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  • Search: subject:"vector autoregression"
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Year of publication
Subject
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VAR-Modell 13,718 VAR model 13,678 Schock 4,134 Shock 4,115 Schätzung 3,802 Estimation 3,784 Theorie 3,101 Theory 3,091 Monetary policy 3,066 Geldpolitik 3,041 USA 1,779 United States 1,756 Zeitreihenanalyse 1,565 Time series analysis 1,559 Wirkungsanalyse 1,529 Impact assessment 1,524 Prognoseverfahren 1,429 Forecasting model 1,420 Bayesian inference 1,367 Bayes-Statistik 1,360 Cointegration 1,358 Konjunktur 1,349 Business cycle 1,340 Kointegration 1,333 Volatility 1,259 Volatilität 1,255 Welt 1,041 World 1,037 Geldpolitische Transmission 1,013 Monetary transmission 1,011 Oil price 980 Ölpreis 978 EU-Staaten 965 EU countries 960 Inflation 923 Euro area 828 Eurozone 826 Schätztheorie 822 Estimation theory 820 Economic growth 756
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Online availability
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Free 7,363 Undetermined 3,467
Type of publication
All
Book / Working Paper 7,770 Article 7,386 Other 9
Type of publication (narrower categories)
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Article in journal 6,724 Aufsatz in Zeitschrift 6,724 Working Paper 4,686 Graue Literatur 4,548 Non-commercial literature 4,548 Arbeitspapier 4,420 Aufsatz im Buch 298 Book section 298 Hochschulschrift 155 Thesis 126 Conference paper 68 Konferenzbeitrag 68 Collection of articles written by one author 53 Sammlung 53 Article 46 Konferenzschrift 28 Collection of articles of several authors 24 Sammelwerk 24 Aufsatzsammlung 18 research-article 15 Bibliografie enthalten 14 Bibliography included 14 Case study 8 Fallstudie 8 Lehrbuch 8 Systematic review 8 Übersichtsarbeit 8 Conference Paper 7 Forschungsbericht 7 Amtsdruckschrift 6 Government document 6 Textbook 6 Amtliche Publikation 4 Handbook 4 Handbuch 4 Interview 2 Bibliografie 1 Book Part 1 Conference proceedings 1 Elektronischer Datenträger 1
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Language
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English 14,237 Undetermined 665 German 66 French 62 Spanish 47 Portuguese 22 Czech 15 Polish 13 Italian 9 Croatian 6 Russian 6 Romanian 4 Slovak 4 Lithuanian 3 Slovenian 2 Swedish 2 Turkish 2 Vietnamese 2 Hungarian 1 Japanese 1 Albanian 1 Ukrainian 1
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Author
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Lütkepohl, Helmut 201 Pesaran, M. Hashem 127 Gupta, Rangan 113 Mumtaz, Haroon 102 Marcellino, Massimiliano 100 Gambetti, Luca 92 Kilian, Lutz 86 Castelnuovo, Efrem 82 Koop, Gary 82 Huber, Florian 74 Carriero, Andrea 71 Canova, Fabio 70 Schorfheide, Frank 68 Clark, Todd E. 67 Giannone, Domenico 67 Caggiano, Giovanni 66 Theodoridis, Konstantinos 61 Chudik, Alexander 60 Fève, Patrick 53 Korobilis, Dimitris 53 Österholm, Pär 52 Saikkonen, Pentti 50 Warne, Anders 48 Kim, So-yŏng 47 Jusélius, Katarina 45 Kapetanios, George 45 Belke, Ansgar 44 Benati, Luca 44 Lenza, Michele 44 Johansen, Søren 43 Nielsen, Morten Ørregaard 43 Smith, L. Vanessa 43 Baumeister, Christiane 42 Kriwoluzky, Alexander 42 Feldkircher, Martin 41 Chan, Joshua 39 Afonso, António 38 Bjørnland, Hilde Christiane 38 Forni, Mario 38 Lanne, Markku 38
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Institution
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National Bureau of Economic Research 90 International Monetary Fund (IMF) 64 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 56 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 24 Federal Reserve Bank of St. Louis 23 C.E.P.R. Discussion Papers 21 European University Institute / Department of Economics 16 European Central Bank 14 Department of Economics, Faculty of Economic and Management Sciences 13 EconWPA 13 European University Institute / Department of Law 13 Federal Reserve Bank of Atlanta 13 Federal Reserve Bank of San Francisco 11 CESifo 10 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 9 Federal Reserve Board (Board of Governors of the Federal Reserve System) 9 School of Economics and Management, University of Aarhus 9 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 9 Cowles Foundation for Research in Economics, Yale University 8 Københavns Universitet / Økonomisk Institut 8 Institut für Weltwirtschaft (IfW) 7 International Monetary Fund 7 Agricultural and Applied Economics Association - AAEA 6 Department of Economics, Oxford University 6 Deutsche Bundesbank 6 Federal Reserve Bank of New York 6 Leibniz-Institut für Wirtschaftsforschung Halle 6 Schweizerische Nationalbank (SNB) 6 University of Strathclyde / Department of Economics 6 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 6 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 5 Department of Econometrics and Business Statistics, Monash Business School 5 Economics Group, Nuffield College, University of Oxford 5 Federal Reserve Bank of Minneapolis 5 School of Finance and Business Economics <Perth, Western Australia> 5 Sveriges Riksbank 5 University of Bonn, Germany 5 University of Southampton / Department of Economics 5 Crawford School of Public Policy, Australian National University 4 Department of Economics, European University Institute 4
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Published in...
All
Applied economics 202 Working paper 202 Economic modelling 197 Working paper series / European Central Bank 177 Economics letters 175 Energy economics 175 Discussion paper / Centre for Economic Policy Research 155 CESifo working papers 147 Journal of international money and finance 137 Journal of econometrics 128 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 118 IMF working papers 117 CAMA working paper series 115 ECB Working Paper 109 Journal of economic dynamics & control 107 International journal of forecasting 93 Applied economics letters 91 Journal of macroeconomics 90 Working paper / National Bureau of Economic Research, Inc. 90 NBER working paper series 89 Discussion papers / CEPR 85 Macroeconomic dynamics 82 International Journal of Energy Economics and Policy : IJEEP 80 Journal of applied econometrics 77 Discussion paper 76 IMF Working Papers 75 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 73 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 MPRA Paper 56 Working paper series 54 Journal of forecasting 53 Working papers 50 IMF Working Paper 48 Journal of banking & finance 47
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Source
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ECONIS (ZBW) 13,870 RePEc 920 EconStor 321 BASE 31 Other ZBW resources 17 USB Cologne (business full texts) 6
Showing 14,881 - 14,890 of 15,165
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Modelling wages, prices, productivity and unemployment in Greece
Sideris, Dimitrios - In: Rivista internazionale di scienze economiche e … 46 (1999) 3, pp. 555-589
Persistent link: https://www.econbiz.de/10001418416
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Lag length selection in vector autoregressive models : symmetric and asymmetric lags
Ozcicek, Omer; McMillin, W. Douglas - In: Applied economics 31 (1999) 4, pp. 517-524
Persistent link: https://www.econbiz.de/10001418812
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Re-examining export-led growth hypothesis : a multivariate cointegration analysis for India
Dhawan, Urvashi; Biswal, Bagala P. - In: Applied economics 31 (1999) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10001418817
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Has the effect of money shocks on interest rates really vanished? : Further evidence of the liquidity effect
Kim, Benjamin Jin Chun; Noor Azlan Ghazali - In: Applied economics 31 (1999) 6, pp. 743-754
Persistent link: https://www.econbiz.de/10001419061
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.; Haug, Alfred Albert; Michelis, Leo - In: Journal of applied econometrics 14 (1999) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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How well does the Mundell-Fleming model fit Australian data since the collapse of Bretton Woods?
Huh, Hyeon-Seung - In: Applied economics 31 (1999) 3, pp. 397-407
Persistent link: https://www.econbiz.de/10001364534
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Immigration and unemployment : new evidence from Australia and New Zealand
Shan, Jordan; Morris, Alan; Sun, Fiona - In: International review of applied economics 13 (1999) 2, pp. 253-260
Persistent link: https://www.econbiz.de/10001369159
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Does foreign direct investment lead growth : evidence from Shanghai
Tian, Gary Gang; Shan, Jordan Z. - 1999
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Persistent link: https://www.econbiz.de/10001370794
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Output effects of transport infrastructure : the Netherlands, 1853 - 1913
Groote, Peter; Jacobs, Jan; Sturm, Jan-Egbert - In: Tijdschrift voor economische en sociale geografie : TESG 90 (1999) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10001387774
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Models and relations in economics and econometrics
Jusélius, Katarina - 1999
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Persistent link: https://www.econbiz.de/10001393209
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