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Bayesian vector autoregression
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#	Item
41	A Quantitative Comparison of Sticky-Price and Sticky-Information Models of Price Setting Add to Reading List Source URL: www.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
42	Wo r k i n g Pa p e r S e r i e s N o[removed]N ov e m b e r[removed]Large Bayesian VARs by Marta Bańbura, Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-11-14 10:30:54 Actuarial science Data analysis Bayesian statistics Bayesian VAR Vector autoregression Macroeconomic model Economic model Regression analysis Mathematical model Statistics Econometrics Time series analysis
43	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
44	Infinite-dimensional VARs and factor models Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-02-09 11:48:57 Statistical inference Estimation theory Regression analysis Bayesian VAR Vector autoregression Estimator Least squares Statistics Econometrics Time series analysis
45	Bayesian analysis of recursive SVAR models with overidentifying restrictions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2012-11-16 10:50:29 Time series analysis Vector autoregression Bayesian inference Constructible universe Probability space Statistics Bayesian statistics Econometrics
46	Panel vector autoregressive models: a survey Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-01-24 05:14:43 Econometrics Time series analysis Dynamic stochastic general equilibrium Vars Vector autoregression Bayesian VAR Macroeconomic model Value at risk Futures and promises Economics Statistics Macroeconomics
47	Bayesian Analysis[removed], Number 1 A Dynamic Modelling Strategy for Bayesian Computer Model Emulation Add to Reading List Source URL: ftp.stat.duke.edu Language: English - Date: 2009-03-06 06:16:01 Control theory Scientific modeling Applied mathematics State space Computer simulation Vector autoregression Computer experiment Gaussian process emulator Statistics Science Computational science
48	PDF Document Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2012-07-27 16:51:42 Estimation theory Econometrics Vector autoregression Cointegration Maximum likelihood Likelihood function Fisher information Autoregressive conditional heteroskedasticity Normal distribution Statistics Time series analysis Bayesian statistics

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