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VAR-Modell
Zeitreihenanalyse
28,901
Time series analysis
28,407
Theorie
13,923
Theory
13,784
Prognoseverfahren
8,275
Forecasting model
7,987
Schätzung
6,226
Estimation
6,153
Schätztheorie
5,956
Estimation theory
5,934
Volatility
3,600
Volatilität
3,598
USA
3,085
United States
3,011
Cointegration
2,234
Kointegration
2,204
Börsenkurs
2,167
Konjunktur
2,156
Business cycle
2,144
Share price
2,131
Kapitaleinkommen
2,057
Capital income
2,050
ARCH-Modell
2,002
ARCH model
1,974
VAR model
1,750
Stochastischer Prozess
1,459
Zustandsraummodell
1,453
State space model
1,447
Stochastic process
1,442
time series
1,429
Unit root test
1,367
Einheitswurzeltest
1,365
Welt
1,358
World
1,334
Bayesian inference
1,273
Strukturbruch
1,272
Inflation
1,265
Bayes-Statistik
1,262
Structural break
1,261
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971
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757
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723
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592
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566
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13
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1,751
German
9
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Lütkepohl, Helmut
65
Koop, Gary
43
Marcellino, Massimiliano
37
Carriero, Andrea
29
Chan, Joshua
29
Clark, Todd E.
29
Korobilis, Dimitris
28
Giannone, Domenico
25
Kapetanios, George
22
Lenza, Michele
18
Poon, Aubrey
17
Gupta, Rangan
16
Johansen, Søren
16
Huber, Florian
15
Jusélius, Katarina
15
Mumtaz, Haroon
15
Pesaran, M. Hashem
15
Mitchell, James
14
Ricco, Giovanni
14
Winker, Peter
14
Hecq, Alain W. J.
13
Mertens, Elmar
13
Ravazzolo, Francesco
13
Reichlin, Lucrezia
13
Saikkonen, Pentti
13
Schorfheide, Frank
13
Marcellino, Massimiliano Giuseppe
12
Staszewska-Bystrova, Anna
12
Warne, Anders
12
Lanne, Markku
11
Miranda-Agrippino, Silvia
11
Song, Dongho
11
Österholm, Pär
11
Assenmacher-Wesche, Katrin
10
Benati, Luca
10
Dijk, Herman K. van
10
Engsted, Tom
10
Karlsson, Sune
10
Primiceri, Giorgio E.
10
Schlaak, Thore
10
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National Bureau of Economic Research
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European University Institute / Department of Law
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Strathclyde / Department of Economics
3
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
United States International Trade Commission / Office of Industries
2
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Narodna Banka na Republika Makedonija
1
Panepistēmio Kypru
1
Rodney L. White Center for Financial Research
1
Springer International Publishing
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Leicester / Department of Economics
1
University of Southampton / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
51
International journal of forecasting
36
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Working paper
26
ECB Working Paper
23
Working paper series / European Central Bank
22
CESifo working papers
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Economic modelling
20
CAMA working paper series
19
Journal of economic dynamics & control
19
Econometrics : open access journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics
15
CAMA Working Paper
15
Discussion papers / Department of Economics, University of Copenhagen
14
Federal Reserve Bank of Cleveland working paper series
14
CREATES research paper
13
Discussion paper / Tinbergen Institute
13
Energy economics
13
International Journal of Energy Economics and Policy : IJEEP
13
Discussion papers / CEPR
12
Discussion paper
11
Journal of applied econometrics
11
NBER working paper series
11
Journal of macroeconomics
10
Macroeconomic dynamics
10
SFB 649 discussion paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
Econometric reviews
8
Econometric theory
8
FRB of Cleveland Working Paper
8
Quantitative economics : QE ; journal of the Econometric Society
8
Strathclyde discussion papers in economics
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series
8
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ECONIS (ZBW)
1,736
EconStor
27
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1741
A hitchhiker guide to empirical macro models
Canova, Fabio
;
Ferroni, Filippo
-
2020
Persistent link: https://www.econbiz.de/10012321243
Saved in:
1742
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
1743
Kointegrationskonzepte für die Kreditrisikomodellierung : systematische Kreditrisiken und makroökonomische Theorienbildung
Wagatha, Matthias
-
2005
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002509311
Saved in:
1744
Specifying and estimating vector autoregressions using their essions using their Eigensystem representation
Krippner, Leo
-
2024
Persistent link: https://www.econbiz.de/10014637511
Saved in:
1745
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
)
-
2012
-
2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
Saved in:
1746
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
1747
Identification of vector autoregressive models with nonlinear contemporaneous structure
Cordoni, Francesco
;
Dorémus, Nicolas
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015050285
Saved in:
1748
How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives
Luo, Keyu
;
Ye, Yong
- In:
Research in international business and finance
69
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015052403
Saved in:
1749
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
1750
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
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