Vector autoregression

Results: 504



#Item
141Cointegration / Vector autoregression / Unit root / Trend estimation / Monetary policy / Statistical hypothesis testing / Macroeconomic model / Error correction model / Economic model / Statistics / Time series analysis / Econometrics

A Monetary Union in East Asia: What does the Common Cycles Approach Tell? Sato, K.1, D. Allen2 and Z.Y. Zhang2* 1 2

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 19:29:04
142Multivariate statistics / Statistical methods / Regression analysis / Macroeconomic model / Dynamic stochastic general equilibrium / Economic model / Vector autoregression / Autoregressive integrated moving average / Forecasting / Statistics / Econometrics / Time series analysis

[removed]Reserve Bank of Australia RESEARCH DISCUSSION

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:01
143Macroeconomics / Vector autoregression / Economic model / Monetary policy / Nouriel Roubini / Macroeconomic model / Model / Reduced form / JEL classification codes / Econometrics / Economics / Statistics

A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA Andrea Brischetto and Graham Voss Research Discussion Paper

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:13
144Abstract algebra / Group theory / Vector space / Eigenvalues and eigenvectors / Vector autoregression / Rational expectations / Algebra / Mathematics / Linear algebra

[removed]Reserve Bank of Australia RESEARCH DISCUSSION

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:01
145Bayesian statistics / Dynamic stochastic general equilibrium / Macroeconomic model / Prior probability / Static single assignment form / Vector autoregression / Macroeconomics / Statistics / Economics

[removed]Reserve Bank of Australia RESEARCH DISCUSSION

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:01
146Welfare economics / Mathematical finance / Business cycle / Inflation / Volatility / Economic growth / Shock / Overshooting model / Vector autoregression / Economics / Macroeconomics / Statistics

THE DECLINE IN AUSTRALIAN OUTPUT VOLATILITY John Simon Research Discussion Paper[removed]

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:16:54
147New classical macroeconomics / Macroeconomic policy / Time series analysis / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Economic model / Lucas critique / Vector autoregression / Macroeconomics / Economics / Statistics

Incorporating judgement with DSGE models Draft, Work in progress ⋆ Jarom´ır Beneˇs, Andrew Binning, Kirdan Lees Economics Department, Reserve Bank of New Zealand, 2 The Terrace, Wellington, 6011, New Zealand. Tel: +

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Source URL: www.rba.gov.au

Language: English - Date: 2011-12-28 18:25:41
148Monetary policy / Gross domestic product / Inflation / Economic model / Vector autoregression / Interest rate / Credit channel / Real business cycle theory / Macroeconomics / Economics / Statistics

[removed]Reserve Bank of Australia RESEARCH DISCUSSION

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Source URL: www.rba.gov.au

Language: English - Date: 2010-01-17 19:17:01
149Quantitative easing / Monetary policy / Vector autoregression / QE2 / Sudden stop / Economic model / Dynamic stochastic general equilibrium / Latent variable / Variance / Macroeconomics / Economics / Statistics

A Research Project on Ranges of Financial Prices

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Source URL: www.hkimr.org

Language: English - Date: 2014-08-06 23:08:30
150Econometrics / Macroeconomics / Marketing / Educational psychology / Factor analysis / Vector autoregression / Economic model / Business cycle / Inflation / Statistics / Economics / Multivariate statistics

Asian Business Cycle Synchronisation

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Source URL: www.rba.gov.au

Language: English - Date: 2011-12-28 18:25:37
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