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Vector autoregression
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#	Item
121	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
122	Advanced information on the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 8 October 2003 Information Department, P.O. Box 50005, SE[removed]Stockholm, Sweden Phone: +[removed], Fax: +[removed] Add to Reading List Source URL: www.nobelprize.org Language: English - Date: 2013-10-18 06:45:49 Time series analysis Cointegration Vector autoregression Robert F. Engle Unit root Clive Granger Econometric model Linear regression Economic model Statistics Econometrics Economics
123	Decomposing the relationship between international bond markets Andrew Clare and Ilias Lekkos1 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:17:04 Fixed income market Mathematical finance Yield curve Investment Interest rates Swap rate Bond duration Swap Vector autoregression Economics Financial economics Statistics
124	Testing Causality Between Two Vectors in Multivariate GARCH Models Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:22:00 Estimation theory Autoregressive conditional heteroskedasticity Regression analysis Causality Vector autoregression Economic model Autoregressive–moving-average model Maximum likelihood Time series Statistics Time series analysis Econometrics
125	News driven business cycles and data on asset prices in estimated DSGE models, November 2011 Add to Reading List Source URL: www.bis.org Language: English - Date: 2011-11-07 11:30:00 Statistics New Keynesian economics Dynamic stochastic general equilibrium Real business cycle theory Macroeconomic model Vector autoregression Economic model JEL classification codes Macroeconomics New classical macroeconomics Economics
126	Microsoft Word - BSP2011 Paper--Joel Yu[removed] Add to Reading List Source URL: www.bsp.gov.ph Language: English - Date: 2012-06-19 05:40:44 Economic model Autoregressive conditional heteroskedasticity Markov chain Macroeconomic model Regression analysis Vector autoregression Forecasting Predictive analytics Forward exchange rate Statistics Econometrics Time series analysis
127	Volha Audzei and František Brázdik: Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber 2 012 Add to Reading List Source URL: www.cnb.cz Language: English - Date: 2013-03-19 06:48:39 New classical macroeconomics Econometrics Time series analysis Vector autoregression Overshooting model Monetary policy Dynamic stochastic general equilibrium Shock Inflation Economics Macroeconomics Statistics
128	Heterogeneity and cross-country spillovers in macroeconomic-•nancial linkages Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-03-20 12:08:00 Probability theory Algebra of random variables Time series analysis Vector autoregression Variance Gibbs sampling Covariance Normal Degrees of freedom Statistics Econometrics Multivariate statistics
129	Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors - Institute working paper no[removed]Dallas Fed Add to Reading List Source URL: www.dallasfed.org Language: English - Date: 2015-01-21 15:11:37 Time series analysis Estimation theory Parametric statistics Linear regression Ordinary least squares Autocorrelation Distributed lag Vector autoregression Unit root Statistics Regression analysis Econometrics
130	A Research Project on Ranges of Financial Prices Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2014-08-06 23:08:30 Quantitative easing Monetary policy Vector autoregression QE2 Sudden stop Economic model Dynamic stochastic general equilibrium Latent variable Variance Macroeconomics Economics Statistics

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