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Bayesian vector autoregression
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1	University of Vienna Vienna Graduate School of Economics Empirical Macroeconomics: Models and Methods Spring Semester 2013 Thomas A. Lubik Add to Reading List Source URL: www.vgse.at Language: English - Date: 2013-03-07 10:47:28 Economics Statistics Statistical theory Dynamic stochastic general equilibrium Econometrics Bayesian statistics Bayesian vector autoregression Macroeconomic model Bayesian inference Bayesian Prior probability Vector autoregression
2	RCEA Bayesian Econometrics WorkshopConditional forecasting with BVAR model for Russia the role of oil prices and economic sanctions Add to Reading List Source URL: www.forecast.ru Language: English - Date: 2016-06-09 08:54:22 Frequency modulation Vector autoregression
3	Evolving Post-World War II U.S. Inflation Dynamics∗ Timothy Cogley Arizona State University Thomas J. Sargent Stanford University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:47 Estimation theory Monetary policy Phillips curve Unemployment Bayesian statistics Inflation Normal distribution Vector autoregression Rational expectations Statistics Economics Multivariate statistics
4	Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System∗ Timothy Cogley University of California, Davis Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:58 Time series analysis Statistical theory Multivariate statistics Vector autoregression Conjugate prior Prior probability Kullback–Leibler divergence Bayesian inference Variance Statistics Bayesian statistics Econometrics
5	Granger Causality and Regime Inference in Bayesian Markov-Switching VARs Matthieu Droumagueta , Anders Warneb , Tomasz Wo´zniakc,∗ a Department of Economics, European University Institute Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2015-05-10 20:36:54 Econometrics Markov processes Statistical models Markov chain Vector autoregression Granger causality Entailment Causality Mixture model Statistics Time series analysis Markov models
6	Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information ∗ Christiane Baumeister Add to Reading List Source URL: econweb.ucsd.edu Language: English - Date: 2015-05-16 10:46:19 Prior probability Conjugate prior Loss function Vector autoregression Bayesian linear regression Statistics Bayesian statistics Bayesian inference
7	BOFIT Discussion Papers 22 • 2014 Elena Deryugina and Alexey Ponomarenko A large Bayesian vector Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2014-12-05 05:44:01 Bayesian statistics Shock Statistical models Vector autoregression Bayesian VAR Economic model Impulse response Regression analysis Causality Statistics Econometrics Time series analysis
8	Identifying Monetary Policy Shocks via Heteroskedasticity: a Bayesian Approach Dmitry Kulikov, Aleksei Netšunajev Working Paper Series Add to Reading List Source URL: www.eestipank.ee Language: English - Date: 2013-10-21 08:39:56 Bayesian statistics Vector autoregression Statistical theory Economic model Demand for money Statistical inference Autoregressive conditional heteroskedasticity Regression analysis A priori Statistics Econometrics Time series analysis
9	Microsoft PowerPoint - Moore_Adjoint_Workshop_2011 Add to Reading List Source URL: gmao.gsfc.nasa.gov Language: English - Date: 2011-10-19 10:14:51 Estimation theory Bayesian statistics Covariance and correlation Covariance Kalman filter Data assimilation Variance Vector autoregression Statistics Control theory Linear filters
10	[removed]Reserve Bank of Australia RESEARCH DISCUSSION Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2010-01-17 19:17:01 Bayesian statistics Dynamic stochastic general equilibrium Macroeconomic model Prior probability Static single assignment form Vector autoregression Macroeconomics Statistics Economics