Bayesian vector autoregression - PDFSEARCH.IO - Document Search Engine

Bayesian vector autoregression
Results: 48

#	Item
11	VAR Forecasting Models of the Australian Economy: A Preliminary Analysis Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2012-11-19 01:25:43 Vector autoregression Bayesian VAR Economic model Trend estimation Forecasting Unit root Macroeconomic model Regression analysis Time series Statistics Time series analysis Econometrics
12	Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2015-02-02 16:44:26 Econometrics New Keynesian economics Time series analysis Statistical inference Dynamic stochastic general equilibrium Macroeconomic model General equilibrium theory Vector autoregression Bayesian VAR Statistics Economics Macroeconomics
13	External MPC Unit Discussion Paper No. 42 What are the macroeconomic effects of asset purchases? Martin Weale and Tomasz Wieladek April 2014 Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2014-04-17 06:44:23 Econometrics Time series analysis Business cycle Vector autoregression Bayesian VAR Inflation Monetary policy Gross domestic product Economic model Statistics Economics Macroeconomics
14	Dynamic probabilities of restrictions in state space models: An application to the Phillips curve Gary Koop Department of Economics University of Strathclyde Scotland Add to Reading List Source URL: personal.strath.ac.uk Language: English - Date: 2007-12-11 10:05:55 Prior probability Vector autoregression Probability Posterior probability Bayes factor Conjugate prior Statistics Bayesian statistics Bayesian inference
15	WP[removed]Gary Koop University of Strathclyde, UK and The Rimini Centre for Economic Analysis Roberto Leon-Gonzalez Add to Reading List Source URL: www.rcfea.org Language: English - Date: 2014-07-18 06:49:50 Prior probability Vector autoregression Probability Markov chain Posterior probability Bayes factor Statistics Bayesian statistics Bayesian inference
16	Strathprints Institutional Repository Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W[removed]Dynamic probabilities of restrictions in state space models: an application to the Phillips curve. Journal of Bu Add to Reading List Source URL: strathprints.strath.ac.uk Language: English - Date: 2014-09-05 08:37:19 Econometrics Time series analysis Multivariate statistics Bayesian inference Prior probability Markov chain Vector autoregression Probability Statistics Bayesian statistics Markov models
17	Franke_Jang_Sacht_Oct2011.pdf Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-11-17 08:49:09 Statistical inference Statistical theory Bayesian inference Maximum likelihood Confidence interval Bayes estimator Vector autoregression Parameter Normal distribution Statistics Econometrics Estimation theory
18	Franke_Jang_Sacht_Oct2011.pdf Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-11-17 08:49:09 Statistical inference Statistical theory Bayesian inference Maximum likelihood Confidence interval Bayes estimator Vector autoregression Parameter Normal distribution Statistics Econometrics Estimation theory
19	A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-12-11 12:24:54 Inflation Vector autoregression Phillips curve Economic model Bayesian information criterion Parameter identification problem Maximum likelihood Structural estimation Sticky Statistics Economics Econometrics
20	Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-19 16:40:54 Econometrics Statistical theory Statistical inference Dynamic stochastic general equilibrium Vector autoregression Maximum likelihood Prior probability Bayesian inference Generalized method of moments Statistics Bayesian statistics Estimation theory

UPDATE