---
title: "Vector autoregression (VAR): formula and 56 recent papers"
description: "Vector autoregression (VAR) was mentioned in 56 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #18 of the 104 equations and models mentioned."
url: https://scholar4ai.com/equations/vector-autoregression-var
markdown_url: https://scholar4ai.com/equations/vector-autoregression-var.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "Vector autoregression (VAR) was mentioned in 56 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #18 of the 104 equations and models mentioned."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Vector autoregression (VAR)

$$
y_t = c + \sum_{i=1}^{p} A_i\, y_{t-i} + \varepsilon_t
$$

Models several time series jointly, each as a function of the lags of all of them.

- area: Time series
- 4 papers in the last 7 days
- Names searched for: vector autoregression, vector autoregressive, SVAR, TVP-VAR, panel VAR, Bayesian VAR, structural VAR, VAR model, VAR framework, VAR approach, VAR analysis

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## Key findings

- Vector autoregression (VAR) was mentioned in 56 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #18 of the 104 equations and models mentioned.
- By journal category: Finance (25), Economics (22), Management (5), Operations Research (3) and AI (1).
- Most of them appeared in International Review of Economics & Finance (6), Finance research letters (4) and Future Business Journal (3).
- Often mentioned together with GARCH (10), Ordinary least squares (OLS) (9) and Granger causality (9).
- Datasets named in the same papers: Economic Policy Uncertainty index (10), VIX (8) and S&P 500 (8).
- From Oct 2023 to Sep 2026, 491 archived papers mentioned Vector autoregression (VAR) in their title, abstract or keywords, most of them in Mar 2024 (31).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 246 | 228 | 17 | 491 |

*Papers mentioning Vector autoregression (VAR), newest first. Newest 50 of 56 papers; all of them are in /data/papers.json.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Oil import diversification and the macroeconomic transmission of oil supply shocks in the Eurozone](https://doi.org/10.1007/s00181-026-02986-3) | [Empirical Economics](https://scholar4ai.com/journals/empirical-economics.md) | Antonio J. Garzón, Mehmet Pinar | Universidad de Cádiz; Istanbul Bilgi University; Universidad de Sevilla |
| 2026-10-24 | [Dynamic Evolution of Financialization: A Complex Network Analysis](https://doi.org/10.1007/s10614-026-11453-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jun Hu, Chengbin Chu, Jinyan Wu | Inner Mongolia University; Université Gustave Eiffel |
| 2026-10-23 | [Evaluating machine learning and econometric models for inflation forecasting: evidence from a Sub-Saharan African panel](https://doi.org/10.1186/s43093-026-01003-4) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Baffour Osei, Abigail Boatemaa, Isaac Nyame et al. | University of Skills Training and Entrepreneurial Development; University of Bradford; Kwame Nkrumah University of Science and Technology; … |
| 2026-10-22 | [Do long-term yields help to estimate short-term risk premia?](https://doi.org/10.1016/j.jfineco.2026.104386) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | Andrea Berardi, Roger Brown, Stephen M. Schaefer |  |
| 2026-10-19 | [Time-varying impacts of government spending on CO2 emissions](https://doi.org/10.1016/j.jebo.2026.107800) | [Journal of Economic Behavior & Organization](https://scholar4ai.com/journals/journal-of-economic-behavior-organization.md) | Stefano Di Bucchianico, Mario Di Serio, Matteo Fragetta et al. | University of Salerno; International Monetary Fund; Ifo Institute for Economic Research |
| 2026-10-17 | [The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regime](https://doi.org/10.1007/s12197-026-09790-w) | [Journal of Economics and Finance](https://scholar4ai.com/journals/journal-of-economics-and-finance.md) | Sayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al. | Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; … |
| 2026-10-17 | [Asymmetric effects of policy uncertainty on aggregate earnings](https://doi.org/10.1016/j.frl.2026.110930) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Weiyi Kang, Jing Wang | California Polytechnic State University; California State University, Bakersfield |
| 2026-10-16 | [The unstable boundary: conditional classification of non-performing loan determinants and its implications for banking regulation](https://doi.org/10.1057/s41261-026-00365-7) | [Journal of Banking Regulation](https://scholar4ai.com/journals/journal-of-banking-regulation.md) | Michael Giannoulakis | University of Greenwich |
| 2026-10-16 | [Sustainable finance versus non-sustainable finance and environmental sustainability: evidence from selected OECD economies](https://doi.org/10.1186/s40854-026-00981-2) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Daniel Balsalobre‐Lorente, Magdalena Radulescu, Niu Rong et al. | Azerbaijan State University of Economics; Universidad Ecotec; University of Castilla-La Mancha; … |
| 2026-10-15 | [Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach](https://doi.org/10.1007/s10258-026-00299-y) | [Portuguese Economic Journal](https://scholar4ai.com/journals/portuguese-economic-journal.md) | Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al. | University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; … |
| 2026-10-13 | [Monetary and macroprudential policy transmission to housing prices: Evidence from conventional and unconventional monetary policy regimes in the euro area](https://doi.org/10.1016/j.iref.2026.105969) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Ondřej Závacký, Aleš Melecký | VSB - Technical University of Ostrava |
| 2026-10-12 | [State-dependent exchange rate pass-through in Costa Rica: Evidence from an endogenous regime-switching SVAR](https://doi.org/10.1016/j.econmod.2026.107882) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | Carlos Brenes Soto, Fabio Gómez-Rodríguez | Lehigh University |
| 2026-10-12 | [Uncertainty and tail spillovers: Dynamic connectedness between DeFi tokens and BRICS equity markets](https://doi.org/10.1016/j.pacfin.2026.103405) | [Pacific-Basin Finance Journal](https://scholar4ai.com/journals/pacific-basin-finance-journal.md) | Weiping Li, Ziying Lian, Junbo Wang et al. | City University of Macau; Wenzhou-Kean University; Shandong University of Finance and Economics |
| 2026-10-12 | [Productivity convergence for the capable? Endogenous capabilities, the great recession, and the effectiveness of EU Cohesion Policy](https://doi.org/10.1007/s00168-026-01569-5) | [The Annals of Regional Science](https://scholar4ai.com/journals/the-annals-of-regional-science.md) | Federico Colozza, Massimo Bagarani, Luigi Salvati | University of Pavia; Marconi University; University of Messina |
| 2026-10-10 | [Imported financial risk in global foreign exchange markets: A time-frequency network analysis](https://doi.org/10.1016/j.frl.2026.110908) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Zhongzhe Ouyang, Yuqi Guo, Yaoxun Deng et al. | Guangzhou University; China Construction Bank; Hunan Normal University |
| 2026-10-08 | [Entrepreneurship development, corruption perception, and sustainable development outcomes in emerging economies: the moderating role of digital financial inclusion](https://doi.org/10.1186/s43093-026-01019-w) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Seun Adebowale Adebanjo |  |
| 2026-10-08 | [Structural change and economic complexity in Brazil’s manufacturing sector: evidence across the states (2011–2019)](https://doi.org/10.1007/s00168-026-01575-7) | [The Annals of Regional Science](https://scholar4ai.com/journals/the-annals-of-regional-science.md) | Luiz Carlos de Santana Ribeiro, Luciano Ferreira Gabriel, Bruno de Oliveira Cruz et al. | Institute of Applied Economic Research; Universidad de Oviedo |
| 2026-10-08 | [Cross-border risk co-movement and multidimensional network resilience in global clean energy markets: Evidence from a higher-order downside co-movement network](https://doi.org/10.1016/j.eneco.2026.109626) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | Yaoxun Deng, LAI Yongzeng, Tianlei Zhu et al. | Hunan Normal University; Wilfrid Laurier University; Beijing Jiaotong University |
| 2026-10-07 | [Testing for dominance in risk transmission mechanisms towards the European energy market](https://doi.org/10.1016/j.frl.2026.110844) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country |
| 2026-10-06 | [Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectations](https://doi.org/10.1016/j.jimonfin.2026.103683) | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | Maxime L. D. Nicolas, François Sicard, Marion Labouré et al. | University College London; Deutsche Bank (United Kingdom) |
| 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow |
| 2026-10-05 | [Emotional interaction and conversion value in live streaming E-commerce](https://doi.org/10.1016/j.jretconser.2026.105141) | [Journal of Retailing and Consumer Services](https://scholar4ai.com/journals/journal-of-retailing-and-consumer-services.md) | Miao Feng, Yang Li, Yu Yang et al. | Shandong Management University; Shandong Normal University; Taiyuan University of Technology |
| 2026-10-05 | [The cost of collateral scarcity: Asset prices and misallocation in supply crises](https://doi.org/10.1016/j.econmod.2026.107873) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | Ye Zhang, Ying Tung Chan | Tohoku University; Beijing Normal-Hong Kong Baptist University |
| 2026-10-05 | [Dynamics of regime and quantile connectedness across new economy markets](https://doi.org/10.1016/j.iref.2026.105940) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Sami Al Kharusi, Rim M. El Khoury, Walid Mensi et al. | Sultan Qaboos University; Lebanese American University; Pusan National University |
| 2026-10-05 | [An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization](https://doi.org/10.1186/s43093-026-00987-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al. | Shahid Bahonar University of Kerman |
| 2026-10-05 | [Corrigendum to “Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters” \[Energy Econ., 134 (2024), 107548\]](https://doi.org/10.1016/j.eneco.2026.109622) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | Yi Wang, Shoaib Ali, Muhammad Ayaz | Xihua University; Jiangsu University; Lebanese American University; … |
| 2026-10-03 | [Climate policy uncertainty and risk spillovers: Evidence from China’s carbon markets](https://doi.org/10.1016/j.iref.2026.105917) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Jinjin Tian, Li Chen, Yong Ma et al. | Central South University of Forestry and Technology; Hunan University |
| 2026-10-03 | [International spillovers of the US–China trade war 2.0: The case of Asian stock markets](https://doi.org/10.1016/j.iref.2026.105941) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Wojciech Grabowski, Ewa Stawasz‐Grabowska | University of Łódź |
| 2026-10-03 | [Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University |
| 2026-10-01 | [US monetary policy spillovers to a small open economy with a fixed exchange rate: Evidence from Kuwait](https://doi.org/10.1016/j.qref.2026.102249) | [The Quarterly Review of Economics and Finance](https://scholar4ai.com/journals/the-quarterly-review-of-economics-and-finance.md) | Maytham A E A N Abdulraheem | Kuwait University |
| 2026-10-01 | [Trade wars, geopolitical risk, and volatility dynamics in sustainable and conventional energy ETFs](https://doi.org/10.1016/j.eneco.2026.109658) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | Muhammad Shabaz, Mosab Ismail Tabash, Umaid A. Sheikh et al. | Beijing Institute of Technology; Gulf University for Science & Technology; University of Cambridge; … |
| 2026-10-01 | [Media Interpretation, Investor Attention, and Volatility Escalation in Global Financial Markets](https://doi.org/10.1016/j.frl.2026.110956) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Zuzana Janková | Brno University of Technology |
| 2026-10-01 | [The effects of aggregate and local extreme weather on financial distress risk: Evidence from China](https://doi.org/10.1016/j.ememar.2026.101579) | [Emerging Markets Review](https://scholar4ai.com/journals/emerging-markets-review.md) | Li Li, Xiangyang Li, Jingjie Xiang | Nankai University; Central China Normal University |
| 2026-10-01 | [U.S.-China tensions and systemic risk transmission across asset classes: New evidence from a TVP-VAR connectedness framework](https://doi.org/10.1016/j.ememar.2026.101580) | [Emerging Markets Review](https://scholar4ai.com/journals/emerging-markets-review.md) | David Y. Aharon, Martin M. Bojaj, Arie Jacobi |  |
| 2026-10-01 | [A sequential hybrid simulation framework linking digital contagion, strategic interaction, and macroeconomic spillovers: Calibration-conditional insights into middle-power resilience](https://doi.org/10.1016/j.iref.2026.105906) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Supriya Krishnan | Patna University |
| 2026-10-01 | [Unveiling volatility networks: asymmetric shock transmission across global financial markets](https://doi.org/10.1016/j.najef.2026.102734) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Yüksel İltaş, Fatih GÜZEL, Ümit Bulut | Ahi Evran University |
| 2026-10-01 | [Japan’s Low Inflation: A Structural VAR Analysis of Cost-Push Pricing and Bank Lending over Three Decades](https://doi.org/10.1016/j.econmod.2026.107903) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | Kei-Ichiro Inaba | Government of Japan |
| 2026-10-01 | [Exchange rate stability and global shocks: Policy for inflation control in emerging markets](https://doi.org/10.1016/j.jpolmod.2026.107124) | [Journal of Policy Modeling](https://scholar4ai.com/journals/journal-of-policy-modeling.md) | Hakan Yilmazkuday Z | Florida International University |
| 2026-10-01 | [Governing sustainability under uncertainty: dynamic evidence on climate risk and policy swings](https://doi.org/10.1016/j.jik.2026.101173) | [Journal of Innovation & Knowledge](https://scholar4ai.com/journals/journal-of-innovation-knowledge.md) | Xiaotian Dong, Wenhui Ma, Kai-Hua Wang et al. | Qingdao University; City University of Macau; Superior University |
| 2026-10-01 | [Inflation component spillovers and the limits of monetary sovereignty in inflation-targeting Europe](https://doi.org/10.1016/j.jpolmod.2026.107125) | [Journal of Policy Modeling](https://scholar4ai.com/journals/journal-of-policy-modeling.md) | Alexis Stenfors, David Gabauer, Mimoza Shabani et al. | University of Portsmouth; Lincoln University; Audencia Business School; … |
| 2026-10-01 | [Younger households’ inflation is more responsive to monetary policy](https://doi.org/10.1016/j.econlet.2026.113286) | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | Aeimit K. Lakdawala, Timothy Moreland | Wake Forest University; University of North Carolina at Greensboro |
| 2026-10-01 | [Evaluating dynamic efficiency: Multi-layer dynamic non-radial data envelopment analysis with time-lagged effect structure](https://doi.org/10.1016/j.ejor.2026.09.046) | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | Ying Zhang, Francesca Medda | University College London |
| 2026-10-01 | [AN ALTERNATIVE CONCEPTUAL FRAMEWORK OF THE PROXIMATE SOURCES OF GROWTH ACCELERATIONS IN SUB-SAHARAN AFRICAN COUNTRIES](https://doi.org/10.1016/j.strueco.2026.10.001) | [Structural Change and Economic Dynamics](https://scholar4ai.com/journals/structural-change-and-economic-dynamics.md) | Kevin S. Nell, Maria M. De Mello | University of Johannesburg |
| 2026-10-01 | [Forecasting the price of carbon with macroeconomic and financial variables](https://doi.org/10.1016/j.jedc.2026.105435) | [Journal of Economic Dynamics and Control](https://scholar4ai.com/journals/journal-of-economic-dynamics-and-control.md) | Andrea Bastianin, Elisabetta Mirto, Yan Qin et al. | University of Milan; Fondazione Eni Enrico Mattei; Swiss National Bank |
| 2026-10-01 | [COCOA: a model-agnostic framework for forecasting accessories demand from final product sales](https://doi.org/10.1016/j.cie.2026.112427) | [Computers & Industrial Engineering](https://scholar4ai.com/journals/computers-industrial-engineering.md) | Matteo Gabellini, Alberto Regattieri | University of Ferrara; University of Bologna |
| 2026-10-01 | [Adaptive Bayesian very short-term wind power forecasting based on the generalised logit transformation](https://doi.org/10.1016/j.ijforecast.2026.08.002) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Tao Shen, Jethro Browell, Daniela Castro‐Camilo |  |
| 2026-09-30 | [Catalysts or constraints? The dual role of natural resources and greenfield investment amid geopolitical risk](https://doi.org/10.1016/j.enpol.2026.115627) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Priyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al. | National Institute of Technology Rourkela; Indian Institute of Management Sambalpur |
| 2026-09-30 | [The Markov switching regime global VAR model (MSR-GVAR)](https://doi.org/10.1007/s00291-026-00874-x) | [OR Spectrum](https://scholar4ai.com/journals/or-spectrum.md) | Giorgos Kotsompolis, Konstantinos Ν. Konstantakis, Panos Xidonas et al. | National Technical University of Athens; University of Piraeus; Hellenic Open University; … |
| 2026-09-30 | [What can we gain from pooling VAR and local projection impulse response functions?](https://doi.org/10.1016/j.jedc.2026.105434) | [Journal of Economic Dynamics and Control](https://scholar4ai.com/journals/journal-of-economic-dynamics-and-control.md) | Viet Hoang Dinh | Monash University |
| 2026-09-30 | [Natural gas prices and macroeconomies: Evidence from exporting and importing countries](https://doi.org/10.1016/j.jcomm.2026.100591) | [Journal of commodity markets](https://scholar4ai.com/journals/journal-of-commodity-markets.md) | Peng Chen, Xiaojing Cai | Okayama University; Kobe University |

## Cite this page

Scholar4AI. (2026). Vector autoregression (VAR). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/vector-autoregression-var

```bibtex
@misc{scholar4ai-equations-vector-autoregression-var,
  author = {{Scholar4AI}},
  title = {Vector autoregression (VAR)},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/vector-autoregression-var}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).