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Search: subject:"VAR"
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Subject
All
VAR-Modell
13,704
VAR model
13,545
Risikomaß
7,351
Risk measure
7,345
Theorie
6,694
Theory
6,596
Ägypten
5,110
Egypt
5,092
Schätzung
5,076
Estimation
4,962
Schock
4,140
Shock
4,042
Monetary policy
3,253
Geldpolitik
3,252
Portfolio-Management
2,836
Portfolio selection
2,831
Risk
2,625
Risiko
2,615
Volatilität
2,343
Volatility
2,341
USA
2,324
Risikomanagement
2,277
Prognoseverfahren
2,274
Risk management
2,240
Forecasting model
2,227
United States
2,211
Zeitreihenanalyse
1,898
Time series analysis
1,854
VAR
1,773
Wirkungsanalyse
1,736
Impact assessment
1,718
Welt
1,620
World
1,586
Cointegration
1,474
Bayes-Statistik
1,467
Bayesian inference
1,461
Kointegration
1,450
ARCH-Modell
1,433
ARCH model
1,430
Konjunktur
1,421
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Online availability
All
Free
13,474
Undetermined
7,039
Type of publication
All
Article
15,708
Book / Working Paper
15,335
Journal
72
Other
37
Type of publication (narrower categories)
All
Article in journal
13,294
Aufsatz in Zeitschrift
13,294
Working Paper
7,095
Graue Literatur
6,571
Non-commercial literature
6,571
Arbeitspapier
6,013
Aufsatz im Buch
1,049
Book section
1,049
Hochschulschrift
608
Thesis
479
Article
202
Collection of articles of several authors
187
Sammelwerk
187
Amtsdruckschrift
132
Government document
132
Conference paper
107
Konferenzbeitrag
107
Collection of articles written by one author
92
Sammlung
92
Bibliografie enthalten
87
Bibliography included
87
Case study
85
Fallstudie
85
Aufsatzsammlung
77
Konferenzschrift
76
Dissertation u.a. Prüfungsschriften
37
Statistik
34
Lehrbuch
32
No longer published / No longer aquired
31
Conference proceedings
28
Textbook
28
Amtliche Publikation
23
Statistics
22
Conference Paper
17
Handbook
17
Handbuch
17
Bibliografie
16
Systematic review
15
Übersichtsarbeit
15
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11
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English
27,599
Undetermined
2,358
German
694
French
198
Spanish
146
Portuguese
55
Arabic
24
Polish
23
Italian
22
Czech
21
Russian
11
Croatian
7
Romanian
7
Slovak
6
Turkish
6
Danish
3
Lithuanian
3
Swedish
3
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2
Hebrew
2
Hungarian
2
Dutch
2
Slovenian
2
Indonesian
1
Albanian
1
Serbian
1
Ukrainian
1
Chinese
1
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Author
All
Lütkepohl, Helmut
173
Gupta, Rangan
165
McAleer, Michael
161
Pesaran, M. Hashem
150
Mumtaz, Haroon
133
Marcellino, Massimiliano
130
Kilian, Lutz
105
Gambetti, Luca
100
Castelnuovo, Efrem
96
Caporale, Guglielmo Maria
92
Koop, Gary
92
Canova, Fabio
88
Chudik, Alexander
85
Carriero, Andrea
81
Huber, Florian
78
Giannone, Domenico
77
Caggiano, Giovanni
73
Theodoridis, Konstantinos
72
Clark, Todd E.
70
Österholm, Pär
66
Schorfheide, Frank
64
Smith, L. Vanessa
62
Korobilis, Dimitris
61
Johansen, Søren
59
Minford, Patrick
59
Belke, Ansgar
57
Fève, Patrick
57
Allen, David E.
55
Jusélius, Katarina
55
Kapetanios, George
54
Tillmann, Peter
54
Benati, Luca
53
Ciccarelli, Matteo
53
Afonso, António
52
Farzanegan, Mohammad Reza
52
Hammoudeh, Shawkat
51
Rault, Christophe
51
Kim, So-yŏng
50
Asʿad, Rāǧī
49
Engsted, Tom
49
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
241
National Bureau of Economic Research
107
C.E.P.R. Discussion Papers
82
European Central Bank
69
HAL
56
World Bank
55
EconWPA
50
International Monetary Fund (IMF)
46
CESifo
37
International Monetary Fund
35
Department of Economics, Faculty of Economic and Management Sciences
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Norges Bank
23
Økonomisk Institut, Københavns Universitet
22
Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
Institut für Weltwirtschaft (IfW)
21
OECD
21
Banca d'Italia
19
Deutsche Bundesbank
19
School of Economics and Management, University of Aarhus
19
Vereinte Nationen / Economic and Social Commission for Western Asia
18
Banco de la Republica de Colombia
17
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
16
European University Institute / Department of Economics
16
Faculty of Economics, University of Cambridge
16
Society for Computational Economics - SCE
16
Banque de France
15
Econometric Society
15
Vereinigte Arabische Republik
15
Weltbank
15
World Bank Group
15
BANCO DE LA REPÚBLICA
14
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
14
Internationaler Währungsfonds
14
Center for Financial Studies
13
Centre de recherche en Économie (OFCE), Sciences économiques
13
European University Institute / Department of Law
13
Federal Reserve Bank of St. Louis
13
Institute for the Study of Labor (IZA)
13
Tinbergen Instituut
13
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Published in...
All
Economic modelling
277
Applied economics
274
Energy economics
266
MPRA Paper
239
ECB Working Paper
236
Working paper
235
Journal of banking & finance
233
Insurance / Mathematics & economics
221
Economics letters
192
Working paper series / European Central Bank
192
Finance research letters
179
Discussion paper / Centre for Economic Policy Research
178
CESifo working papers
177
Journal of econometrics
163
Journal of international money and finance
146
Working Paper
145
IMF working papers
142
International journal of forecasting
138
Journal of economic dynamics & control
135
The North American journal of economics and finance : a journal of financial economics studies
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
CESifo Working Paper
130
Applied economics letters
127
International review of economics & finance : IREF
126
Journal of risk
126
International review of financial analysis
120
Risks : open access journal
119
CAMA working paper series
118
European journal of operational research : EJOR
116
International Journal of Energy Economics and Policy : IJEEP
113
Discussion paper / Tinbergen Institute
109
Working paper / National Bureau of Economic Research, Inc.
109
NBER working paper series
106
Discussion papers / CEPR
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Journal of macroeconomics
92
Journal of risk and financial management : JRFM
91
Research in international business and finance
91
Journal of forecasting
88
Discussion paper
87
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Source
All
ECONIS (ZBW)
26,639
RePEc
3,033
EconStor
1,323
BASE
73
USB Cologne (EcoSocSci)
66
OLC EcoSci
9
ArchiDok
8
Other ZBW resources
1
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1
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10
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31,152
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Date (oldest first)
1
A functional-coefficient
VAR
model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
Crude oil prices and the Egyptian economy evidence from the stock market
Bataineh, Khaled
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 383-392
Persistent link: https://www.econbiz.de/10014486442
Saved in:
3
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
4
DeepVaR : a framework for portfolio risk assessment leveraging probabilistic deep neural networks
Fatouros, Georgios
;
Makridis, Georgios
;
Kotios, Dimitrios
; …
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10014251567
Saved in:
5
Modelling mortality : a Bayesian factor-augmented
VAR
(FAVAR) approach
Lu, Yang
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 29-61
Persistent link: https://www.econbiz.de/10014247639
Saved in:
6
Economic knock-on effects of Russia's geopolitical risk on advanced economies : a global
VAR
approach
Blagov, Boris
;
Dirks, Maximilian W.
;
Funke, Michael
-
2024
Using Russia as a case study and a global
VAR
model as a methodological tool, we analyze how heightened geopolitical … risk shocks propagate across advanced economies and quantify the economic effects of these events. The global
VAR
impulse …
Persistent link: https://www.econbiz.de/10014452016
Saved in:
7
The evolution of the response of credit spread variables to monetary policy shocks
Kim, Do-wan
-
2024
Persistent link: https://www.econbiz.de/10014455517
Saved in:
8
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian
VAR
models with stochastic volatility for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
9
Hedging inflation expectations in the cryptocurrency futures market
Liu, Jinan
;
Valcarcel, Victor J.
- In:
Journal of financial stability
70
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490464
Saved in:
10
Beneath the surface : the asymmetric effects of unconventional monetary policy on corporate investment
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491034
Saved in:
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