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Vector autoregression
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131	The dynamics of international asset price linkages and their effects on German stock and bond markets Dietrich Domanski and Manfred Kremer1 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:17:04 Time series analysis Covariance and correlation Technical analysis Autoregressive conditional heteroskedasticity Correlation and dependence Volatility Vector autoregression Linear regression Asset allocation Statistics Econometrics Mathematical finance
132	BANCO CENTRAL DE RESERVA DEL PERÚ Effects of the U.S. Quantitative Easing on a Small Open Economy César Carrera* Fernando Pérez Forero* Nelson Ramírez-Rondán* Add to Reading List Source URL: www.bcrp.gob.pe Language: English - Date: 2014-12-23 18:00:17 Econometrics Monetary policy Regression analysis Economic policy Vector autoregression Quantitative easing Economic model Independence Instrumental variable Economics Statistics Macroeconomics
133	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
134	BIS Working Papers No 449 Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Add to Reading List Source URL: www.bis.org Language: English - Date: 2014-06-04 03:22:00 Econometrics Economic model Monetary policy Business cycle Vector autoregression Economic growth Shock Impulse response Statistics Economics Macroeconomics
135	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
136	The Role of a Changing Market Environment for Credit Default Swap Pricing Julian S. Leppin, Stefan Reitz HWWI Research Add to Reading List Source URL: www.hwwi.org Language: English - Date: 2014-08-01 05:41:07 Credit default swap Regression analysis Linear regression Vector autoregression Beta Logistic function Statistics Econometrics Merton Model
137	Microsoft Word - annex results budapest.doc Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-03-20 12:08:00 New classical macroeconomics Shock Dynamic stochastic general equilibrium Vector autoregression Business cycle Demand shock Monetary policy Macroeconomic model Economic model Macroeconomics Economics Statistics
138	shutterstock_7700304#D7B143_FINALv5 Add to Reading List Source URL: www.msmiami.com Language: English - Date: 2014-08-14 01:00:32 Econometrics EViews Vector autoregression Forecasting Generalized method of moments Data analysis Simulation Statistics Econometrics software Time series analysis
139	ECONOMETRICS Bruce E. Hansen c °2000, 20151 Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2015-01-16 17:57:40 Linear regression Heteroscedasticity Generalized method of moments Instrumental variable Least squares Vector autoregression Quantile regression Generalized least squares Gauss–Markov theorem Statistics Regression analysis Econometrics
140	HDPSLDS_journal_v5_posted.dvi Add to Reading List Source URL: www.stat.washington.edu Language: English - Date: 2013-09-06 16:10:43 Bioinformatics Hidden Markov model Econometrics Kalman filter Conjugate prior Vector autoregression Statistics Markov models Stochastic differential equations

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