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Autoregressive conditional heteroskedasticity
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681	Regime-switching global vector autoregressive models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-08-02 05:44:48 Markov models Autoregressive conditional heteroskedasticity Markov chain Vector autoregression Economic model Expectation–maximization algorithm Forecasting SETAR Statistics Time series analysis Econometrics
682	JWBK021-01 JWBK021-Poon March 15, 2005 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2007-10-05 12:38:12 Technical analysis Mathematical sciences Volatility Sharpe ratio Standard deviation Autoregressive conditional heteroskedasticity Implied volatility Stochastic volatility Statistics Mathematical finance Financial economics
683	Time Varying Structural Vector Autoregressions and Monetary Policy Giorgio E. Primiceri∗ Northwestern University First draft: April 2002 This version: July 2004 Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2004-07-23 12:55:00 Data analysis Covariance and correlation Mathematical finance Vector autoregression Variance Covariance matrix Autoregressive conditional heteroskedasticity Heteroscedasticity Stochastic volatility Statistics Econometrics Time series analysis
684	THE TIME VARYING VOLATILITY OF MACROECONOMIC FLUCTUATIONS ALEJANDRO JUSTINIANO AND GIORGIO E. PRIMICERI Abstract. We investigate the sources of the important shifts in the volatility of U.S. macroeconomic variables in th Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2007-09-16 21:14:06 Econometrics Time series analysis Macroeconomics Dynamic stochastic general equilibrium Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Vector autoregression Unit root Statistics Mathematical finance Economics
685	"Peso Problem" Explanations for Term Structure Anomalies Geert Bekaert Stanford University and NBER Robert J. Hodrick Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2009-12-20 13:00:27 Fixed income market Time series analysis Monetary policy Macroeconomics Autoregressive conditional heteroskedasticity Yield curve Expectation hypothesis Inflation Economic model Statistics Economics Econometrics
686	Microsoft Word - Reckon 11Dec2012 revised.doc Add to Reading List Source URL: www.uregni.gov.uk Language: English - Date: 2012-12-13 12:00:31 Time series analysis Autoregressive conditional heteroskedasticity Regression analysis Econometrics Economics Statistics
687	Microsoft Word - Program cover page portrait with logos _FINAL_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Statistical inference Statistical tests Normal distribution Generalized method of moments Multivariate normal distribution Bootstrapping Statistical hypothesis testing Test statistic Autoregressive conditional heteroskedasticity Statistics Econometrics Hypothesis testing
688	Microsoft Word - Program cover page portrait with logos _FINAL_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Business cycle Great Moderation Econometrics Statistics Volatility Economic indicator Macroeconomic model Stochastic volatility Autoregressive conditional heteroskedasticity Macroeconomics Mathematical finance Economics
689	Microsoft Word - Koopman_cover _KEYNOTE_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Markov models Econometrics Stochastic processes Time series Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Kalman filter Markov chain Statistics Time series analysis Mathematical finance
690	THE INFLUENCE OF CHANGES IN MODEL ON SEASONAL ADJUSTED DATA Nomeda Bratčikovien÷ Econometric studies division Chief specialist Add to Reading List Source URL: epp.eurostat.ec.europa.eu Language: English Seasonality Errors and residuals in statistics Autoregressive conditional heteroskedasticity Autoregressive integrated moving average TRAMO Demetra+ Statistics Time series analysis Seasonal adjustment

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