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Search: subject:"autoregressive process"
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VAR-Modell
15,877
VAR model
15,874
Schock
5,312
Shock
5,312
Estimation
3,864
Schätzung
3,864
Theorie
3,859
Theory
3,855
Geldpolitik
3,399
Monetary policy
3,393
Impact assessment
1,936
Wirkungsanalyse
1,936
USA
1,873
United States
1,867
Zeitreihenanalyse
1,825
Time series analysis
1,822
Prognoseverfahren
1,704
Forecasting model
1,701
Business cycle
1,597
Konjunktur
1,596
Bayes-Statistik
1,510
Bayesian inference
1,510
Volatility
1,502
Volatilität
1,502
Cointegration
1,446
Kointegration
1,437
Geldpolitische Transmission
1,327
Monetary transmission
1,327
Oil price
1,286
Ölpreis
1,286
Welt
1,248
World
1,248
Estimation theory
1,224
Schätztheorie
1,224
Inflation
1,077
EU-Staaten
1,027
EU countries
1,026
Euro area
927
Eurozone
925
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893
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7,512
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3,999
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412
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8,232
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7,840
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7,808
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7,808
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4,962
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4,873
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4,844
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337
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337
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158
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117
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74
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55
Sammlung
55
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30
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26
Sammelwerk
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3
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15,734
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19
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13
Czech
11
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9
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6
Russian
5
Romanian
4
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2
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Lütkepohl, Helmut
212
Pesaran, M. Hashem
125
Marcellino, Massimiliano
115
Gupta, Rangan
113
Mumtaz, Haroon
103
Kilian, Lutz
94
Gambetti, Luca
84
Huber, Florian
84
Koop, Gary
84
Castelnuovo, Efrem
82
Canova, Fabio
75
Carriero, Andrea
72
Clark, Todd E.
68
Chudik, Alexander
67
Schorfheide, Frank
66
Caggiano, Giovanni
64
Giannone, Domenico
63
Jusélius, Katarina
61
Theodoridis, Konstantinos
60
Johansen, Søren
55
Saikkonen, Pentti
55
Fève, Patrick
53
Österholm, Pär
51
Kapetanios, George
50
Korobilis, Dimitris
49
Kim, So-yŏng
48
Afonso, António
46
Benati, Luca
46
Chan, Joshua
46
Feldkircher, Martin
46
Lenza, Michele
46
Minford, Patrick
46
Winker, Peter
46
Mohaddes, Kamiar
45
Belke, Ansgar
44
Baumeister, Christiane
43
Nielsen, Morten Ørregaard
42
Inoue, Atsushi
41
Rubio-Ramírez, Juan Francisco
41
Staszewska-Bystrova, Anna
41
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National Bureau of Economic Research
116
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
European University Institute / Department of Economics
16
European University Institute / Department of Law
14
Department of Economics, European University Institute
12
Federal Reserve Bank of St. Louis
11
Københavns Universitet / Økonomisk Institut
8
Leibniz-Institut für Wirtschaftsforschung Halle
8
European Central Bank
6
Narodna Banka na Republika Makedonija
6
University of Strathclyde / Department of Economics
6
School of Finance and Business Economics <Perth, Western Australia>
5
Task Force on Low Inflation (LIFT)
5
University of Southampton / Department of Economics
5
CESifo
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of San Francisco
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
4
University of Leicester / Department of Economics
4
Center for Economic Research <Tilburg>
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
International Monetary Fund
3
National Institute of Economic and Social Research
3
Nuffield College
3
University of California Davis / Department of Economics
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel
2
Department of Econometrics and Business Statistics, Monash Business School
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
European Commission / Directorate-General for Economic and Financial Affairs
2
European Commission / Statistical Office of the European Union
2
Facoltà di Economia, Università degli Studi dell'Insubria
2
Institut für Weltwirtschaft
2
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All
Economic modelling
241
Energy economics
233
Applied economics
225
Working paper
224
Working paper series / European Central Bank
206
Economics letters
204
CESifo working papers
170
Journal of international money and finance
159
Discussion paper / Centre for Economic Policy Research
156
Journal of econometrics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of economic dynamics & control
125
IMF working papers
121
CAMA working paper series
118
NBER working paper series
115
International journal of forecasting
110
International Journal of Energy Economics and Policy : IJEEP
109
Discussion papers / CEPR
108
Journal of macroeconomics
106
Applied economics letters
105
ECB Working Paper
103
NBER Working Paper
94
International review of economics & finance : IREF
92
Working paper / National Bureau of Economic Research, Inc.
92
Finance research letters
90
Journal of applied econometrics
87
Macroeconomic dynamics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Discussion paper
82
Journal of monetary economics
81
Discussion papers / Deutsches Institut für Wirtschaftsforschung
80
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of forecasting
65
European economic review : EER
63
Working papers
60
Journal of international financial markets, institutions & money
58
Working paper series
58
IMF Working Paper
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of banking & finance
55
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Source
All
ECONIS (ZBW)
15,907
RePEc
130
EconStor
32
Other ZBW resources
2
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1
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13721
Harvest-time protein shocks and price adjustment in US wheat markets
Goodwin, Barry K.
;
Smith, Vincent Hugh
- In:
Journal of agricultural and resource economics : JARE ; …
34
(
2009
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10003892589
Saved in:
13722
Functional-coefficient cointegration models
Xiao, Zhijie
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 81-92
Persistent link: https://www.econbiz.de/10003892686
Saved in:
13723
The output effects of money growth uncertainty : evidence from a multivariate GARCH-in-Mean VAR
Serletis, Apostolos
;
Rahman, Sajjadur
- In:
Open economies review
20
(
2009
)
5
,
pp. 607-630
Persistent link: https://www.econbiz.de/10003894186
Saved in:
13724
Monetary policy, inflation expectations and the price puzzle
Castelnuovo, Efrem
;
Surico, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003895468
Saved in:
13725
The effects of oil price changes on the industry-level production and prices in the U.S. and Japan
Fukunaga, Ichiro
;
Hirakata, Naohisa
;
Sudo, Nao
-
2009
Persistent link: https://www.econbiz.de/10003895477
Saved in:
13726
Housing investment and the US economy : how have the relationships changed?
Miles, William
- In:
The journal of real estate research
31
(
2009
)
3
,
pp. 329-349
Persistent link: https://www.econbiz.de/10003896742
Saved in:
13727
Monetary policy analysis with potentially misspecified models
Del Negro, Marco
;
Schorfheide, Frank
- In:
The American economic review
99
(
2009
)
4
,
pp. 1415-1450
Persistent link: https://www.econbiz.de/10003896762
Saved in:
13728
VAR analysis and the great moderation
Benati, Luca
;
Surico, Paolo
- In:
The American economic review
99
(
2009
)
4
,
pp. 1636-1652
Persistent link: https://www.econbiz.de/10003896791
Saved in:
13729
Modeling the interactions of stock price and exchange rate in Malaysia
Mohd Tahir Ismail
;
Zaidi Bin Isa
- In:
The Singapore economic review : journal of the Economic …
54
(
2009
)
4
,
pp. 605-619
Persistent link: https://www.econbiz.de/10003957221
Saved in:
13730
Inflation targeting in Indonesia : searching for a threshold
Chowdhury, Anis
;
Ham, Roger
- In:
The Singapore economic review : journal of the Economic …
54
(
2009
)
4
,
pp. 645-655
Persistent link: https://www.econbiz.de/10003957241
Saved in:
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