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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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VAR model
Estimation
362
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362
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155
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114
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114
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44
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Aufsatz in Zeitschrift
No longer published / No longer aquired
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Marcellino, Massimiliano
3
Billio, Monica
2
Casarin, Roberto
2
Clark, Todd E.
2
Pesaran, M. Hashem
2
Ahelegbey, Daniel Felix
1
Artis, Michael J.
1
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1
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1
Bao Hoang Nguyen
1
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1
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1
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1
Laudati, Dario
1
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1
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1
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Journal of applied econometrics
Economic modelling
102
Applied economics
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Economics letters
68
Energy economics
66
Journal of international money and finance
65
Journal of macroeconomics
54
Journal of economic dynamics & control
47
Applied economics letters
45
Macroeconomic dynamics
40
International review of economics & finance : IREF
39
The North American journal of economics and finance : a journal of financial economics studies
37
European economic review : EER
30
Finance research letters
29
International Journal of Energy Economics and Policy : IJEEP
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
International journal of finance & economics : IJFE
22
Journal of banking & finance
22
Journal of econometrics
22
Open economies review
22
International journal of forecasting
20
Journal of international financial markets, institutions & money
20
Journal of forecasting
19
Cogent economics & finance
18
Journal of monetary economics
18
International review of financial analysis
17
Journal of policy modeling : JPMOD ; a social science forum of world issues
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Empirica : journal of european economics
16
International journal of economics and financial issues : IJEFI
16
Journal of international economics
16
Journal of money, credit and banking : JMCB
16
Theoretical and applied economics : GAER review
15
Economic systems
14
Journal of risk and financial management : JRFM
14
Oxford bulletin of economics and statistics
14
Research in international business and finance
14
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ECONIS (ZBW)
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1
Loan supply shocks and the business cycle
Gambetti, Luca
;
Musso, Alberto
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 764-782
Persistent link: https://www.econbiz.de/10011862202
Saved in:
2
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
3
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
Saved in:
4
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
5
Monetary policy analysis and inflation targeting in a small open economy : a VAR approach
Jacobson, Tor
(
contributor
)
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 487-520
Persistent link: https://www.econbiz.de/10001601904
Saved in:
6
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
7
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
8
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
9
Interconnections between
Eurozone
and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
Saved in:
10
In search of the transmission mechanism of fiscal policy in the Euro Area
Fève, Patrick
;
Sahuc, Jean-Guillaume
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 704-718
Persistent link: https://www.econbiz.de/10011694795
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