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  • Search: subject:"vector autoregressive"
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Year of publication
Subject
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VAR-Modell 13,661 VAR model 13,653 Schock 4,101 Shock 4,095 Schätzung 3,779 Estimation 3,772 Theorie 3,080 Theory 3,075 Geldpolitik 3,025 Monetary policy 3,021 USA 1,751 United States 1,740 Zeitreihenanalyse 1,564 Time series analysis 1,561 Impact assessment 1,512 Wirkungsanalyse 1,512 Prognoseverfahren 1,412 Forecasting model 1,409 Cointegration 1,367 Bayesian inference 1,357 Bayes-Statistik 1,351 Kointegration 1,333 Konjunktur 1,330 Business cycle 1,328 Volatility 1,237 Volatilität 1,237 Welt 1,027 World 1,027 Geldpolitische Transmission 1,010 Monetary transmission 1,010 Oil price 972 Ölpreis 969 EU-Staaten 965 EU countries 958 Inflation 903 Euro area 832 Eurozone 826 Estimation theory 821 Schätztheorie 821 Börsenkurs 733
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Online availability
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Free 6,711 Undetermined 3,323
Type of publication
All
Book / Working Paper 7,149 Article 7,109 Other 5
Type of publication (narrower categories)
All
Article in journal 6,638 Aufsatz in Zeitschrift 6,638 Graue Literatur 4,513 Non-commercial literature 4,513 Working Paper 4,494 Arbeitspapier 4,385 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 13,737 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
All
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 199 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
All
ECONIS (ZBW) 13,739 RePEc 363 EconStor 145 BASE 10 Other ZBW resources 6
Showing 1 - 10 of 14,263
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024
Persistent link: https://www.econbiz.de/10014515646
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Changes in the euro area interest rate pass-through
Michaelis, Henrike - 2024
This paper uses a time-varying vector autoregressive (VAR) model for the euro area to explore the changes in the …
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Persistent link: https://www.econbiz.de/10014559289
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Understanding the future of critical raw materials for the energy transition : SVAR models for the U.S. market
Romani, Ilenia Gaia; Casoli, Chiara - 2024
Persistent link: https://www.econbiz.de/10014504830
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Macroeconomic effects of global policy and financial risks
Ogawa, Eiji; Luo, Pengfei - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 177-205
Persistent link: https://www.econbiz.de/10014469005
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The three co’s to jointly model commodity markets : co-production, co-consumption and co-trading
Schischke, Amelie; Papenfuß, Patric; Rathgeber, Andreas W. - In: Empirical economics : a quarterly journal of the … 66 (2024) 2, pp. 883-925
Persistent link: https://www.econbiz.de/10014519718
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Exploring the nexus between sectoral stock market fluctuations and macroeconomics changes before and during the COVID-19 pandemic
Suriani, Suriani; Correia, Anabela Batista; Nasir, Muhammad - In: Cogent business & management 11 (2024) 1, pp. 1-15
Investors may find it challenging to invest due to economic fluctuations during COVID-19. This study aims to examine the relationship between economic fluctuations and the Indonesian sectoral stock market in the consumer goods sector (CGI), basic industrial and chemical sector (BIC), and...
Persistent link: https://www.econbiz.de/10014520106
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Impact of globalization on macroeconomic dynamics using a time-varying Bayesian VAR
Pleșa, Georgiana - In: Prague economic papers : a bimonthly journal of … 33 (2024) 4, pp. 380-413
proposed in this study is a time-varying vector autoregressive model with stochastic volatility estimated using the Metropolis …
Persistent link: https://www.econbiz.de/10015073328
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An econometric analysis of volatility discovery
Dias, Gustavo Fruet; Papailias, Fotis; Scherrer, Cristina - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
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Effect of macroeconomic shocks on the shipping market : focusing on COVID-19 pandemic
Park, Sunghwa; Kwon, Janghan; Kim, Hanna; Ryu, Heeyoung; … - In: The Asian Journal of Shipping and Logistics 40 (2024) 2, pp. 89-102
periods of the COVID-19 and traditional crises. A structural vector autoregressive model and forecast scenario were applied …
Persistent link: https://www.econbiz.de/10014631270
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RBI’s monetary policy, fiscal deficits and financial crowding out in India : an empirical investigation
Chakraborty, Lekha - 2024
Persistent link: https://www.econbiz.de/10015046779
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