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Vector autoregression
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91	Microsoft Word - naun-journal 2013 sent.doc Add to Reading List Source URL: www.naun.org Language: English - Date: 2013-10-24 01:54:00 Economics Cointegration Unit root Phillips curve Inflation Vector autoregression Durbin–Watson statistic Economic model Unemployment Statistics Time series analysis Econometrics
92	Impact of rising oil prices on the living cost in Burkina Faso Alexandre Ouedraogo* National Institute of Statistic and Demography, Ouagadougou, Burkina Faso Fluctuations of the world oil prices affect Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:11 Burkina Faso Price of petroleum Vector autoregression Economics Statistics Inflation
93	Spatial Econometrics James P. LeSage Department of Economics University of Toledo CIRCULATED FOR REVIEW December, 1998 Add to Reading List Source URL: www.spatial-econometrics.com Language: English - Date: 2000-06-30 10:04:26 Spatial econometrics MATLAB Vector autoregression Heteroscedasticity Econometric model Regression Analysis of Time Series Economic model Autoregressive conditional heteroskedasticity Statistics Econometrics Time series analysis
94	News Shocks and the Slope of the Term Structure of Interest Rates∗ Andr´e Kurmann Christopher Otrok Add to Reading List Source URL: web.missouri.edu Language: English - Date: 2012-08-28 17:48:06 New classical macroeconomics Real business cycle theory Vector autoregression Dynamic stochastic general equilibrium Shock Monetary policy Economic model Inflation Keynesian economics Economics Macroeconomics Statistics
95	Applied Econometrics using MATLAB James P. LeSage Department of Economics University of Toledo October, 1999 Add to Reading List Source URL: www.spatial-econometrics.com Language: English - Date: 2000-06-06 09:05:25 Regression Analysis of Time Series Heteroscedasticity Vector autoregression Instrumental variable Probit Regression analysis Dummy variable GAUSS Statistics Econometrics MATLAB
96	P ROCEEDINGS OF N EURAL I NFORMATION P ROCESSING S YSTEMS 2008 Add to Reading List Source URL: www.stat.washington.edu Language: English - Date: 2012-07-06 10:47:55 Hidden Markov model Vector autoregression Markov chain Normal distribution Statistics Markov models Probability and statistics
97	Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 213 http://www.dallasfed.org/assets/documents/institute/wpapers[removed]pdf A Multi-Country Approach to Forecasting Output G Add to Reading List Source URL: www.dallasfed.org Language: English - Date: 2014-12-02 11:52:11 Data analysis Multivariate statistics Statistical forecasting Forecasting Factor analysis Economic model Vector autoregression Regression analysis Variance Statistics Econometrics Time series analysis
98	STRUCTURAL VECTOR AUTOREGRESSIONS: THEORY OF IDENTIFICATION AND ALGORITHMS FOR INFERENCE JUAN F. RUBIO-RAMÍREZ, DANIEL F. WAGGONER, AND TAO ZHA A BSTRACT. SVARs are widely used for policy analysis and to provide stylize Add to Reading List Source URL: www.atl-res.com Language: English - Date: 2009-06-09 20:55:04 Linear algebra Matrices Matrix theory Reduced form Vector autoregression Parameter identification problem Orthogonal matrix Matrix Rank Algebra Econometrics Mathematics
99	Computationally-intensive Econometrics using a Distributed Matrix-programming Language By Jurgen A. Doornik†, David F. Hendry, and Neil Shephard Nuffield College, University of Oxford, Oxford OX1 1NF, UK This paper rev Add to Reading List Source URL: www.nuff.ox.ac.uk Language: English - Date: 2001-11-05 17:13:24 Time series analysis Multivariate statistics Econometric model Neil Shephard Heteroscedasticity David Forbes Hendry Vector autoregression Maximum likelihood Markov chain Statistics Econometrics Fellows of the Econometric Society
100	Chapter 1 Vector autoregressions We begin by taking a look at the data of macroeconomics. A way to summarize the dynamics of macroeconomic data is to make use of vector autoregressions. VAR models have become increasingl Add to Reading List Source URL: www2.bc.edu Language: English - Date: 2011-01-09 09:58:52 Covariance Variance Endogeneity Differential equation Reduced form Expected value Statistics Econometrics Vector autoregression

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