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Bayesian vector autoregression
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21	Evaluating Feedback Links Between the Financial and Real Sectors in a Small Open Economy Tomáš Konečný Czech National Bank Add to Reading List Source URL: www.cnb.cz Language: English - Date: 2014-08-17 06:14:09 Econometrics Time series analysis Dynamic stochastic general equilibrium Vector autoregression Bayesian VAR Value at risk Statistical hypothesis testing Investment Economic model Statistics Economics Macroeconomics
22	Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-09-11 05:00:44 Time series analysis Multivariate statistics Regression analysis Macroeconomics Bayesian VAR Vector autoregression Economic model Least squares Dynamic stochastic general equilibrium Statistics Economics Econometrics
23	Monetary policy analysis in a small open economy using bayesian cointegrated structural VARS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-02-02 11:26:44 Multivariate statistics Bayesian statistics Cointegration Mathematical finance Vector autoregression Bayesian inference Regression analysis Gibbs sampling Statistics Econometrics Time series analysis
24	FEDERAL RESERVE BANK OF PHILADELPHIA Ten Independence Mall Philadelphia, Pennsylvania[removed][removed], www.phil.frb.org Working Papers Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2001-03-21 10:21:30 Econometrics Statistical forecasting Bayesian VAR Vector autoregression Economic model Forecasting Inflation Economic forecasting Macroeconomic model Statistics Economics Time series analysis
25	Department of Economics Monetary Transmission Mechanism and Time Variation in the Euro Area Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-07-17 06:45:28 Time series analysis Estimation theory Statistical theory Vector autoregression Economic model Bayesian inference Expectation–maximization algorithm Bootstrapping Parameter Statistics Statistical inference Econometrics
26	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2014-09-08 12:41:55 Vector autoregression Variance Bayesian VAR Autoregressive conditional heteroskedasticity Regression analysis Least squares Unit root Forecasting Economic model Statistics Econometrics Time series analysis
27	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2011-10-27 14:41:25 Econometrics Statistical forecasting Bayesian VAR Vector autoregression Conjugate prior Forecasting Bayesian inference Macroeconomic model Economic model Statistics Bayesian statistics Time series analysis
28	How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference∗ Vo Phuong Mai Le (Cardiff University)† Patrick Minford (Cardiff University and CEPR)‡ Michael Wicke Add to Reading List Source URL: gcoe.ier.hit-u.ac.jp Language: English - Date: 2010-01-18 20:07:58 Statistical theory Econometrics Bayesian statistics Wald test Dynamic stochastic general equilibrium Maximum likelihood Confidence interval Vector autoregression Likelihood function Statistics Statistical inference Estimation theory
29	BANK OF GREECE EUROSYSTEM Working Paper Macroeconomic and credit forecasts in a small economy during crisis: Add to Reading List Source URL: www.bankofgreece.gr Language: English - Date: 2014-08-28 08:07:05 Time series analysis Data analysis Actuarial science Statistical forecasting Bayesian VAR Forecasting Vector autoregression Dynamic stochastic general equilibrium Economic model Statistics Economics Econometrics
30	Prior Selection for Vector Autoregressions∗ Domenico Giannone Universit´e Libre de Bruxelles and CEPR Michele Lenza European Central Bank Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2013-10-10 10:20:32 Hyperprior Hyperparameter Empirical Bayes method Prior probability Bayesian inference Hierarchical Bayes model Bayesian VAR Vector autoregression Ordinary least squares Statistics Bayesian statistics Conjugate prior

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