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Vector autoregression
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#	Item
171	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: qeconomics.org Language: English - Date: 2014-11-24 16:20:37 Time series analysis Vector autoregression Statistics Multivariate statistics Econometrics
172	CENTER FOR QUANTITATIVE METHODS AND SURVEY RESEARCH Add to Reading List Source URL: www.uni-konstanz.de Language: English - Date: 2010-03-01 17:43:19 Vector autoregression Forecasting Regression analysis Unit root Confidence interval Autoregressive conditional heteroskedasticity Economic model Loss function Euro Interbank Offered Rate Statistics Econometrics Time series analysis
173	Strathprints Institutional Repository Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W[removed]Dynamic probabilities of restrictions in state space models: an application to the Phillips curve. Journal of Bu Add to Reading List Source URL: strathprints.strath.ac.uk Language: English - Date: 2014-09-05 08:37:19 Econometrics Time series analysis Multivariate statistics Bayesian inference Prior probability Markov chain Vector autoregression Probability Statistics Bayesian statistics Markov models
174	Structural Shocks and the Comovements between Output and Interest Rates Elmar Mertens1 Board of Governors of the Federal Reserve System, Washington D.C[removed]Abstract Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2010-02-19 09:19:10 Real business cycle theory Business cycle Inflation Shock Vector autoregression Monetary policy Technology shock Keynesian economics Economic model Macroeconomics Economics Statistics
175	Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs? Elmar Mertens Working Paper 08.01 Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2009-01-12 12:46:10 Estimation theory Time series analysis Econometrics Vector autoregression Ordinary least squares Estimator Variance Autocorrelation Value at risk Statistics Regression analysis Signal processing
176	LinnemannWinkler_2015.dvi Add to Reading List Source URL: eldorado.tu-dortmund.de Language: English - Date: 2015-01-29 21:40:31 Parametric statistics Estimation theory Quantile regression Quantile Linear regression Least squares Vector autoregression Q-Q plot Statistics Regression analysis Econometrics
177	Spatial Time-Series Modeling: A review of the proposed methodologies Yiannis Kamarianakis Department of Economics, University of Crete, Rethymnon, Greece, and Regional Analysis Division, Institute of Applied and Computat Add to Reading List Source URL: www.agile-online.org Language: English - Date: 2005-04-22 13:29:50 Noise Autoregressive–moving-average model Stochastic processes Time series Autoregressive integrated moving average Regression analysis Autoregressive conditional heteroskedasticity Economic model Vector autoregression Statistics Time series analysis Econometrics
178	SERGEY K. NIGAI CURRENT ADDRESS: PHONE: EMAIL: BOTKINA 6-9, Tashkent, Uzbekistan, 700047 Add to Reading List Source URL: www.cae.ethz.ch Language: English - Date: 2010-11-09 08:09:49 EViews Multivariate statistics Stata SPSS Vector autoregression MATLAB Econometric model Economic model Statistics Software Econometrics
179	Comments on the Consultative Document “Fundamental Review of the Trading Book” Released by Bank for International Settlement on May 3rd, 2012 Steven Kou and Xianhua Peng Columbia University and Hong Kong University o Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-09-25 10:21:00 Mathematical finance Economics Risk Value at risk Vector autoregression Liquidity risk Expected shortfall Static single assignment form Statistical hypothesis testing Financial risk Statistics Actuarial science
180	From the array of VaR and P&L we can create 1000 samples with 200 observations each with VaR and P&Ls (imposing that excep... Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Statistics Economics Financial economics Value at risk Risk Vector autoregression Expected shortfall Financial risk modeling RiskMetrics Financial risk Actuarial science Mathematical finance

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