<--- Back to Details
First PageDocument Content
Vector autoregression / Forecasting / Linear regression / Economic model / Regression analysis / Autoregressive integrated moving average / Autoregressive conditional heteroskedasticity / Multicollinearity / Bayesian VAR / Statistics / Econometrics / Time series analysis
Date: 2006-06-23 11:43:52
Vector autoregression
Forecasting
Linear regression
Economic model
Regression analysis
Autoregressive integrated moving average
Autoregressive conditional heteroskedasticity
Multicollinearity
Bayesian VAR
Statistics
Econometrics
Time series analysis

Economic Review. Quarter II 1985

Add to Reading List

Source URL: www.clevelandfed.org

Download Document from Source Website

File Size: 863,51 KB

Share Document on Facebook

Similar Documents

Advanced time-series analysis (University of Lund, Economic History Department) 30 Jan-3 February andMarch 2012 Lecture 9 Vector Autoregression (VAR) techniques: motivation and applications. Estimation procedure.

DocID: 1vpu3 - View Document

Economics / Statistics / Statistical theory / Dynamic stochastic general equilibrium / Econometrics / Bayesian statistics / Bayesian vector autoregression / Macroeconomic model / Bayesian inference / Bayesian / Prior probability / Vector autoregression

University of Vienna Vienna Graduate School of Economics Empirical Macroeconomics: Models and Methods Spring Semester 2013 Thomas A. Lubik

DocID: 1rqtQ - View Document

Economy / Economics / Macroeconomics / Production economics / Economic growth / Time series models / Real business-cycle theory / Shock / Productivity / Business cycle / Vector autoregression / Technology shock

Microsoft Word - WP2016-19.doc

DocID: 1riZB - View Document

Statistics / Regression analysis / Simultaneous equation methods / Probability theory / Instrumental variable / Vector autoregression / Reduced form / Income tax in the United States / Taxation in the United States / Shock / Tax / Covariance

The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States∗ Karel Mertens and Morten O. Ravn March 20, 2012 Abstract

DocID: 1rc41 - View Document

Frequency modulation / Vector autoregression

RCEA Bayesian Econometrics WorkshopConditional forecasting with BVAR model for Russia the role of oil prices and economic sanctions

DocID: 1qYCL - View Document