography included 14 Case study 8 Fallstudie 8 Lehrbuch 8 Systematic review 8 Übersichtsarbeit 8 Forschungsbericht 7 Amtsdruckschrift 6 Government document 6 Textbook 6 research-article 6 Amtliche Publikation 4 Conference Paper 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 13,735 Undetermined 283 German 61 French 58 Spanish 46 Portuguese 22 Polish 13 Czech 11 Italian 9 Croatian 6 Russian 5 Romanian 4 Slovak 4 Lithuanian 2 Slovenian 2 Swedish 2 Albanian 1 Serbian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 197 Pesaran, M. Hashem 120 Gupta, Rangan 113 Mumtaz, Haroon 100 Marcellino, Massimiliano 99 Gambetti, Luca 85 Castelnuovo, Efrem 82 Kilian, Lutz 81 Koop, Gary 80 Huber, Florian 75 Carriero, Andrea 70 Canova, Fabio 69 Caggiano, Giovanni 66 Clark, Todd E. 65 Schorfheide, Frank 62 Giannone, Domenico 61 Theodoridis, Konstantinos 60 Chudik, Alexander 59 Johansen, Søren 59 Saikkonen, Pentti 58 Morana, Claudio 57 Fève, Patrick 53 Nielsen, Morten Ørregaard 52 Österholm, Pär 49 Belke, Ansgar 48 Korobilis, Dimitris 48 Kim, So-yŏng 47 Winker, Peter 46 Jusélius, Katarina 45 Kapetanios, George 45 Benati, Luca 44 Staszewska-Bystrova, Anna 43 Baumeister, Christiane 42 Lenza, Michele 42 Chan, Joshua 40 Smith, L. Vanessa 40 Lanne, Markku 39 Feldkircher, Martin 38 Forni, Mario 38 Trenkler, Carsten 38
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Institution
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National Bureau of Economic Research 90 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 25 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 24 Department of Economics, European University Institute 16 European University Institute / Department of Economics 16 European University Institute / Department of Law 13 Federal Reserve Bank of St. Louis 11 CESifo 9 Department of Economics, Faculty of Economic and Management Sciences 9 Københavns Universitet / Økonomisk Institut 8 Økonomisk Institut, Københavns Universitet 7 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 6 EconWPA 6 Leibniz-Institut für Wirtschaftsforschung Halle 6 School of Economics and Management, University of Aarhus 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 University of Strathclyde / Department of Economics 6 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 5 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 5 International Centre for Economic Research (ICER) 5 School of Finance and Business Economics <Perth, Western Australia> 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Statistisk Sentralbyrå, Government of Norway 5 University of Southampton / Department of Economics 5 Department of Economics, Auburn University 4 Ekonomiska forskningsinstitutet <Stockholm> 4 European Central Bank 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 Tilburg University, Center for Economic Research 4 Tinbergen Instituut 4 University of Leicester / Department of Economics 4 Center for Economic Research <Tilburg> 3 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 3 Department of Economics, Oxford University 3 Economic Research Southern Africa (ERSA) 3 Economics Department, Queen's University 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3
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Published in...
All
Applied economics 200 Working paper 198 Economic modelling 194 Working paper series / European Central Bank 177 Economics letters 175 Energy economics 173 Discussion paper / Centre for Economic Policy Research 155 CESifo working papers 144 Journal of international money and finance 137 Journal of econometrics 129 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 117 IMF working papers 117 CAMA working paper series 115 Journal of economic dynamics & control 106 International journal of forecasting 92 Working paper / National Bureau of Economic Research, Inc. 90 Journal of macroeconomics 89 NBER working paper series 89 Applied economics letters 88 ECB Working Paper 88 Discussion papers / CEPR 85 Macroeconomic dynamics 82 Discussion paper 78 International Journal of Energy Economics and Policy : IJEEP 78 Journal of applied econometrics 77 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 74 Journal of monetary economics 74 Discussion papers / Deutsches Institut für Wirtschaftsforschung 72 International review of economics & finance : IREF 72 Finance research letters 69 NBER Working Paper 69 The North American journal of economics and finance : a journal of financial economics studies 60 European economic review : EER 58 Working paper series 53 Journal of forecasting 52 IMF Working Paper 48 Working papers 48 Journal of banking & finance 47 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 47 Journal of money, credit and banking : JMCB 45
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Source
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ECONIS (ZBW) 13,737 RePEc 363 EconStor 145 BASE 10 Other ZBW resources 6
Showing 71 - 80 of 14,261
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Macroeconomic spillovers of weather shocks across U.S. states
Bacchiocchi, Emanuele; Bastianin, Andrea; Moramarco, … - 2024 - This version: April 12, 2024
-level database on emergency declarations triggered by natural disasters and estimate their impacts with a monthly Global Vector … Autoregressive (GVAR) model for the U.S. states. Impulse responses highlight significant country-wide macroeconomic effects of …
Persistent link: https://www.econbiz.de/10014552864
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Does the transmission of monetary policy shocks change when inflation is high?
Canova, Fabio; Pérez Forero, Fernando J. - 2024
Persistent link: https://www.econbiz.de/10014553090
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Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR …
Persistent link: https://www.econbiz.de/10014556642
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Pass-through with volatile exchange rates and inflation targeting
Alexius, Annika; Holmberg, Mikaela - In: Review of world economics 160 (2024) 2, pp. 377-387
Persistent link: https://www.econbiz.de/10014557659
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Oil price dynamics in times of uncertainty : revisiting the role of demand and supply shocks
Kumar, Abhishek; Mallick, Sushanta Kumar - In: Energy economics 129 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014558749
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Investigating the effect of green finance initiatives on renewable energy penetration in Europe
Szendrei, Tibor; Eross, Andrea; Mohammed, Mustapha; … - 2024
As climate change becomes an ever-present problem, efforts have been made to make energy generation greener. One key tool to encourage renewable energy generation are feed-in-tariff policies, which have been employed in various countries across Europe. Using quarterly data, this study...
Persistent link: https://www.econbiz.de/10014558816
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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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An empirical assessment of consumer demand heterogeneity to household income by regions of Kazakhstan
Samat, Moldir - 2024
Persistent link: https://www.econbiz.de/10014578403
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On the effects of monetary policy shocks on income and consumption heterogeneity
Chang, Minsu; Schorfheide, Frank - 2024
Persistent link: https://www.econbiz.de/10014580835
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Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco; Doremus, Nicolas; Moneta, Alessio - 2024
We propose a statistical identification procedure for structural vector autoregressive (VAR) models that present a …
Persistent link: https://www.econbiz.de/10013548855
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