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Vector autoregression
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#	Item
161	Modelling the transmission mechanism of monetary policy in emerging market countries using prior information Jeffery D Amato and Stefan Gerlach 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2001-11-01 18:00:00 Economic model Inflation Econometric model Vector autoregression Parameter Regression analysis Confidence interval Estimation theory Macroeconomics Statistics Econometrics Economics
162	External MPC Unit Discussion Paper No. 42 What are the macroeconomic effects of asset purchases? Martin Weale and Tomasz Wieladek April 2014 Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2014-04-17 06:44:23 Econometrics Time series analysis Business cycle Vector autoregression Bayesian VAR Inflation Monetary policy Gross domestic product Economic model Statistics Economics Macroeconomics
163	Measurement with some theory: using sign restrictions to evaluate business cycle models ∗ Fabio Canova†and Matthias Paustian‡ November 23, 2007 Preliminary draft Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2011-12-28 18:25:41 Statistical theory Statistical inference Vector autoregression Economic model Loss function Estimator Mathematical model Statistics Estimation theory Econometrics
164	M ISSING A GGREGATE DYNAMICS : O N THE S LOW C ONVERGENCE OF L UMPY A DJUSTMENT M ODELS David Berger Northwestern Ricardo Caballero Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2013-11-26 04:25:00 Vector autoregression M-estimator Variance Economic model Statistics Econometrics Time series analysis
165	Applied Economics Letters, 2010, 17, 405–410 Threshold cointegration and nonlinear adjustment between stock prices and dividends Vicente Estevea,* and Marı´ a A. Pratsb Add to Reading List Source URL: www.uv.es Language: English - Date: 2010-02-17 12:34:23 Economics Mathematical finance Cointegration Error correction model Vector autoregression Dividend Stock market Share price Statistics Time series analysis Econometrics
166	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:52:01 Regression analysis Multivariate statistics Psychometrics Statistical models Purchasing power parity Structural equation modeling Factor analysis Vector autoregression Dummy variable Statistics Economics Econometrics
167	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:52:01 Regression analysis Multivariate statistics Psychometrics Statistical models Purchasing power parity Structural equation modeling Factor analysis Vector autoregression Dummy variable Statistics Economics Econometrics
168	Dynamic probabilities of restrictions in state space models: An application to the Phillips curve Gary Koop Department of Economics University of Strathclyde Scotland Add to Reading List Source URL: personal.strath.ac.uk Language: English - Date: 2007-12-11 10:05:55 Prior probability Vector autoregression Probability Posterior probability Bayes factor Conjugate prior Statistics Bayesian statistics Bayesian inference
169	WP[removed]Gary Koop University of Strathclyde, UK and The Rimini Centre for Economic Analysis Roberto Leon-Gonzalez Add to Reading List Source URL: www.rcfea.org Language: English - Date: 2014-07-18 06:49:50 Prior probability Vector autoregression Probability Markov chain Posterior probability Bayes factor Statistics Bayesian statistics Bayesian inference
170	Estimating overidenti…ed, non-recursive, time varying coe¢ cients structural VARs Fabio Canova EUI and CEPR Fernando J. Pérez Forero Add to Reading List Source URL: www.qeconomics.org Language: English - Date: 2014-11-24 16:20:37 Time series analysis Vector autoregression Statistics Multivariate statistics Econometrics

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