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Search: subject:"vector-autoregressive models"
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VAR model
67
VAR-Modell
67
vector autoregressive models
40
Vector autoregressive models
33
Time series analysis
22
Zeitreihenanalyse
22
Schätzung
21
Estimation
20
Estimation theory
16
Schätztheorie
16
Theorie
16
Theory
16
factor vector autoregressive models
14
Bayesian inference
13
Cointegration
13
Financial crisis
13
Forecasting model
12
Kointegration
12
Prognoseverfahren
12
Schock
12
Shock
12
Vector Autoregressive Models
12
Great Recession
11
Bayes-Statistik
10
Finanzkrise
10
international business cycle
10
Oil price
9
Volatility
9
Volatilität
9
financial crisis
9
Factor vector autoregressive models
8
Forecasting
8
Geldpolitik
8
Monetary policy
8
EU countries
7
EU-Staaten
7
Euro area
7
Impact assessment
7
Inflation
7
Welt
7
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Free
93
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57
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Book / Working Paper
98
Article
84
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Article in journal
55
Aufsatz in Zeitschrift
55
Working Paper
47
Graue Literatur
25
Non-commercial literature
25
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24
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5
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1
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1
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English
129
Undetermined
50
Spanish
3
Author
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Morana, Claudio
27
Bagliano, Fabio C.
12
Boug, Pål
11
Cappelen, Ådne
7
Guidolin, Massimo
7
Swensen, Anders Rygh
7
Cubadda, Gianluca
6
Crespo Cuaresma, Jesús
5
Gamerman, Dani
5
Gupta, Rangan
5
Huber, Florian
5
Hyde, Stuart
5
Kurita, Takamitsu
5
Adolfson, Malin
4
Benedictow, Andreas
4
Estrada, Kristine Claire O.
4
Han, Fatima C.
4
Mapa, Dennis S.
4
Onorante, Luca
4
Villani, Mattias
4
Aristei, David
3
Bagliano, Fabio
3
Böck, Maximilian
3
Hauzenberger, Niko
3
Hecq, Alain W. J.
3
Lindé, Jesper
3
Moreira, Ajax
3
Nielsen, Bent
3
Pfarrhofer, Michael
3
Stelzer, Anna
3
Zens, Gregor
3
Bali, Morad
2
Berggrun, Luis
2
Bernardini, Emmanuela
2
Bianchi, Daniele
2
Brännström, Tomas
2
Cardona, Emilio
2
Castle, Jennifer
2
Gallo, Manuela
2
Ghodsi, Zara
2
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Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
5
International Centre for Economic Research (ICER)
4
Statistisk Sentralbyrå, Government of Norway
4
Tilburg University, Center for Economic Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
2
Department of Economics, Faculty of Economic and Management Sciences
2
Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Fondazione ENI Enrico Mattei (FEEM)
2
C.E.P.R. Discussion Papers
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Department of Economics, Auburn University
1
Department of Economics, European University Institute
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Dipartimento di Economia, Università degli Studi di Roma 3
1
Economics and Econometrics Research Institute (EERI)
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Henley Business School, University of Reading
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
School of Economics, Finance and Management, University of Bristol
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
Suomen Pankki
1
Sveriges Riksbank
1
Tinbergen Institute
1
Tinbergen Instituut
1
Turun Kauppakorkeakoulu, Turun Yliopisto
1
William Davidson Institute, University of Michigan
1
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Working papers / Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
5
Discussion Papers
4
Discussion Papers / Statistisk Sentralbyrå, Government of Norway
4
Discussion Paper / Tilburg University, Center for Economic Research
3
Discussion paper
3
Empirical Economics
3
Journal of Banking & Finance
3
MPRA Paper
3
Applied economics
2
CeRP Working Papers
2
Department of Economics working paper
2
Discussion Paper
2
ECB Working Paper
2
EERI Research Paper Series
2
Econometrics
2
Econometrics : open access journal
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
ICER Working Papers
2
ICER Working Papers - Applied Mathematics Series
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Manchester Business School Working Paper
2
Marketing Science
2
Nota di Lavoro
2
SSE/EFI Working Paper Series in Economics and Finance
2
Tinbergen Institute Discussion Papers
2
Tourism economics : the business and finance of tourism and recreation
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working Papers / Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
2
Auburn Economics Working Paper Series
1
BOFIT Discussion Papers
1
Baltic Journal of Economics
1
Baltic journal of economics
1
Bristol Economics Discussion Papers
1
CARF working paper
1
CEIS Research Paper
1
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ECONIS (ZBW)
80
RePEc
73
EconStor
28
BASE
1
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81
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182
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81
The oil price-macroeconomy relationship since the mid-1980s: A global perspective
Morana, Claudio
-
2012
In this paper the oil price-macroeconomy relationship is investigated from a global perspective, by means of a large scale macro-financial-econometric model. In addition to real activity, fiscal and monetary policy responses and labor and financial markets are considered as well. We find that...
Persistent link: https://www.econbiz.de/10010282984
Saved in:
82
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
-
2012
Most papers in the portfolio choice literature have examined linear predictability frameworks based on the idea that simple but flexible Vector Autoregressive (VAR) models can be expanded to produce portfolio allocations that hedge against the bull and bear dynamics typical of financial markets...
Persistent link: https://www.econbiz.de/10010409436
Saved in:
83
Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
-
2012
Most papers in the portfolio choice literature have examined linear predictability frameworks based on the idea that simple but flexible Vector Autoregressive (VAR) models can be expanded to produce portfolio allocations that hedge against the bull and bear dynamics typical of financial markets...
Persistent link: https://www.econbiz.de/10009658243
Saved in:
84
Forecasting home sales in the four census regions and the aggregate US economy using singular spectrum analysis
Hassani, Hossein
;
Ghodsi, Zara
;
Gupta, Rangan
;
Segnon, …
- In:
Computational economics
49
(
2017
)
1
,
pp. 83-97
Persistent link: https://www.econbiz.de/10011751817
Saved in:
85
Inflation dynamics in a small open economy
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders Rygh
- In:
The Scandinavian journal of economics
119
(
2017
)
4
,
pp. 1010-1039
Persistent link: https://www.econbiz.de/10011805621
Saved in:
86
Bank-sovereign contagion in the Eurozone : a panel VAR Approach
Georgoutsos, Demetris A.
;
Moratis, George
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011892343
Saved in:
87
The new Keynesian Phillips curve: Does it fit Norwegian data?
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders R.
-
Statistisk Sentralbyrå, Government of Norway
-
2011
cointegrated
vector
autoregressive
models
, likelihood based methods and general method of moments. Our results indicate that both …
Persistent link: https://www.econbiz.de/10009018413
Saved in:
88
The new Keynesian Phillips curve: Does it fit Norwegian data?
Boug, Pål
;
Cappelen, Ådne
;
Swensen, Anders R.
-
2011
cointegrated
vector
autoregressive
models
, likelihood based methods and general method of moments. Our results indicate that both …
Persistent link: https://www.econbiz.de/10011968422
Saved in:
89
Financialization and commodity prices : an empirical analysis for coffee, cotton, wheat and oil
Ederer, Stefan
;
Heumesser, Christine
;
Staritz, Cornelia
- In:
International review of applied economics
30
(
2016
)
4
,
pp. 462-487
Persistent link: https://www.econbiz.de/10011472537
Saved in:
90
Do tourism spillovers matter in regional economic analysis? : an application to Portugal
Andraz, Jorge M.
;
Norte, Nélia M.
;
Gonçalves, Hugo S.
- In:
Tourism economics : the business and finance of tourism …
22
(
2016
)
5
,
pp. 939-963
Persistent link: https://www.econbiz.de/10011646168
Saved in:
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