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Structural Panel VARs,
Peter Pedroni, in Econometrics (2013)
Keywords: panel time series; structural VAR; panel VARs
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RATS program to demonstrate IV estimation of VAR in panel data,
Tom Doan, from Boston College Department of Economics
Keywords: Panel VAR
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Governance and growth: A panel VAR approach,
Guilherme Amorim and Marcelo Silva, in Economics Bulletin (2023)
Keywords: Governance, Institutions, Growth, Cross-Country, Panel VAR.
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Institutions and growth: A GMM/IV Panel VAR approach,
Carlos Góes, in Economics Letters (2016)
Keywords: Institutions; Panel VAR; Economic development;
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Forecasting with High-Dimensional Panel VARs,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2018)
Keywords: Panel VAR, inflation forecasting, Bayesian, time-varying parameter model
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Forecasting with High-Dimensional Panel VARs,
Gary Koop and Dimitris Korobilis, from Rimini Centre for Economic Analysis (2018)
Keywords: Panel VAR, inflation forecasting, Bayesian, time-varying parameter model
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Forecasting with High-Dimensional Panel VARs,
Gary Koop and Dimitris Korobilis, from University of Essex, Essex Business School (2018)
Keywords: Panel VAR; inflation forecasting; Bayesian; time-varying parameter model
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Forecasting With High Dimensional Panel VARs,
Gary Koop and Dimitris Korobilis, from Business School - Economics, University of Glasgow (2015)
Keywords: Panel VAR, inflation forecasting, Bayesian, time-varying parameter model
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Institutions and foreign direct investment: A Panel VAR approach,
Ichraf Ouechtati, in International Journal of Economic Sciences (2020)
Keywords: Institutions, Foreign direct investment, Panel VAR
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Variational inference for Bayesian panel VAR models,
Lucas Ter Steege, from European Central Bank (2024)
Keywords: panel-VAR, student-t distribution, variational Bayes
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The varying coefficient Bayesian panel VAR model,
Tomasz Wieladek, from Bank of England (2016)
Keywords: Bayesian panel VAR; commodity price shocks
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from HAL (2013)
Keywords: chômage,croissance,panel VAR,VAR en panel,unemployment,growth,Immigration
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from HAL (2013)
Keywords: chômage,croissance,panel VAR,VAR en panel,unemployment,growth,Immigration
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from HAL (2013)
Keywords: immigration,growth,Unemployment,panel VAR
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from HAL (2013)
Keywords: immigration,growth,Unemployment,panel VAR
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from CERDI (2013)
Keywords: Immigration, Growth, Unemployment, Panel VAR
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Fundamentals, financial factors and firm investment in India: A Panel VAR approach,
Pranab Das, from University Library of Munich, Germany (2008)
Keywords: Firm investment, India, Panel VAR
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Immigration, Growth and Unemployment: Panel VAR Evidence from OECD Countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from CESifo (2013)
Keywords: immigration, growth, unemployment, panel VAR
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Immigration, growth and unemployment: Panel VAR evidence from OECD countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013)
Keywords: Immigration; growth; unemployment; panel VAR
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Immigration, Growth and Unemployment: Panel VAR Evidence from OECD Countries,
Ekrame Boubtane, Dramane Coulibaly and Christophe Rault, from Institute of Labor Economics (IZA) (2012)
Keywords: immigration, growth, unemployment, panel VAR
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Environmental investment and firm performance: A panel VAR approach,
Shanshan Zhang, Tommy Lundgren and Wenchao Zhou, from CERE - the Center for Environmental and Resource Economics (2015)
Keywords: Energy Efficiency; Environmental Performance; Panel VAR; Malmquist Index; Investment
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The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model,
Petra Palic, Petra Posedel Šimović and Maruška Vizek, in Croatian Economic Survey (2017)
Keywords: sovereign bond markets, panel VAR, European Union
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Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR,
Fernando da Silva Vinhado and Jose Angelo Divino, in Brazilian Review of Finance (2015)
Keywords: monetary policy, macroprudential policy, banks, Panel-VAR.
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Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach,
Riadh El abed, in Economics Bulletin (2017)
Keywords: macroeconomic variables, Panel VAR, stock returns, IRF.
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Stock market reactions to COVID-19 and containment policies: A panel VAR approach,
Juanjuan Zhuo and Masao Kumamoto, in Economics Bulletin (2020)
Keywords: COVID-19, Containment Policies, Stock Markets, Panel VAR
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Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR,
Babita Panda, Ajaya Kumar Panda and Pradiptarathi Panda, in Asia-Pacific Financial Markets (2023)
Keywords: Macroeconomic variables, BRICS stock market, Panel VAR
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Economic growth and manufacturing: An analysis using Panel VAR and intersectoral linkages,
Luciano Gabriel and Luiz Carlos de Santana Ribeiro, in Structural Change and Economic Dynamics (2019)
Keywords: Manufacturing; Linkages; Economic growth; Panel VAR;
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Trade openness, growth, and informality: Panel VAR evidence from OECD economies,
Serdar Birinci, in Economics Bulletin (2013)
Keywords: informal sector, openness, growth, panel VAR
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Shadow Economy and Tax Evasion: A Panel VAR approach. The Case of E.U.27,
Mihai Mutascu and Anne-Marie Fleischer, in Economic Research Guardian (2011)
Keywords: Shadow economy, Tax evasion, Effects, Panel VAR
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Monetary policy, asset prices and macroeconomic conditions: a panel-VAR study,
Katrin Assenmacher and Stefan Gerlach, from National Bank of Belgium (2008)
Keywords: asset prices, credit, monetary policy, panel VAR
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INTERLINKA TERLINKAGE OF M GE OF MACROECONOMIC UNCER CROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR,
Rifai Afin, in Bulletin of Monetary Economics and Banking (2023)
Keywords: Inflation, Growth, Uncertainty, Panel EGARCH, Panel VAR
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COVID-19 and non-communicable diseases: GMM/IV Panel VAR evidence from US states,
Lotanna E. Emediegwu, in Economic Analysis Letters (2023)
Keywords: COVID-19; Mortality; NCDs; Panel VAR
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Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach: Forecasting Inflation: A Panel VAR Approach,
Stephane Dees and Jochen Guntner, from HAL (2017)
Keywords: Economic fundamentals,Inflation forecasting,Panel VAR model,Sector-level data

Asymptotically unbiased inference for a panel VAR model with p lags,
Juan Cubillos-Rocha and Luis Melo-Velandia, from Banco de la Republica de Colombia (2018)
Keywords: Panel VAR models; bias correction; restricted OLS, Modelos Panel VAR; corrección de sesgo; MCO restringido.
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Bayesian VARs with Large Panels,
Lucrezia Reichlin, Domenico Giannone and Marta Banbura, from C.E.P.R. Discussion Papers (2007)
Keywords: Bayesian var; Forecasting; Monetary var; Large cross-sections
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Improved GMM estimation of panel VAR models,
Kazuhiko Hayakawa, in Computational Statistics & Data Analysis (2016)
Keywords: Dynamic panel data models; GMM; VAR model; Granger causality; Impulse response analysis;
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A panel VAR analysis of macro-financial imbalances in the EU,
Mariarosaria Comunale, from European Central Bank (2017)
Keywords: current account, financial gaps, foreign capital flows, panel VAR, real effective exchange rate
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Macroeconomic dynamics and Panel VAR -Analysis in Developing Countries,
Dr. Zahid Hussain Shaikh, Ragni Lund and Dr. Niaz Hussain Ghumro, in Bulletin of Business and Economics (BBE) (2024)
Keywords: Panel VAR, Exchange rate volatility, Inflation, Real GDP, Official reserves, Economic impact, Macroeconomic variables
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The dynamics of exchange rate volatility: A panel VAR approach,
Axel Grossmann, Inessa Love and Alexei Orlov, in Journal of International Financial Markets, Institutions and Money (2014)
Keywords: Exchange rate volatility; Spectral analysis; High-frequency components of volatility; Financial variables; Panel VAR estimation and simulation;
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A panel VAR analysis of macro-financial imbalances in the EU,
Mariarosaria Comunale, in Journal of International Money and Finance (2022)
Keywords: Current account; Real effective exchange rate; Financial gaps; Bayesian panel VAR; Foreign capital flows;
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A panel VAR analysis of macro-financial imbalances in the EU,
Mariarosaria Comunale, from Bank of Lithuania (2017)
Keywords: Current account; real effective exchange rate; financial gaps; panel VAR; foreign capital flows
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Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis,
Amat Adarov, in International Review of Economics & Finance (2021)
Keywords: Financial cycles; Macroeconomic imbalances; Business cycles; Panel VAR; Bayesian VAR;
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Government spending and inclusive growth in sub-Saharan Africa: A panel VAR analysis,
Mohamed Traoré, from HAL (2018)
Keywords: Government spending,Income inequality,Growth,Inclusive growth,Panel VAR.
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Government spending and inclusive growth in sub-Saharan Africa: A panel VAR analysis,
Mohamed Traoré, from HAL (2018)
Keywords: Government spending,Income inequality,Growth,Inclusive growth,Panel VAR.
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Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR) Analysis,
Florence Bouvet, Ryan Brady and Sharmila King, in Social Sciences (2013)
Keywords: Panel VAR; sovereign debt crisis; euro area; contagion
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Income inequality and house prices in the United States: A panel VAR analysis,
Kyungmin Kim, in Economics Bulletin (2020)
Keywords: Income inequality, house price-to-income ratio, panel VAR
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Exchange Rate Pass-Through in Eastern Europe: a Panel Bayesian VAR Approach,
Valeriu Nalban, from International Institute of Social and Economic Sciences (2014)
Keywords: Panel Bayesian VARs, simulations, exchange rate pass-through, emerging economies
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Is fiscal consolidation self-defeating? A panel-VAR analysis for the Euro area countries,
Maria Grazia Attinasi and Luca Metelli, in Journal of International Money and Finance (2017)
Keywords: Fiscal consolidation; Debt trajectory; Panel VAR; Fiscal stress;
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Labor Costs and Foreign Direct Investment: A Panel VAR Approach,
Bahar Bayraktar-Sağlam and Selin Sayek Böke, in Economies (2017)
Keywords: foreign direct investment; labor cost; panel VAR; Impulse Response Functions
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Does inequality benefit growth? New evidence using a panel VAR approach,
Marcelo Silva, in International Journal of Development Issues (2020)
Keywords: Income inequality, Panel VAR, Economic growth, O47, O11, C33
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Terrorism Shocks and Public Spending: Panel VAR Evidence from Europe,
Konstantinos Drakos and Panagiotis Th. Konstantinou, from DIW Berlin, German Institute for Economic Research (2011)
Keywords: Panel VAR, Public Order and Safety Spending, Terrorism Activity
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The Covid-19 Impact on Agricultural Market Arrivals and Prices in India: A Panel VAR Approach,
Katsushi Imai, Nidhi Kaicker and Raghav Gaiha, from Research Institute for Economics & Business Administration, Kobe University (2020)
Keywords: Covid-19 pandemic; Food prices; A panel VAR model; Lockdown; INDIA
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Is fiscal consolidation self-defeating? A Panel-VAR analysis for the Euro area countries,
Maria Grazia Attinasi and Luca Metelli, from European Central Bank (2016)
Keywords: debt trajectory, Fiscal consolidation, fiscal stress, panel VAR
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Competition and Industry Performance: A Panel VAR Analysis in Indian Manufacturing Sector,
Jhuma Mukhopadhyay and Indrani Chakraborty, in Journal of Quantitative Economics (2017)
Keywords: Structure-Conduct-Performance paradigm, Industry performance, Panel VAR, Competition, India
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The Unemployment of Highly Educated People in Romania. A Panel VAR Approach,
Mihaela Simionescu and Naroș Maria-Simona, in Studia Universitatis „Vasile Goldis” Arad – Economics Series (2019)
Keywords: unemployment, panel VAR model, higher educated graduates, faculties
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New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR,
Pierfederico Asdrubali, Soyoung Kim, Filippo Maria Pericoli and Pilar Poncela, from Joint Research Centre, European Commission (2018)
Keywords: consumption smoothing, government consumption, heterogeneity, panel VAR, risk sharing
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Capital Inflows and Income Inequality:Evidence from Panel VAR Approach,
Jinyeong Yun, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2023)
Keywords: Capital inflows, Income inequality, Panel VAR, Sign restrictions
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The Response of CO2 Emissions to Macroeconomic Shocks - A Panel VAR Analysis,
Nadeen Omar and Jens Klose, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2024)
Keywords: CO2 emissions, climate change, energy consumption, economic growth, panel VAR
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DETERMINATS OF UNEMPLOYMENT RATE IN ROMANIAN COUNTIES. A PANEL VAR APPROACH,
Mihaela Simionescu, in Journal of Academic Research in Economics (2016)
Keywords: unemployment rate, panel VAR model, shock, unemployed people.
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Economic growth and the development of telecommunications infrastructure in the G-20 countries: A panel-VAR approach,
Rudra P. Pradhan, Mak Arvin, Neville R. Norman and Samadhan K. Bele, in Telecommunications Policy (2014)
Keywords: Telecommunications infrastructure; Economic growth; Macroeconomic variables; Panel VAR; Granger causality;
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Exploring the "mechanics" of firm growth: evidence from a short-panel VAR,
Alex Coad, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2007)
Keywords: Firm growth; panel VAR; employment growth; industrial dynamics; productivity growth
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Oil dependence, quality of political institutions and economic growth: A panel VAR approach,
Nikolaos Antonakakis, Juncal Cuñado, George Filis and Fernando Perez de Gracia, in Resources Policy (2017)
Keywords: Resource curse; Oil dependence; Economic growth; Institutions; Panel VAR;
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Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach,
Petre Caraiani, Rangan Gupta, Jacobus Nel and Joshua Nielsen, from University of Pretoria, Department of Economics (2022)
Keywords: Multi-Scale Bubbles, Panel VAR, Monetary Policy, G7 Countries

The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR,
Nikolaos Antonakakis, Juncal Cuñado, George Filis and Fernando Pérez de Gracia, from University Library of Munich, Germany (2015)
Keywords: Resource curse, Oil abundance, Economic growth, Institutions, Panel VAR.
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Dynamic Interactions Between Financial and Macroeconomic Imbalances: A Panel VAR Analysis,
Amat Adarov, from The Vienna Institute for International Economic Studies, wiiw (2019)
Keywords: financial cycles, macroeconomic imbalances, financial stability, business cycles, panel VAR, Bayesian VAR
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Disentangling the firm growth process: evidence from a recursive panel VAR,
Alex Coad, from Philipps University Marburg, Department of Geography (2007)
Keywords: Firm Growth, Panel VAR, Recursive VAR, Employment Growth, Industrial Dynamics Length 15 pages
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The effect of budget deficit on interest rates in the countries of sub-Saharan Africa: A panel VAR approach,
Ikechukwu Kelikume, in Journal of Developing Areas (2016)
Keywords: Budget Deficit, Interest Rate, Panel VAR, SSA
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Analysing the sources of economic growth in Africa using growth a accounting and a panel VAR approach,
Boopen Seetanah and Sawkut Rojid, in Journal of Developing Areas (2011)
Keywords: Economic Growth, Africa, Growth Accounting, Panel VAR
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The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model,
Petra Palic, Petra Posedel Šimović and Maruška Vizek, from The Institute of Economics, Zagreb (2015)
Keywords: sovereign bond markets, panel VAR, European Union
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Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach,
Emilios C. Galariotis, Panagiota Makrichoriti and Spyros Spyrou, from HAL (2016)
Keywords: Financial crisis, CDS, Spreads, Panel VAR, Sentiment

Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach,
Emilios C. Galariotis, Panagiota Makrichoriti and Spyros Spyrou, in Journal of Financial Stability (2016)
Keywords: Financial crisis; CDS; Spreads; Panel VAR; Sentiment;
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CO2 Emissions and Economic Growth of SAARC Countries: Evidence from a Panel VAR Analysis,
Sweety Pandey and Mrutyunjaya Mishra, in World Journal of Applied Economics (2015)
Keywords: SAARC, economic growth, CO2 emissions, Panel VAR
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Dynamic Interactions Between the Shadow Economy and Economic Policy Uncertainty: A Panel Var Approach,
Irem Cetin, in Politická ekonomie (2024)
Keywords: Shadow economy, economic policy uncertainty, panel VAR
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Hiring, investments, and financial distress: evidence from a Panel VAR analysis of Japanese firms,
Hirokazu Mizobata, in Economics Bulletin (2015)
Keywords: investment; labour demand; financial distress; panel VAR
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Internal Migration, Regional Labour Market Dynamics and Implications for German East-West Disparities – Results from a Panel VAR,
Björn Alecke, Timo Mitze and Gerhard Untiedt, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2009)
Keywords: Internal migration, Panel VAR, System GMM
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Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach,
Anastasia Koutsomanoli-Filippaki and Emmanuel Mamatzakis, in Journal of Banking & Finance (2009)
Keywords: Bank inefficiency Default risk Panel VAR Causality
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Dynamic interactions between trade globalization and financial globalization: A heterogeneous panel VAR approach,
Soyoung Kim, Seri Shim and Donghyun Park, in Journal of International Money and Finance (2022)
Keywords: Trade integration; Financial integration; Panel VAR; Heterogeneity;
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Performance and Merton-Type Default Risk of Listed Banks in EU: a panel VAR approach,
Anastasia Koutsomanoli-Filippaki and Emmanuel Mamatzakis, from Department of Economics, University of Macedonia (2009)
Keywords: bank inefficiency, default risk, panel VAR, causality.
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Institutions and Growth: a GMM/IV Panel VAR Approach,
Carlos Góes, from International Monetary Fund (2015)
Keywords: WP;time series; Institutions; Panel VAR; Economic Development; EFW index; index AJR; estimation sample; expropriation index; endogenous variable; Estimation techniques; Vector autoregression; Structural vector autoregression; Personal income
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The Relationship between Energy Transition, Industrialization and Employment: A GMM Panel Var Approach,
Poumie Boker and ZEUFACK Guivis Nkemgha, in Energy Economics Letters (2021)
Keywords: Energy transition, Employment, Industrialization, Developed countries, Emerging countries, GMM panel VAR.
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Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model,
Fabio Canova and Matteo Ciccarelli, from C.E.P.R. Discussion Papers (2001)
Keywords: Forecasting; Turning points; Bayesian methods panel var markov chains monte carlo methods
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Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators,
Fabio Canova and Matteo Ciccarelli, from C.E.P.R. Discussion Papers (2003)
Keywords: Panel var; Bayesian methods; Leading indicators; Markov chain monte carlo methods
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MEĐUZAVISNOST RENTABILNOSTI I LIKVIDNOSTI PRIMJENOM PANEL VAR MODELA,
Aljoša Šestanović, Bojan Tomić and Dolores Pušar Banović, in Ekonomski pregled (2021)
Keywords: rentabilnost; profitabilnost; likvidnost; prinos na vlastiti kapital; prinos na ukupnu imovinu; panel var model
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Trade margins and exchange rate regimes: new evidence from a panel VAR,
Lilia Cavallari and Stefano d'Addona, from University Library of Munich, Germany (2013)
Keywords: trade margins, international business cycle, Panel VAR model, exchange rate regimes.
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A Panel VAR Approach on Analyzing Non-Performing Loans in the Turkish Banking Sector,
Vuslat Us, in Journal of BRSA Banking and Financial Markets (2020)
Keywords: Non-performing loans, Turkish banking sector, Panel VAR, Profitability, Impulse-response functions, Inflation.
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FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL,
Fabio Canova and Matteo Ciccarelli, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000)
Keywords: Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods
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PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS,
Fabio Canova and Matteo Ciccarelli, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002)
Keywords: Panel VAR, Bayesian methods, Leading indicators, Markov Chain Monte Carlo methods.
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Inward FDI and the quality of domestic institutions: A cross-country panel VAR analysis,
Roberto Antonietti and Jasmine Mondolo, in Economic Systems (2023)
Keywords: Institutional quality; Foreign direct investment; Transition economy; Developing economy; Panel VAR;
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Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach,
Sharada Davidson, in IMF Economic Review (2022)
Keywords: Regional integration, Decoupling, Economic fluctuations, Stochastic search variable selection, Bayesian panel VAR
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The cost of deviating from the optimal monetary policy: A panel VAR analysis,
Chiara Guerello, in Journal of Financial Stability (2014)
Keywords: Risk taking channel; Taylor gap; Monetary policy; Credit risk; Panel VAR;
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Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis,
Silvestro Di Sanzo, Mariano Bella and Giovanni Graziano, in Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti (2017)
Keywords: Tax structure, Long-run growth, Fiscal policy, Non-linear panel VAR, Error correction model, OECD
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The Sectoral Impact of Monetary Policy Transmission in India: A Panel VAR Approach,
Taniya Ghosh, in Emerging Economy Studies (2019)
Keywords: Monetary policy; bank lending channel; panel VAR; priority sector lending; financial inclusion
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The effects of financial frictions on Slovenian companies: A panel VAR approach,
Darja Zabavnik and Miroslav Verbič, in Finance Research Letters (2023)
Keywords: Balance sheet channel; Financial frictions; Business investment; Transmission channels; Panel VAR approach;
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How macroeconomic imbalances interact? Evidence from a panel VAR analysis,
Blaise Gnimassoun and Valérie Mignon, from University of Paris Nanterre, EconomiX (2014)
Keywords: global imbalances, current account, output gap, exchange-rate misalignments,panel VAR.
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How macroeconomic imbalances interact? Evidence from a panel VAR analysis,
Blaise Gnimassoun and Valérie Mignon, from HAL (2014)
Keywords: global imbalances, current account, output gap, exchange-rate misalignments,panel VAR
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How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis,
Blaise Gnimassoun and Valérie Mignon, from CEPII research center (2013)
Keywords: Global imbalances;current account;output gap;exchange-rate misalignments;panel VAR
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Firm growth and productivity growth evidence from a panel VAR,
Alex Coad and Tom Broekel, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2007)
Keywords: Firm growth; Panel VAR; productivity growth; industrial dynamics; non-parametric frontier analysis
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Forecasting and turning point predictions in a Bayesian panel VAR model,
Fabio Canova and Matteo Ciccarelli, from Department of Economics and Business, Universitat Pompeu Fabra (1999)
Keywords: Forecasting, turning points, bayesian methods, panel VAR, Markov chains Monte Carlo methods
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The impact of monetary policy on functional income distribution: a panel VAR analysis (1970-2019),
Stefano Di Bucchianico and Antonino Lofaro, from CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy (2024)
Keywords: Monetary policy; functional income distribution; Panel VAR; labor share; labor market
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Firm Growth and Productivity Growth: Evidence from a Panel VAR,
Alex Coad and Tom Broekel, from Friedrich-Schiller-University Jena (2007)
Keywords: Firm Growth, Panel VAR, Productivity Growth, Industrial Dynamics, Non-parametric frontier analysis
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