Vector autoregression

Results: 504



#Item
151Unemployment / New classical macroeconomics / Macroeconomic policy / Monetary policy / Vector autoregression / Phillips curve / Lucas critique / Economic model / Natural rate of unemployment / Macroeconomics / Economics / Statistics

Australian School of Business Working Paper Australian School of Business Research Paper No[removed]ECON15 Structural Evolution of the Postwar U.S. Economy

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Source URL: www.rba.gov.au

Language: English - Date: 2013-12-12 02:03:14
152Vector autoregression / Bayesian VAR / Economic model / Trend estimation / Forecasting / Unit root / Macroeconomic model / Regression analysis / Time series / Statistics / Time series analysis / Econometrics

VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

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Source URL: www.rba.gov.au

Language: English - Date: 2012-11-19 01:25:43
153Index numbers / Gross domestic product / VIX / Inflation / Uncertainty / Shock / Factor analysis / Vector autoregression / Economic model / Statistics / Economics / Multivariate statistics

International spill-overs of uncertainty shocks: Evidence from a FAVAR

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Source URL: www.rba.gov.au

Language: English - Date: 2013-12-12 01:55:43
154Linear filters / Estimation theory / Kalman filter / Robot control / Economic model / Structural estimation / Maximum likelihood / Vector autoregression / Statistics / Econometrics / Multivariate statistics

Estimation and Solution of Models with Expectations and Structural Changes

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Source URL: www.rba.gov.au

Language: English - Date: 2015-01-28 18:59:45
155Statistics / Monetary economics / Macroeconomic policy / Public finance / Shock / Vector autoregression / Contractionary monetary policy / Economic model / Money supply / Economics / Macroeconomics / Monetary policy

Monetary Policy and Asset Prices: An Empirical Investigation Lichao Cheng China Center for Economic Research Peking University

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Source URL: www.hkimr.org

Language: English - Date: 2012-10-04 05:46:29
156New Keynesian economics / Econometrics / Statistical inference / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Vector autoregression / Regression analysis / Estimator / Statistics / Macroeconomics / Economics

Deriving implied time-variation in DSGE coefficients from a kernel-estimated TVP-VAR Konstantinos Theodoridis† Bank of England

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Source URL: www.rba.gov.au

Language: English - Date: 2012-12-12 20:20:10
157Stock market crashes / International economics / National accounts / Balance of payments / Monetary policy / Asian financial crisis / Late-2000s financial crisis / Vector autoregression / Inflation / Economics / Financial crises / Economic bubbles

Microsoft Word - WP No.18_2012.doc

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Source URL: www.hkimr.org

Language: English - Date: 2012-08-07 21:49:34
158Econometrics / New Keynesian economics / Time series analysis / Statistical inference / Dynamic stochastic general equilibrium / Macroeconomic model / General equilibrium theory / Vector autoregression / Bayesian VAR / Statistics / Economics / Macroeconomics

Estimating and Identifying Empirical BVAR-DSGE Models for Small Open Economies

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Source URL: www.rba.gov.au

Language: English - Date: 2015-02-02 16:44:26
159Macroeconomic model / Real business cycle theory / New Keynesian economics / Vector autoregression / Business cycle / Economic model / Inflation / General equilibrium theory / Recession / Macroeconomics / Economics / Dynamic stochastic general equilibrium

[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
160Covariance and correlation / Tropical meteorology / Statistical forecasting / Madden–Julian oscillation / Climatology / Time series / Vector autoregression / Autocorrelation / Forecasting / Statistics / Time series analysis / Econometrics

INTERNATIONAL JOURNAL OF CLIMATOLOGY Int. J. Climatol. 25: 1611–[removed]Published online in Wiley InterScience (www.interscience.wiley.com). DOI: [removed]joc.1206 FORECASTING AN INDEX OF THE MADDEN-OSCILLATION a

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Source URL: cawcr.gov.au

Language: English - Date: 2005-10-11 19:13:06
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