Cointegration

Results: 310



#Item
241Vector autoregression / Cointegration / Normal distribution / Statistics / Econometrics / Time series analysis

SVERIGES RIKSBANK WORKING PAPER SERIES 156 Monetary Policy Analysis

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Source URL: www.riksbank.se

Language: English - Date: 2004-03-18 15:26:16
242Statistical theory / Bayesian inference / Econometrics / Estimator / Bayes estimator / Maximum likelihood / Point estimation / Cointegration / Maximum a posteriori estimation / Statistics / Estimation theory / Statistical inference

SVERIGES RIKSBANK WORKING PAPER SERIES 150 Bayes Estimators of the

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Source URL: www.riksbank.se

Language: English - Date: 2004-03-18 16:22:10
243Economic indicators / Gross Domestic Product / Macroeconomics / Purchasing power parity / Cointegration / Euro / Economic model / Exchange rate / Economics / Econometrics / International economics

Modelling Ireland’s exchange rates: from EMS to EMU

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-10-23 12:33:17
244Economics / Quantile regression / Linear regression / Quantile / Dummy variable / Economic bubble / Least squares / Cointegration / Statistics / Regression analysis / Econometrics

Microsoft Word - ecb_wp_assetprice_quantile_5_rev_clean_lastcorrections.doc

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-11-16 10:58:47
245Statistics / Macroeconomics / Mathematical finance / Cointegration / International economics / Unit root / Granger causality / Causality / Gross domestic product / Time series analysis / Economics / Econometrics

SAVING, DEBT INFLOWS, AND GROWTH NEXUS IN TUNISIA SAMIR ABDELHAFIDH1 Abstract

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Source URL: aisberg.unibg.it

Language: English - Date: 2012-12-20 19:10:28
246European Union / Economy of the European Union / Econometrics / Time series analysis / Fiscal policy / Cointegration / Eurozone / Euro / Fiscal adjustment / Economics / Macroeconomics / Public finance

E U R O P E A N C E N T R A L B A N K

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:19:52
247Economics / International economics / Gross domestic product / Aggregate expenditure / Fiscal policy / Current account / Government budget deficit / Economy of Grenada / National accounts / Macroeconomics / Public finance

Does fiscal policy matter for the trade account? A panel cointegration study

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-05-15 04:16:05
248Econometrics / Mathematical finance / Statistical theory / Cointegration / Vector autoregression / Prior probability / Johansen test / Hyperparameter / Bayesian inference / Statistics / Bayesian statistics / Time series analysis

Bayesian Inference in Cointegrated VAR Models: With Applications to the Demand for Euro Area M3

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-11-17 11:41:34
249Statistics / Economic theories / Wealth / Time series analysis / Econometric model / Marginal propensity to consume / Cointegration / Economic model / Tax / Economics / Macroeconomics / Econometrics

How large are housing and financial wealth effects? A new approach

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-12-23 08:08:43
250Estimation theory / Abstract algebra / Statistical theory / Matrix theory / Eigenvalues and eigenvectors / Likelihood function / Vector space / Maximum likelihood / Cointegration / Algebra / Mathematics / Linear algebra

Likelihood Ratio Tests on Cointegrating Vectors, Their Disequilibrium Adjustment Vectors, and Their Orthogonal Complements

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Source URL: www.federalreserve.gov

Language: English - Date: 2006-06-01 14:16:43
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