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Vector autoregression
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#	Item
111	The International Journal of R Business and Finance ESEARCH Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2013-09-06 03:08:08 Time series analysis Estimation theory Parametric statistics Quantile regression Linear regression Quantile Vector autoregression Normal distribution Autoregressive conditional heteroskedasticity Statistics Econometrics Regression analysis
112	Report On Frontier areas in econometrics & International trade and finance Despite the cold morning of tenth December, 2104, the event started with the warm Add to Reading List Source URL: www.iitk.ac.in Language: English - Date: 2015-01-07 16:35:48 Computable general equilibrium Gempack Economic model Macroeconomic model Vector autoregression Linear regression General equilibrium theory Indian Institute of Technology Kanpur Dummy variable Statistics Econometrics Economics
113	Microsoft Word - posledni strana.doc Add to Reading List Source URL: www.cnb.cz Language: English - Date: 2013-02-19 09:35:25 Time series analysis Vector autoregression Public finance Fiscal policy Macroeconomics Shock Inflation Fiscal multiplier Economics Statistics Econometrics
114	The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-03-20 11:27:15 Econometrics New classical macroeconomics Economic theories Monetary policy Macroeconomic policy Vector autoregression Dynamic stochastic general equilibrium Economic model Parameter identification problem Macroeconomics Economics Statistics
115	Microsoft Word - Figure 2.3.doc Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-07-06 13:57:52 International trade National accounts Macroeconomics Economic indicators Vector autoregression Balance of trade Futures contract Exchange rate Monetary policy Economics Statistics International economics
116	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Extreme Movements of the Major Currencies traded in Australia Chow-Siing Siaa, Felix Chana Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:05:56 Time series analysis Actuarial science Autoregressive conditional heteroskedasticity Financial risk Foreign exchange market Volatility Vector autoregression Value at risk Variance Statistics Mathematical finance Econometrics
117	Microsoft Word - MPIJME.doc Add to Reading List Source URL: www.atl-res.com Language: English - Date: 2007-09-15 12:04:23 Statistics New classical macroeconomics Economic policy Lucas critique Macroeconomic model Monetary policy Inflation Economic model Vector autoregression Macroeconomics Economics Macroeconomic policy
118	ISSN[removed]Working Paper Series Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves Add to Reading List Source URL: www.bcb.gov.br Language: English - Date: 2007-12-26 08:43:33 Statistics SELIC Vector autoregression Central bank Central Bank of Brazil Federal Reserve System Economic model Central Bank of the Republic of Turkey Interest rate Monetary policy Macroeconomics Economics
119	How Accurate are Value-at-Risk Models at Commercial Banks? Jeremy Berkowitz* Graduate School of Management University of California, Irvine Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:27 Financial risk Econometrics Time series analysis Actuarial science Autoregressive conditional heteroskedasticity Value at risk Vector autoregression Volatility Standard deviation Statistics Mathematical sciences Mathematical finance
120	Model Fit and Model Selection Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-06-04 15:23:11 Statistical theory Dynamic stochastic general equilibrium Parameter Vector autoregression Statistics Estimation theory Maximum likelihood

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